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S&P 100 Index (^OEX)

Index · Currency in USD · Last updated Sep 28, 2023
Summary

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in S&P 100 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.41%
5.52%
^OEX (S&P 100 Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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S&P 100 Index

Popular comparisons: ^OEX vs. SPY, ^OEX vs. ^NDX, ^OEX vs. QQQ, ^OEX vs. ^GSPC, ^OEX vs. MSFT, ^OEX vs. SPOT, ^OEX vs. VIGIX, ^OEX vs. LLY, ^OEX vs. AAPL

Return

S&P 100 Index had a return of 17.16% year-to-date (YTD) and 20.30% in the last 12 months. Over the past 10 years, S&P 100 Index had an annualized return of 10.29%, outperforming the S&P 500 benchmark which had an annualized return of 9.76%.


PeriodReturnBenchmark
1 month-3.38%-3.58%
6 months9.05%6.12%
Year-To-Date17.16%11.33%
1 year20.30%17.20%
5 years (annualized)9.16%8.05%
10 years (annualized)10.29%9.76%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.13%5.45%2.06%2.28%6.02%3.26%-1.32%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^OEX
S&P 100 Index
1.11
^GSPC
S&P 500
0.98

Sharpe Ratio

The current S&P 100 Index Sharpe ratio is 1.11. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.11
0.98
^OEX (S&P 100 Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-9.77%
-10.88%
^OEX (S&P 100 Index)
Benchmark (^GSPC)

Worst 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 61.31%, recorded on Mar 9, 2009. It took 1276 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.31%Mar 27, 20002250Mar 9, 20091276Apr 1, 20143526
-34.96%Aug 26, 198738Oct 19, 1987496Oct 4, 1989534
-31.53%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-27.23%Jan 4, 2022195Oct 12, 2022
-20.15%Jul 17, 199062Oct 11, 199097Mar 1, 1991159

Volatility Chart

The current S&P 100 Index volatility is 3.37%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.37%
3.12%
^OEX (S&P 100 Index)
Benchmark (^GSPC)