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S&P 400 (^SP400)

Index · Currency in USD · Last updated Feb 4, 2023

^SP400Share Price Chart


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^SP400Performance

The chart shows the growth of $10,000 invested in S&P 400 in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $36,679 for a total return of roughly 266.79%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
12.29%
4.28%
^SP400 (S&P 400)
Benchmark (^GSPC)

^SP400Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^SP400

S&P 400

Popular comparisons: ^SP400 vs. VOO, ^SP400 vs. SPY, ^SP400 vs. VGIT

^SP400Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M11.94%8.17%
YTD11.40%7.73%
6M8.71%-0.37%
1Y1.69%-9.87%
5Y7.15%8.42%
10Y9.52%10.72%

^SP400Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20239.14%
2022-3.25%-9.36%10.42%5.95%-5.72%

^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 0.07. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20OctoberNovemberDecember2023February
0.07
-0.41
^SP400 (S&P 400)
Benchmark (^GSPC)

^SP400Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2023February
-6.98%
-13.76%
^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, 2011109Oct 3, 2011239Sep 13, 2012348
-24.39%Nov 17, 2021146Jun 16, 2022
-23.55%Aug 30, 201880Dec 24, 2018249Dec 19, 2019329
-20.05%Jun 24, 2015161Feb 11, 2016110Jul 20, 2016271
-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
-7.88%Sep 17, 201242Nov 15, 201224Dec 20, 201266
-7.6%Jan 15, 201014Feb 4, 201017Mar 2, 201031

^SP400Volatility Chart

Current S&P 400 volatility is 17.83%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2023February
17.83%
16.33%
^SP400 (S&P 400)
Benchmark (^GSPC)