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S&P 400 (^SP400)

Index · Currency in USD · Last updated Sep 24, 2022

^SP400Share Price Chart


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^SP400Performance

The chart shows the growth of $10,000 invested in S&P 400 in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,337 for a total return of roughly 203.37%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-17.58%
-19.28%
^SP400 (S&P 400)
Benchmark (^GSPC)

^SP400Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-11.20%-10.55%
6M-16.87%-18.29%
YTD-21.21%-22.51%
1Y-15.99%-15.98%
5Y4.84%8.10%
10Y8.37%9.76%

^SP400Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.27%0.99%1.21%-7.18%0.58%-9.78%10.75%-3.25%-7.89%
20211.45%6.67%4.53%4.44%0.08%-1.15%0.28%1.83%-4.09%5.82%-3.06%4.92%
2020-2.70%-9.63%-20.43%14.06%7.14%1.09%4.53%3.36%-3.39%2.09%14.12%6.37%
201910.36%4.08%-0.74%3.93%-8.13%7.46%1.09%-4.35%2.89%1.03%2.80%2.63%
20182.81%-4.57%0.76%-0.34%3.95%0.27%1.68%3.03%-1.23%-9.63%2.93%-11.48%
20171.60%2.50%-0.56%0.76%-0.64%1.45%0.80%-1.69%3.76%2.18%3.49%0.07%
2016-5.78%1.25%8.32%1.14%2.15%0.23%4.21%0.34%-0.80%-2.76%7.82%2.03%
2015-1.19%4.98%1.16%-1.56%1.63%-1.48%0.05%-5.73%-3.38%5.54%1.18%-4.33%
2014-2.19%4.74%0.23%-1.64%1.62%3.99%-4.34%4.92%-4.67%3.48%1.69%0.68%
20137.15%0.85%4.63%0.55%2.09%-1.98%6.12%-3.90%5.07%3.64%1.16%2.94%
20126.52%4.36%1.73%-0.30%-6.63%1.73%-0.12%3.30%1.80%-0.87%2.01%2.03%
20111.93%4.52%2.32%2.65%-1.48%-2.16%-3.60%-7.25%-10.71%13.65%-0.47%-0.52%
2010-4.79%5.06%6.98%4.20%-7.33%-6.69%6.82%-5.08%11.15%3.37%2.83%6.41%

^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 -0.73. 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.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.73
-0.78
^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%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-23.07%
-23.00%
^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 22.49%. 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%45.00%AprilMayJuneJulyAugustSeptember
22.49%
23.28%
^SP400 (S&P 400)
Benchmark (^GSPC)