S&P 500 Total Return (^SP500TR)
Share Price Chart
Loading data...
Performance
The chart shows the growth of an initial investment of $10,000 in S&P 500 Total Return, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
S&P 500 Total Return had a return of 21.81% year-to-date (YTD) and 18.11% in the last 12 months. Over the past 10 years, S&P 500 Total Return had an annualized return of 11.94%, outperforming the S&P 500 benchmark which had an annualized return of 9.85%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 21.81% | 19.92% |
| 1 month | 5.28% | 5.06% |
| 6 months | 7.96% | 7.11% |
| 1 year | 18.11% | 16.17% |
| 5 years (annualized) | 13.77% | 11.84% |
| 10 years (annualized) | 11.94% | 9.85% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.43% | 6.61% | 3.21% | -1.59% | -4.77% | -2.10% | 9.13% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^SP500TR S&P 500 Total Return | 1.39 | ||||
^GSPC S&P 500 | 1.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 500 Total Return. 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 500 Total Return was 55.25%, occurring on Mar 9, 2009. Recovery took 774 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.25% | Oct 10, 2007 | 355 | Mar 9, 2009 | 774 | Apr 2, 2012 | 1129 |
| -47.41% | Sep 5, 2000 | 525 | Oct 9, 2002 | 1017 | Oct 23, 2006 | 1542 |
| -33.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.49% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -19.36% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
Volatility Chart
The current S&P 500 Total Return volatility is 2.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.