PortfoliosLab logo

S&P 500

^GSPC
Index · Currency in USD

^GSPCPrice Chart


Click Calculate to get results

^GSPCPerformance

The chart shows the growth of $10,000 invested in ^GSPC on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $36,442 for a total return of roughly 264.42%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
264.42%
264.42%
S&P 500

^GSPCReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.70%
YTD9.92%
6M17.56%
1Y49.51%
5Y14.73%
10Y12.13%

^GSPCMonthly Returns Heatmap


Click Calculate to get results

^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 2.61. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.0020122014201620182020
2.61

^GSPCDrawdowns Chart


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%20122014201620182020
0.00%

^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 {{portfolioName}} 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 9.50%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%20122014201620182020
9.50%

Portfolios with S&P 500


Loading data...

More Tools for S&P 500