S&P TSX Composite Index (Canada) (^GSPTSE)
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in S&P TSX Composite Index (Canada), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
S&P TSX Composite Index (Canada) had a return of 15.59% year-to-date (YTD) and 24.22% in the last 12 months. Over the past 10 years, S&P TSX Composite Index (Canada) had an annualized return of 5.49%, while the S&P 500 had an annualized return of 11.78%, indicating that S&P TSX Composite Index (Canada) did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 15.59% | 21.43% |
| 1 month | 5.20% | 5.87% |
| 6 months | 9.13% | 12.23% |
| 1 year | 24.22% | 32.90% |
| 5 years (annualized) | 8.14% | 14.34% |
| 10 years (annualized) | 5.49% | 11.78% |
Monthly Returns
The table below presents the monthly returns of ^GSPTSE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.30% | 1.63% | 3.76% | -2.04% | 2.55% | -1.77% | 5.65% | 1.02% | 2.80% | 15.59% | |||
| 2023 | 7.13% | -2.63% | -0.60% | 2.67% | -5.16% | 2.98% | 2.34% | -1.62% | -3.70% | -3.42% | 7.22% | 3.57% | 8.12% |
| 2022 | -0.59% | 0.13% | 3.62% | -5.15% | -0.16% | -9.01% | 4.41% | -1.84% | -4.59% | 5.32% | 5.29% | -5.22% | -8.66% |
| 2021 | -0.55% | 4.17% | 3.55% | 2.18% | 3.26% | 2.20% | 0.61% | 1.45% | -2.49% | 4.82% | -1.79% | 2.72% | 21.74% |
| 2020 | 1.50% | -6.09% | -17.74% | 10.48% | 2.79% | 2.12% | 4.22% | 2.13% | -2.38% | -3.35% | 10.33% | 1.41% | 2.17% |
| 2019 | 8.50% | 2.95% | 0.64% | 2.97% | -3.28% | 2.15% | 0.15% | 0.22% | 1.32% | -1.05% | 3.38% | 0.14% | 19.13% |
| 2018 | -1.59% | -3.19% | -0.49% | 1.57% | 2.91% | 1.35% | 0.96% | -1.04% | -1.17% | -6.51% | 1.13% | -5.76% | -11.64% |
| 2017 | 0.64% | 0.09% | 0.96% | 0.25% | -1.52% | -1.09% | -0.25% | 0.45% | 2.78% | 2.50% | 0.26% | 0.88% | 6.03% |
| 2016 | -1.44% | 0.30% | 4.93% | 3.39% | 0.82% | -0.01% | 3.68% | 0.10% | 0.88% | 0.42% | 2.00% | 1.36% | 17.51% |
| 2015 | 0.28% | 3.82% | -2.18% | 2.16% | -1.38% | -3.07% | -0.58% | -4.21% | -3.98% | 1.67% | -0.44% | -3.41% | -11.09% |
| 2014 | 0.54% | 3.76% | 0.88% | 2.21% | -0.33% | 3.71% | 1.22% | 1.92% | -4.26% | -2.32% | 0.90% | -0.76% | 7.42% |
| 2013 | 2.02% | 1.08% | -0.56% | -2.30% | 1.56% | -4.12% | 2.95% | 1.34% | 1.05% | 4.49% | 0.26% | 1.69% | 9.56% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^GSPTSE is 65, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for S&P TSX Composite Index (Canada) (^GSPTSE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P TSX Composite Index (Canada). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the S&P TSX Composite Index (Canada) was 49.99%, occurring on Oct 9, 2002. Recovery took 834 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.99% | Sep 5, 2000 | 547 | Oct 9, 2002 | 834 | Jan 3, 2006 | 1381 |
| -49.8% | Jun 19, 2008 | 180 | Mar 9, 2009 | 1325 | Jun 18, 2014 | 1505 |
| -43.95% | Dec 1, 1980 | 419 | Jul 8, 1982 | 214 | May 6, 1983 | 633 |
| -37.43% | Feb 21, 2020 | 22 | Mar 23, 2020 | 199 | Jan 7, 2021 | 221 |
| -31.78% | Apr 23, 1998 | 118 | Oct 5, 1998 | 298 | Nov 25, 1999 | 416 |
Volatility
Volatility Chart
The current S&P TSX Composite Index (Canada) volatility is 2.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.