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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 100 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly £13,099 for a total return of roughly 30.99%. All prices are adjusted for splits and dividends.


^FTSE (FTSE 100)
Benchmark (S&P 500)

^FTSEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.20%
6M3.84%
YTD11.52%
1Y24.72%
5Y0.52%
10Y2.65%

^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 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


^FTSE (FTSE 100)
Benchmark (S&P 500)

^FTSEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


^FTSE (FTSE 100)
Benchmark (S&P 500)

^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 FTSE 100 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 6.76%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


^FTSE (FTSE 100)
Benchmark (S&P 500)

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