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S&P 500 (^GSPC)

Index · Currency in USD

^GSPCPrice Chart


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^GSPCPerformance

The chart shows the growth of $10,000 invested in S&P 500 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $40,553 for a total return of roughly 305.53%. All prices are adjusted for splits and dividends.


0.00%100.00%200.00%300.00%201020122014201620182020
305.53%

^GSPCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.43%0.43%
6M9.37%9.37%
YTD22.33%22.33%
1Y26.59%26.59%
5Y15.74%15.74%
10Y14.46%14.46%

^GSPCMonthly Returns Heatmap


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^GSPCSharpe 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 S&P 500 Sharpe ratio is 2.18. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


0.001.002.003.0020122014201620182020
2.18

^GSPCDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%201020122014201620182020
-2.34%

^GSPCWorst Drawdowns

The table below shows the maximum drawdowns of the S&P 500. 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 S&P 500 is 33.92%, recorded on Mar 23, 2020. It took 103 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.92%Feb 20, 202023Mar 23, 2020103Aug 18, 2020126
-19.78%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-19.39%May 2, 2011108Oct 3, 201199Feb 24, 2012207
-15.99%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-14.16%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
-10.16%Jan 29, 20189Feb 8, 2018137Aug 24, 2018146
-9.94%Apr 3, 201242Jun 1, 201267Sep 6, 2012109
-9.6%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-8.13%Jan 20, 201014Feb 8, 201022Mar 11, 201036
-7.67%Sep 17, 201242Nov 15, 201233Jan 4, 201375

^GSPCVolatility Chart

Current S&P 500 volatility is 13.06%. 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.


0.00%20.00%40.00%60.00%80.00%201020122014201620182020
13.06%

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