Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
^SGLY Performance Chart
S&P Global 1200 Index (^SGLY) is up 11.6% since the beginning of the year. ^SGLY is currently trading at $5,473 per share. Investors who bought $1,000 worth of ^SGLY shares 5 years ago would now be looking at an investment worth $1,647.
Loading charts...
Returns By Period
S&P Global 1200 Index (^SGLY) has returned 11.59% so far this year and 28.25% over the past 12 months. Over the last ten years, ^SGLY has returned 11.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
S&P Global 1200 Index
- 1D
- -0.74%
- 1M
- 4.91%
- YTD
- 11.59%
- 6M
- 12.55%
- 1Y
- 28.25%
- 3Y*
- 19.90%
- 5Y*
- 10.49%
- 10Y*
- 11.41%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
^SGLY Monthly Returns History
Based on dividend-adjusted daily data since May 31, 2006, ^SGLY's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Oct 2008 at -19.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^SGLY closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +9.8%, while the worst single day was Mar 12, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.82% | 1.22% | -6.99% | 9.97% | 5.09% | -0.24% | 11.59% | ||||||
| 2025 | 3.21% | -0.42% | -4.35% | 0.45% | 5.67% | 4.33% | 1.18% | 2.52% | 3.50% | 2.17% | 0.13% | 0.99% | 20.76% |
| 2024 | 0.84% | 4.27% | 3.23% | -3.72% | 4.28% | 2.09% | 1.58% | 2.35% | 1.84% | -2.02% | 3.69% | -2.47% | 16.70% |
| 2023 | 7.07% | -2.99% | 3.09% | 1.51% | -1.18% | 5.77% | 3.10% | -2.65% | -4.51% | -2.77% | 8.93% | 4.63% | 20.68% |
| 2022 | -4.70% | -2.82% | 2.37% | -8.08% | 0.26% | -8.73% | 7.24% | -4.38% | -9.64% | 6.70% | 7.81% | -4.30% | -18.65% |
| 2021 | -0.87% | 2.42% | 3.19% | 4.34% | 1.45% | 1.02% | 1.09% | 2.28% | -4.36% | 5.38% | -2.04% | 4.30% | 19.27% |
Benchmark Metrics
S&P Global 1200 Index has an annualized alpha of -0.88%, beta of 0.80, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 01, 2006.
- This index participated in 103.42% of S&P 500 Index downside but only 91.38% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.88%
- Beta
- 0.80
- R²
- 0.86
- Upside Capture
- 91.38%
- Downside Capture
- 103.42%
Return for Risk
Risk / Return Rank
^SGLY ranks 84 for risk / return — in the top 84% 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 1200 Index (^SGLY) and compare them to S&P 500 Index.
| ^SGLY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.41 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.93 | -0.01 |
| Martin ratioReturn relative to average drawdown | 13.10 | 13.52 | -0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P Global 1200 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 1200 Index was 59.24%, occurring on Mar 9, 2009. Recovery took 1345 trading sessions.
The current S&P Global 1200 Index drawdown is 0.74%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.24%Mar 2009 | 1y 4mo | 5y 2mo | 6y 6moNov 2007 - May 2014 |
COVID crash2020 | -33.86%Mar 2020 | 1mo 9d | 5mo 6d | 6mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -26.85%Oct 2022 | 9mo 10d | 1y 3mo | 2y 1moJan 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -20.31%Dec 2018 | 11mo | 10mo 16d | 1y 9moJan 2018 - Nov 2019 |
2016 correction2016 | -19.00%Feb 2016 | 8mo 25d | 11mo 19d | 1y 8moMay 2015 - Jan 2017 |
Drawdown Indicators
| ^SGLY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.24% | -56.78% | -2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.35% | -9.10% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -18.90% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -25.43% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.86% | -33.92% | +0.06% |
Current DrawdownCurrent decline from peak | -0.74% | -0.74% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -10.72% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.97% | +0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^SGLY
Add S&P Global 1200 Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ^SGLY