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S&P 500 Information Technology Index (^SPLRCT)
Performance
Return for Risk
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P 500 Information Technology Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

S&P 500 Information Technology Index (^SPLRCT) has returned -11.62% so far this year and 24.96% over the past 12 months. Looking at the last ten years, ^SPLRCT has achieved an annualized return of 21.22%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


S&P 500 Information Technology Index

1D
-2.02%
1M
-6.38%
YTD
-11.62%
6M
-10.49%
1Y
24.96%
3Y*
25.87%
5Y*
16.60%
10Y*
21.22%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 12, 1989, ^SPLRCT's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, your investment would double in approximately 4.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Oct 2002 with a return of +22.3%, while the worst month was Feb 2001 at -28.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^SPLRCT closed higher 54% of trading days. The best single day was Jan 3, 2001 with a return of +17.4%, while the worst single day was Mar 16, 2020 at -13.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.69%-3.98%-6.38%-11.62%
2025-2.93%-1.41%-8.87%1.58%10.79%9.73%5.16%0.27%7.21%6.20%-4.36%-0.29%23.31%
20243.91%6.19%1.93%-5.46%9.95%9.29%-2.12%1.16%2.45%-1.00%4.57%1.12%35.69%
20239.26%0.29%10.87%0.42%9.29%6.55%2.63%-1.45%-6.91%-0.07%12.73%3.79%56.39%
2022-6.92%-5.02%3.44%-11.31%-1.01%-9.37%13.48%-6.26%-12.05%7.75%5.84%-8.42%-28.91%
2021-0.97%1.07%1.64%5.22%-1.05%6.90%3.82%3.44%-5.82%8.12%4.23%3.33%33.35%

Benchmark Metrics

S&P 500 Information Technology Index has an annualized alpha of 3.19%, beta of 1.24, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since September 13, 1989.

  • This index captured 144.23% of S&P 500 Index gains and 122.05% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 3.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
3.19%
Beta
1.24
0.71
Upside Capture
144.23%
Downside Capture
122.05%

Return for Risk

Risk / Return Rank

^SPLRCT ranks 50 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


^SPLRCT Risk / Return Rank: 5050
Overall Rank
^SPLRCT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
^SPLRCT Sortino Ratio Rank: 5555
Sortino Ratio Rank
^SPLRCT Omega Ratio Rank: 5555
Omega Ratio Rank
^SPLRCT Calmar Ratio Rank: 4848
Calmar Ratio Rank
^SPLRCT Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for S&P 500 Information Technology Index (^SPLRCT) and compare them to a chosen benchmark (S&P 500 Index).


^SPLRCTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.90

-0.08

Sortino ratio

Return per unit of downside risk

1.33

1.39

-0.05

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.23

1.40

-0.17

Martin ratio

Return relative to average drawdown

3.57

6.61

-3.03

Explore ^SPLRCT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the S&P 500 Information Technology Index. 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 Information Technology Index was 82.51%, occurring on Oct 9, 2002. Recovery took 3725 trading sessions.

The current S&P 500 Information Technology Index drawdown is 17.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-82.51%Mar 28, 2000636Oct 9, 20023725Jul 19, 20174361
-34.27%Dec 28, 2021198Oct 12, 2022187Jul 13, 2023385
-31.3%Jul 17, 199065Oct 16, 199085Feb 15, 1991150
-31.21%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-26.91%Dec 27, 202469Apr 8, 202552Jun 24, 2025121

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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