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S&P Global 1200 Index (^SGLY)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P Global 1200 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
178.98%
343.38%
^SGLY (S&P Global 1200 Index)
Benchmark (^GSPC)

Returns By Period

S&P Global 1200 Index (^SGLY) returned -0.10% year-to-date (YTD) and 8.38% over the past 12 months. Over the past 10 years, ^SGLY returned 7.14% annually, underperforming the S&P 500 benchmark at 10.31%.


^SGLY

YTD

-0.10%

1M

12.99%

6M

-1.54%

1Y

8.38%

5Y*

11.79%

10Y*

7.14%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^SGLY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.21%-0.42%-4.35%0.45%1.16%-0.10%
20240.84%4.27%3.23%-3.72%4.28%2.09%1.58%2.35%1.84%-2.02%3.69%-2.47%16.70%
20237.07%-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%
2020-0.97%-8.38%-13.18%10.16%4.22%2.70%4.55%6.12%-3.52%-2.84%12.23%4.32%13.08%
20197.52%2.60%1.12%3.43%-6.17%6.37%0.13%-2.13%2.15%2.53%2.42%3.23%24.96%
20185.42%-4.36%-2.31%0.82%-0.03%-0.35%3.12%0.76%0.54%-7.35%1.06%-7.46%-10.47%
20172.47%2.47%1.05%1.31%1.78%0.35%2.54%0.05%1.98%1.98%1.77%1.35%20.82%
2016-5.84%-0.96%6.69%1.38%0.05%-1.00%4.16%0.08%0.22%-1.71%1.06%2.24%5.99%
2015-1.90%5.47%-1.85%2.54%-0.12%-2.58%1.24%-6.76%-3.77%7.84%-0.73%-1.88%-3.33%
2014-3.92%4.69%0.10%1.02%1.58%1.62%-1.50%1.99%-3.00%0.62%1.69%-1.78%2.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SGLY is 51, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SGLY is 5151
Overall Rank
The Sharpe Ratio Rank of ^SGLY is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SGLY is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ^SGLY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ^SGLY is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ^SGLY is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P Global 1200 Index (^SGLY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current S&P Global 1200 Index Sharpe ratio is 0.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P Global 1200 Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.54
0.44
^SGLY (S&P Global 1200 Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.32%
-8.35%
^SGLY (S&P Global 1200 Index)
Benchmark (^GSPC)

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 5.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.24%Nov 1, 2007349Mar 9, 20091345May 12, 20141694
-49.99%Jan 5, 2022344May 1, 2023201Feb 7, 2024545
-33.86%Feb 13, 202028Mar 23, 2020112Aug 26, 2020140
-20.31%Jan 29, 2018237Dec 25, 2018225Nov 6, 2019462
-19%May 22, 2015189Feb 11, 2016247Jan 25, 2017436

Volatility

Volatility Chart

The current S&P Global 1200 Index volatility is 6.86%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.86%
11.43%
^SGLY (S&P Global 1200 Index)
Benchmark (^GSPC)