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S&P 100 Index

^OEX
Index · Currency in USD

^OEXPrice Chart


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S&P 500

^OEXPerformance

The chart shows the growth of $10,000 invested in S&P 100 Index on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $38,625 for a total return of roughly 286.25%. All prices are adjusted for splits and dividends.


^OEX (S&P 100 Index)
Benchmark (S&P 500)

^OEXReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-3.01%
6M8.14%
YTD17.35%
1Y27.97%
5Y16.16%
10Y14.10%

^OEXMonthly Returns Heatmap


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^OEXSharpe 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 100 Index Sharpe ratio is 1.93. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


^OEX (S&P 100 Index)
Benchmark (S&P 500)

^OEXDrawdowns Chart

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


^OEX (S&P 100 Index)
Benchmark (S&P 500)

^OEXWorst Drawdowns

The table below shows the maximum drawdowns of the S&P 100 Index. 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 100 Index is 31.53%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.53%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-19.96%Oct 4, 201856Dec 24, 201884Apr 26, 2019140
-17.79%May 2, 2011108Oct 3, 201187Feb 7, 2012195
-16.25%Apr 16, 201055Jul 2, 2010111Dec 9, 2010166
-13.33%Jul 21, 201526Aug 25, 2015220Jul 11, 2016246
-11.17%Jan 29, 201844Apr 2, 2018103Aug 27, 2018147
-10.5%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-9.52%Apr 3, 201242Jun 1, 201249Aug 10, 201291
-8.4%Oct 5, 201228Nov 15, 201244Jan 22, 201372
-8.18%Jan 20, 201014Feb 8, 201026Mar 17, 201040

^OEXVolatility Chart

Current S&P 100 Index volatility is 19.10%. 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.


^OEX (S&P 100 Index)
Benchmark (S&P 500)

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