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S&P 600 (^SP600)

Index · Currency in USD · Last updated Aug 6, 2022

^SP600Share Price Chart


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^SP600Performance

The chart shows the growth of $10,000 invested in S&P 600 in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $36,492 for a total return of roughly 264.92%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-3.53%
-7.56%
^SP600 (S&P 600)
Benchmark (^GSPC)

^SP600Returns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.71%8.19%
6M-3.44%-7.42%
YTD-11.58%-13.03%
1Y-6.23%-5.85%
5Y7.72%10.86%
10Y10.75%11.53%

^SP600Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.31%1.30%0.18%-7.87%1.72%-8.71%9.93%-0.05%
20216.24%7.56%3.19%1.99%1.96%0.21%-2.44%1.90%-2.56%3.36%-2.42%4.36%
2020-4.05%-9.70%-22.60%12.60%4.15%3.58%4.03%3.86%-4.84%2.49%18.02%8.16%
201910.55%4.24%-3.53%3.81%-8.85%7.26%1.06%-4.64%3.15%1.86%2.92%2.79%
20182.47%-3.97%1.86%0.96%6.34%0.98%3.10%4.72%-3.32%-10.54%1.37%-12.26%
2017-0.45%1.47%-0.27%0.85%-2.25%2.85%0.91%-2.69%7.56%0.89%3.39%-0.71%
2016-6.22%0.97%8.01%1.10%1.52%0.46%5.03%1.22%0.51%-4.53%12.38%3.19%
2015-3.55%5.91%1.44%-2.39%1.41%0.89%-0.91%-5.30%-3.66%6.02%2.52%-4.95%
2014-3.91%4.35%0.57%-2.85%0.16%4.57%-5.56%4.18%-5.49%7.01%-0.39%2.70%
20135.72%1.31%4.10%-0.33%4.24%-0.28%6.76%-2.54%6.10%3.54%4.38%1.32%
20126.52%2.01%2.76%-1.32%-6.38%4.04%-0.84%3.67%2.20%-2.10%0.87%3.12%
20110.09%4.34%2.87%2.53%-0.98%-1.93%-3.27%-7.78%-10.41%14.91%0.51%1.12%
2010-5.45%4.22%7.65%5.77%-7.29%-7.17%6.26%-7.54%11.27%4.18%3.48%7.55%

^SP600Sharpe 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 600 Sharpe ratio is -0.33. 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.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.33
-0.31
^SP600 (S&P 600)
Benchmark (^GSPC)

^SP600Drawdowns 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%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-15.46%
-13.58%
^SP600 (S&P 600)
Benchmark (^GSPC)

^SP600Worst Drawdowns

The table below shows the maximum drawdowns of the S&P 600. 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 600 is 45.77%, recorded on Mar 23, 2020. It took 186 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.77%Sep 4, 2018390Mar 23, 2020186Dec 15, 2020576
-26.81%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-25.82%Nov 9, 2021152Jun 16, 2022
-20.73%Jun 24, 2015161Feb 11, 2016114Jul 26, 2016275
-19.38%Apr 26, 201050Jul 6, 2010104Dec 1, 2010154
-12.01%Jul 7, 201470Oct 13, 201450Dec 23, 2014120
-11.97%Mar 27, 201248Jun 4, 201266Sep 6, 2012114
-10.61%Sep 17, 201242Nov 15, 201231Jan 2, 201373
-9.98%Jun 9, 202128Jul 19, 202176Nov 3, 2021104
-9.36%Mar 15, 20218Mar 24, 202152Jun 8, 202160

^SP600Volatility Chart

Current S&P 600 volatility is 16.62%. 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%45.00%MarchAprilMayJuneJulyAugust
16.62%
19.67%
^SP600 (S&P 600)
Benchmark (^GSPC)