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Performance
^SP400 Performance Chart
S&P 400 Index (^SP400) is up 14.0% since the beginning of the year. ^SP400 is currently trading at $3,767 per share. Investors who bought $1,000 worth of ^SP400 shares 5 years ago would now be looking at an investment worth $1,394.
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Returns By Period
S&P 400 Index (^SP400) has returned 13.98% so far this year and 23.49% over the past 12 months. Over the last ten years, ^SP400 has returned 9.96% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
S&P 400 Index
- 1D
- -1.04%
- 1M
- 2.55%
- YTD
- 13.98%
- 6M
- 11.87%
- 1Y
- 23.49%
- 3Y*
- 14.42%
- 5Y*
- 6.87%
- 10Y*
- 9.96%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
^SP400 Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1981, ^SP400's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +14.8%, while the worst month was Oct 1987 at -23.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^SP400 closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -13.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.99% | 4.02% | -5.56% | 7.80% | 2.34% | 1.13% | 13.98% | ||||||
| 2025 | 3.78% | -4.44% | -5.68% | -2.32% | 5.25% | 3.38% | 1.56% | 3.26% | 0.29% | -0.53% | 1.92% | -0.10% | 5.90% |
| 2024 | -1.77% | 5.80% | 5.39% | -6.08% | 4.26% | -1.77% | 5.73% | -0.21% | 0.98% | -0.77% | 8.66% | -7.29% | 12.20% |
| 2023 | 9.14% | -1.95% | -3.41% | -0.87% | -3.36% | 8.96% | 4.05% | -3.04% | -5.42% | -5.42% | 8.33% | 8.50% | 14.45% |
| 2022 | -7.27% | 0.99% | 1.21% | -7.18% | 0.58% | -9.78% | 10.75% | -3.25% | -9.36% | 10.42% | 5.95% | -5.72% | -14.48% |
| 2021 | 1.45% | 6.67% | 4.53% | 4.44% | 0.08% | -1.15% | 0.28% | 1.83% | -4.09% | 5.82% | -3.06% | 4.92% | 23.21% |
Benchmark Metrics
S&P 400 Index has an annualized alpha of 2.27%, beta of 0.93, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 02, 1981.
- This index captured 107.65% of S&P 500 Index gains and 100.78% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This index generated an annualized alpha of 2.27% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.93 and R2 of 0.79, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.27%
- Beta
- 0.93
- R²
- 0.79
- Upside Capture
- 107.65%
- Downside Capture
- 100.78%
Return for Risk
Risk / Return Rank
^SP400 ranks 55 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 400 Index (^SP400) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^SP400 | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.46 | +0.18 |
| Martin ratioReturn relative to average drawdown | 9.46 | 10.92 | -1.45 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 400 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 400 Index was 56.32%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.
The current S&P 400 Index drawdown is 1.08%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.32%Mar 2009 | 1y 7mo | 1y 10mo | 3y 6moJul 2007 - Jan 2011 |
COVID crash2020 | -42.14%Mar 2020 | 1mo 1d | 7mo 22d | 8mo 23dFeb 2020 - Nov 2020 |
Black Monday1987 | -32.78%Oct 1987 | 2mo 2d | 1y 6mo | 1y 8moAug 1987 - Apr 1989 |
Dot-com crash2000–2002 | -32.25%Oct 2002 | 5mo 25d | 1y 25d | 1y 6moApr 2002 - Nov 2003 |
1998 bear market1998 | -27.51%Oct 1998 | 5mo 18d | 2mo 24d | 8mo 12dApr 1998 - Dec 1998 |
Drawdown Indicators
| ^SP400 | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.32% | -56.78% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -9.10% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -18.90% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -25.43% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -42.14% | -33.92% | -8.22% |
Current DrawdownCurrent decline from peak | -1.08% | -3.21% | +2.13% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -10.71% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.04% | +0.45% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^SP400
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