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S&P 500 (TR) (^SP500TR)

Index · Currency in USD · Last updated May 17, 2022

    ^SP500TRShare Price Chart


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    ^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 $45,224 for a total return of roughly 352.24%. All prices are adjusted for splits and dividends.


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

    ^SP500TRReturns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M-8.65%-8.76%
    YTD-15.45%-15.91%
    6M-13.78%-14.41%
    1Y-2.61%-3.97%
    5Y12.81%10.80%
    10Y14.12%11.90%

    ^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 -0.14. 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.


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

    ^SP500TRDrawdowns Chart

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


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

    ^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
    -17.63%Jan 4, 202290May 12, 2022
    -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

    ^SP500TRVolatility Chart

    Current S&P 500 (TR) volatility is 35.24%. 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 (^GSPC)

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