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S&P 100 Index (^OEX)

Index · Currency in USD · Last updated May 17, 2022

    ^OEXShare Price Chart


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    ^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 $34,847 for a total return of roughly 248.47%. All prices are adjusted for splits and dividends.


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

    ^OEXReturns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M-9.13%-8.76%
    YTD-17.00%-15.91%
    6M-15.49%-14.41%
    1Y-3.64%-3.97%
    5Y11.43%10.80%
    10Y11.85%11.90%

    ^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 -0.19. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

    The chart below displays rolling 12-month Sharpe Ratio.


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

    ^OEXDrawdowns Chart

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


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

    ^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
    -19.5%Jan 4, 202290May 12, 2022
    -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

    ^OEXVolatility Chart

    Current S&P 100 Index volatility is 36.33%. 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 (^GSPC)

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