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S&P 100 Index (^OEX)

Index · Currency in USD · Last updated Nov 30, 2022

^OEXShare Price Chart


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^OEXPerformance

The chart shows the growth of $10,000 invested in S&P 100 Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,810 for a total return of roughly 238.10%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
-6.74%
-5.25%
^OEX (S&P 100 Index)
Benchmark (^GSPC)

^OEXCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^OEX

Popular comparisons: ^OEX vs. QQQ, ^OEX vs. MSFT

^OEXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.62%1.45%
6M-5.93%-4.82%
YTD-19.79%-16.96%
1Y-16.73%-13.64%
5Y8.84%8.63%
10Y10.60%10.88%

^OEXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.03%-4.04%3.86%-9.89%-0.42%-7.80%9.27%-4.65%-9.58%7.06%1.54%
2021-0.62%1.27%4.07%5.49%0.20%3.16%2.39%3.35%-4.89%7.30%-0.21%4.05%
20200.31%-8.45%-10.34%12.68%3.86%2.71%5.44%8.90%-4.78%-3.39%10.02%3.72%
20196.99%2.67%2.29%4.29%-6.91%6.79%1.51%-1.88%1.77%2.62%3.62%3.11%
20185.77%-3.96%-3.70%0.29%2.43%0.47%3.96%3.64%0.57%-6.60%1.35%-9.09%
20171.31%4.19%-0.05%0.84%0.76%0.45%1.99%0.44%1.68%2.22%2.72%1.32%
2016-4.73%-1.02%6.22%0.23%1.38%0.05%3.62%-0.17%-0.15%-1.54%2.65%2.33%
2015-3.59%5.67%-2.54%1.59%1.07%-1.93%2.52%-6.76%-2.30%9.25%-0.03%-1.62%
2014-4.14%3.61%1.22%0.95%1.99%1.50%-0.77%3.52%-0.88%1.65%2.28%-0.86%
20134.37%1.13%3.23%2.05%2.04%-1.77%4.80%-3.22%2.35%4.71%2.93%2.16%
20124.04%4.31%3.43%-0.82%-6.01%4.44%1.91%1.68%2.69%-2.60%-0.02%0.03%
20112.36%2.89%-0.54%2.63%-1.81%-1.68%-1.29%-5.47%-6.32%9.74%-0.25%1.57%
2010-5.29%2.22%5.70%1.00%-8.74%-5.15%7.04%-4.96%8.18%3.58%-0.63%6.83%

^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 -0.67. 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.


-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.67
-0.57
^OEX (S&P 100 Index)
Benchmark (^GSPC)

^OEXDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-20.37%
-17.49%
^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
-27.23%Jan 4, 2022195Oct 12, 2022
-19.96%Oct 4, 201856Dec 24, 201884Apr 26, 2019140
-17.79%May 2, 2011109Oct 3, 201187Feb 7, 2012196
-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 13.19%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovember
13.19%
13.39%
^OEX (S&P 100 Index)
Benchmark (^GSPC)