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S&P 500 (TR) (^SP500TR)

Index · Currency in USD · Last updated Oct 1, 2022

^SP500TRShare Price Chart


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^SP500TRPerformance

The chart shows the growth of $10,000 invested in S&P 500 (TR) in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $40,723 for a total return of roughly 307.23%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-21.11%
-21.76%
^SP500TR (S&P 500 (TR))
Benchmark (^GSPC)

^SP500TRReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-9.90%-10.05%
6M-20.20%-20.85%
YTD-23.87%-24.77%
1Y-16.47%-17.75%
5Y9.25%7.32%
10Y11.69%9.53%

^SP500TRMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.17%-2.99%3.71%-8.72%0.18%-8.25%9.22%-4.08%-9.21%
2021-1.01%2.76%4.38%5.34%0.70%2.33%2.38%3.04%-4.65%7.01%-0.69%4.48%
2020-0.04%-8.23%-12.35%12.82%4.76%1.99%5.64%7.19%-3.80%-2.66%10.95%3.84%
20198.01%3.21%1.94%4.05%-6.35%7.05%1.44%-1.58%1.87%2.17%3.63%3.02%
20185.73%-3.69%-2.54%0.38%2.41%0.62%3.72%3.26%0.57%-6.83%2.04%-9.03%
20171.90%3.97%0.12%1.03%1.41%0.62%2.06%0.31%2.06%2.33%3.07%1.11%
2016-4.96%-0.13%6.78%0.39%1.80%0.26%3.69%0.14%0.02%-1.82%3.70%1.98%
2015-3.00%5.75%-1.58%0.96%1.29%-1.94%2.10%-6.03%-2.47%8.44%0.30%-1.58%
2014-3.46%4.57%0.84%0.74%2.35%2.07%-1.38%4.00%-1.40%2.44%2.69%-0.25%
20135.18%1.36%3.75%1.93%2.34%-1.34%5.09%-2.90%3.14%4.60%3.05%2.53%
20124.48%4.32%3.29%-0.63%-6.01%4.12%1.39%2.25%2.58%-1.85%0.58%0.91%
20112.37%3.43%0.04%2.96%-1.13%-1.67%-2.03%-5.43%-7.03%10.93%-0.22%1.02%
2010-5.12%3.10%6.03%1.58%-7.99%-5.23%7.01%-4.51%8.92%3.81%0.01%6.68%

^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 -0.71. 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.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-0.71
-0.77
^SP500TR (S&P 500 (TR))
Benchmark (^GSPC)

^SP500TRDrawdowns 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%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-24.35%
-25.25%
^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
-24.35%Jan 4, 2022187Sep 30, 2022
-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

^SP500TRVolatility Chart

Current S&P 500 (TR) volatility is 19.39%. 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%MayJuneJulyAugustSeptember
19.39%
19.40%
^SP500TR (S&P 500 (TR))
Benchmark (^GSPC)