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FTSE 100

^FTSE
Index · Currency in GBP

^FTSEPrice Chart


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^FTSEPerformance

The chart shows the growth of £10,000 invested in ^FTSE on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly £12,406 for a total return of roughly 24.06%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%20122014201620182020
24.06%
224.18%
S&P 500

^FTSEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.29%
YTD5.62%
6M13.41%
1Y16.79%
5Y1.93%
10Y1.28%

^FTSEMonthly Returns Heatmap


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^FTSESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current FTSE 100 Sharpe ratio is 1.17. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.000.001.002.0020122014201620182020
1.17

^FTSEDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-13.38%

^FTSEWorst Drawdowns

The table below shows the maximum drawdowns of the FTSE 100. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 36.61%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-36.61%May 23, 2018466Mar 23, 2020
-22.06%Apr 28, 2015200Feb 11, 2016222Dec 28, 2016422
-18.83%Feb 9, 2011164Oct 4, 2011318Jan 9, 2013482
-17.5%Apr 16, 201053Jul 1, 201089Nov 4, 2010142
-11.86%May 23, 201322Jun 24, 2013169Feb 24, 2014191
-11.44%Jan 15, 201851Mar 26, 201835May 17, 201886
-10.12%May 15, 2014151Dec 15, 201441Feb 17, 2015192
-8.62%Jan 12, 201019Feb 5, 201020Mar 5, 201039
-5.91%Nov 8, 201017Nov 30, 201010Dec 14, 201027
-5.03%Feb 25, 201420Mar 24, 201433May 13, 201453

^FTSEVolatility Chart

Current FTSE 100 volatility is 11.28%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%100.00%20122014201620182020
11.28%

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