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S&P 400 (^SP400)

Index · Currency in USD · Last updated May 18, 2022

    ^SP400Share Price Chart


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    ^SP400Performance

    The chart shows the growth of $10,000 invested in S&P 400 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,725 for a total return of roughly 237.25%. All prices are adjusted for splits and dividends.


    ^SP400 (S&P 400)
    Benchmark (^GSPC)

    ^SP400Returns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M-5.29%-6.91%
    YTD-12.41%-14.21%
    6M-14.39%-12.68%
    1Y-8.54%-2.04%
    5Y8.01%11.66%
    10Y10.67%12.21%

    ^SP400Monthly Returns Heatmap


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    ^SP400Sharpe 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 400 Sharpe ratio is -0.37. 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.


    ^SP400 (S&P 400)
    Benchmark (^GSPC)

    ^SP400Drawdowns Chart

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


    ^SP400 (S&P 400)
    Benchmark (^GSPC)

    ^SP400Worst Drawdowns

    The table below shows the maximum drawdowns of the S&P 400. 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 400 is 42.14%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.


    Depth

    Start

    To Bottom

    Bottom

    To Recover

    End

    Total

    -42.14%Feb 21, 202022Mar 23, 2020162Nov 10, 2020184
    -26.62%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
    -23.55%Aug 30, 201880Dec 24, 2018249Dec 19, 2019329
    -20.05%Jun 24, 2015161Feb 11, 2016110Jul 20, 2016271
    -19.33%Nov 17, 2021121May 11, 2022
    -17.61%Apr 26, 201050Jul 6, 201086Nov 4, 2010136
    -10.87%Jul 2, 201472Oct 13, 201430Nov 24, 2014102
    -9.72%Jan 29, 20189Feb 8, 201883Jun 8, 201892
    -8.03%Jan 15, 201016Feb 8, 201015Mar 2, 201031
    -7.88%Sep 17, 201242Nov 15, 201224Dec 20, 201266

    ^SP400Volatility Chart

    Current S&P 400 volatility is 37.38%. 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.


    ^SP400 (S&P 400)
    Benchmark (^GSPC)

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