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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P Global 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.
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Returns By Period
S&P Global 100 Index (^OOI) has returned -5.24% so far this year and 25.29% over the past 12 months. Looking at the last ten years, ^OOI has achieved an annualized return of 12.91%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
S&P Global 100 Index
- 1D
- 2.68%
- 1M
- -5.86%
- YTD
- -5.24%
- 6M
- 0.40%
- 1Y
- 25.29%
- 3Y*
- 19.86%
- 5Y*
- 12.69%
- 10Y*
- 12.91%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 22, 2000, ^OOI's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Oct 2008 at -15.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^OOI closed higher 53% of trading days. The best single day was Nov 27, 2006 with a return of +10.7%, while the worst single day was Nov 28, 2006 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.77% | -1.10% | -5.86% | -5.24% | |||||||||
| 2025 | 1.41% | -0.48% | -5.76% | -0.07% | 6.69% | 5.44% | 3.56% | 2.62% | 4.44% | 5.04% | 0.62% | 0.25% | 25.76% |
| 2024 | 2.10% | 4.74% | 3.51% | -2.52% | 6.25% | 4.50% | -0.21% | 1.68% | 1.00% | -1.74% | 2.97% | 0.79% | 25.21% |
| 2023 | 5.88% | -3.00% | 5.75% | 3.71% | -0.18% | 5.43% | 2.47% | -1.83% | -4.58% | -1.75% | 8.42% | 3.42% | 25.35% |
| 2022 | -2.85% | -2.80% | 2.84% | -7.99% | -0.11% | -7.75% | 7.69% | -4.94% | -9.44% | 6.78% | 6.32% | -4.93% | -17.62% |
| 2021 | -0.27% | 1.35% | 2.94% | 4.82% | 0.70% | 2.36% | 2.33% | 2.55% | -4.65% | 6.19% | -0.79% | 4.56% | 23.90% |
Benchmark Metrics
S&P Global 100 Index has an annualized alpha of -0.23%, beta of 0.81, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since November 24, 2000.
- This index participated in 102.01% of S&P 500 Index downside but only 94.68% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.23%
- Beta
- 0.81
- R²
- 0.78
- Upside Capture
- 94.68%
- Downside Capture
- 102.01%
Return for Risk
Risk / Return Rank
^OOI ranks 90 for risk / return — in the top 90% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P Global 100 Index (^OOI) and compare them to a chosen benchmark (S&P 500 Index).
| ^OOI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.90 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.08 | 1.39 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.40 | +1.68 |
Martin ratioReturn relative to average drawdown | 14.72 | 6.61 | +8.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^OOI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the S&P Global 100 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 Global 100 Index was 57.27%, occurring on Mar 9, 2009. Recovery took 2089 trading sessions.
The current S&P Global 100 Index drawdown is 7.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.27% | Nov 1, 2007 | 339 | Mar 9, 2009 | 2089 | May 2, 2017 | 2428 |
| -45.29% | Dec 12, 2000 | 562 | Mar 12, 2003 | 931 | Nov 22, 2006 | 1493 |
| -31.27% | Feb 13, 2020 | 28 | Mar 23, 2020 | 98 | Aug 6, 2020 | 126 |
| -24.25% | Jan 5, 2022 | 193 | Sep 30, 2022 | 312 | Dec 12, 2023 | 505 |
| -18.88% | Feb 20, 2025 | 34 | Apr 8, 2025 | 47 | Jun 12, 2025 | 81 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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