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S&P 500 (TR)

^SP500TR
Index · Currency in USD

^SP500TRPrice Chart


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S&P 500

^SP500TRPerformance

The chart shows the growth of $10,000 invested in S&P 500 (TR) on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $49,035 for a total return of roughly 390.35%. All prices are adjusted for splits and dividends.


^SP500TR (S&P 500 (TR))
Benchmark (S&P 500)

^SP500TRReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M2.51%
6M16.91%
YTD17.99%
1Y37.01%
5Y17.36%
10Y15.42%

^SP500TRMonthly Returns Heatmap


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^SP500TRSharpe 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 500 (TR) Sharpe ratio is 2.50. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


^SP500TR (S&P 500 (TR))
Benchmark (S&P 500)

^SP500TRDrawdowns Chart

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


^SP500TR (S&P 500 (TR))
Benchmark (S&P 500)

^SP500TRWorst Drawdowns

The table below shows the maximum drawdowns of the S&P 500 (TR). 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 500 (TR) is 33.79%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.79%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-19.36%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-18.64%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-15.63%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-12.96%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188
-10.1%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-9.58%Apr 3, 201242Jun 1, 201253Aug 16, 201295
-9.52%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-8.03%Jan 20, 201014Feb 8, 201022Mar 11, 201036
-7.31%Sep 17, 201242Nov 15, 201231Jan 2, 201373

^SP500TRVolatility Chart

Current S&P 500 (TR) volatility is 10.70%. 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.


^SP500TR (S&P 500 (TR))
Benchmark (S&P 500)

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