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S&P Mid Cap 400 Index (^MID)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P Mid Cap 400 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%December2025FebruaryMarchAprilMay
7,798.92%
4,030.32%
^MID (S&P Mid Cap 400 Index)
Benchmark (^GSPC)

Returns By Period

S&P Mid Cap 400 Index (^MID) returned -6.66% year-to-date (YTD) and -2.11% over the past 12 months. Over the past 10 years, ^MID returned 6.75% annually, underperforming the S&P 500 benchmark at 10.31%.


^MID

YTD

-6.66%

1M

11.22%

6M

-11.37%

1Y

-2.11%

5Y*

11.74%

10Y*

6.75%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^MID, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.78%-4.44%-5.68%-2.32%2.16%-6.66%
2024-1.77%5.80%5.39%-6.08%4.26%-1.77%5.73%-0.21%0.98%-0.77%8.66%-7.29%12.20%
20239.14%-1.95%-3.41%-0.87%-3.36%8.96%4.05%-3.04%-5.42%-5.42%8.33%8.50%14.45%
2022-7.27%0.99%1.21%-7.18%0.58%-9.78%10.75%-3.25%-9.36%10.42%5.95%-5.72%-14.48%
20211.45%6.67%4.53%4.44%0.08%-1.15%0.28%1.83%-4.09%5.82%-3.06%4.92%23.21%
2020-2.70%-9.63%-20.43%14.06%7.14%1.09%4.53%3.36%-3.39%2.09%14.12%6.37%11.81%
201910.36%4.08%-0.74%3.93%-8.13%7.46%1.09%-4.35%2.89%1.03%2.80%2.63%24.05%
20182.81%-4.57%0.76%-0.34%3.95%0.27%1.68%3.03%-1.23%-9.63%2.93%-11.48%-12.50%
20171.60%2.50%-0.56%0.76%-0.64%1.45%0.80%-1.69%3.76%2.18%3.49%0.07%14.45%
2016-5.78%1.25%8.32%1.14%2.15%0.23%4.21%0.34%-0.80%-2.76%7.82%2.03%18.73%
2015-1.19%4.98%1.16%-1.56%1.63%-1.48%0.05%-5.73%-3.38%5.54%1.18%-4.33%-3.71%
2014-2.19%4.74%0.23%-1.64%1.62%3.99%-4.34%4.92%-4.67%3.48%1.69%0.68%8.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^MID is 28, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^MID is 2828
Overall Rank
The Sharpe Ratio Rank of ^MID is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^MID is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ^MID is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ^MID is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ^MID is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P Mid Cap 400 Index (^MID) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P Mid Cap 400 Index Sharpe ratio is -0.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P Mid Cap 400 Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.10
0.44
^MID (S&P Mid Cap 400 Index)
Benchmark (^GSPC)

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.07%
-8.35%
^MID (S&P Mid Cap 400 Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P Mid Cap 400 Index. 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 Mid Cap 400 Index was 56.32%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.

The current S&P Mid Cap 400 Index drawdown is 14.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.32%Jul 16, 2007416Mar 9, 2009469Jan 14, 2011885
-42.14%Feb 21, 202022Mar 23, 2020162Nov 10, 2020184
-32.78%Aug 27, 198744Oct 28, 1987377Apr 26, 1989421
-32.25%Apr 17, 2002123Oct 9, 2002269Nov 3, 2003392
-27.51%Apr 23, 1998118Oct 8, 199858Dec 31, 1998176

Volatility

Volatility Chart

The current S&P Mid Cap 400 Index volatility is 11.49%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.49%
11.43%
^MID (S&P Mid Cap 400 Index)
Benchmark (^GSPC)