S&P 400 (^SP400)

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.

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.

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

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.

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.