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S&P Composite 1500 Index (^SPSUPX)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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S&P Composite 1500 Index

Popular comparisons: ^SPSUPX vs. PPA, ^SPSUPX vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P Composite 1500 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


900.00%950.00%1,000.00%1,050.00%1,100.00%2024FebruaryMarchAprilMayJune
1,088.81%
1,049.91%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

S&P Composite 1500 Index had a return of 12.86% year-to-date (YTD) and 22.10% in the last 12 months. Over the past 10 years, S&P Composite 1500 Index had an annualized return of 10.46%, which was very close to the S&P 500 benchmark's annualized return of 10.77%.


PeriodReturnBenchmark
Year-To-Date12.86%13.87%
1 month1.99%2.54%
6 months14.11%15.10%
1 year22.10%23.18%
5 years (annualized)13.03%13.48%
10 years (annualized)10.46%10.77%

Monthly Returns

The table below presents the monthly returns of ^SPSUPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.25%5.16%3.23%-4.31%4.77%12.86%
20236.43%-2.54%2.86%1.23%-0.01%6.64%3.22%-1.91%-4.93%-2.47%8.86%4.85%23.41%
2022-5.42%-2.80%3.36%-8.68%0.08%-8.48%9.22%-4.19%-9.36%8.23%5.37%-5.91%-19.12%
2021-0.77%2.98%4.23%5.10%0.56%1.96%2.03%2.81%-4.66%6.76%-1.00%4.39%26.66%
2020-0.42%-8.52%-13.24%12.76%4.66%1.84%5.42%6.73%-3.91%-2.38%11.11%3.98%15.81%
20198.10%3.08%1.47%3.93%-6.74%6.94%1.29%-2.05%1.83%1.97%3.35%2.84%28.34%
20185.32%-3.94%-2.32%0.25%2.41%0.49%3.45%3.08%0.20%-7.23%1.85%-9.42%-6.77%
20171.70%3.55%-0.08%0.90%0.92%0.62%1.82%-0.15%2.23%2.17%2.88%0.87%18.80%
2016-5.16%-0.25%6.77%0.36%1.58%0.11%3.65%-0.05%-0.15%-2.08%4.01%1.88%10.65%
2015-2.97%5.46%-1.40%0.55%1.11%-1.95%1.73%-6.19%-2.74%8.01%0.21%-2.05%-1.03%
2014-3.46%4.35%0.65%0.31%2.00%2.17%-1.88%3.87%-1.94%2.57%2.30%-0.23%10.88%
20135.24%1.09%3.70%1.62%2.16%-1.50%5.11%-3.17%3.26%4.36%2.73%2.36%30.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^SPSUPX is 81, placing it in the top 19% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SPSUPX is 8181
^SPSUPX (S&P Composite 1500 Index)
The Sharpe Ratio Rank of ^SPSUPX is 8484Sharpe Ratio Rank
The Sortino Ratio Rank of ^SPSUPX is 8585Sortino Ratio Rank
The Omega Ratio Rank of ^SPSUPX is 8282Omega Ratio Rank
The Calmar Ratio Rank of ^SPSUPX is 8080Calmar Ratio Rank
The Martin Ratio Rank of ^SPSUPX is 7676Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for S&P Composite 1500 Index (^SPSUPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SPSUPX
Sharpe ratio
The chart of Sharpe ratio for ^SPSUPX, currently valued at 2.02, compared to the broader market-1.000.001.002.002.02
Sortino ratio
The chart of Sortino ratio for ^SPSUPX, currently valued at 2.88, compared to the broader market-2.00-1.000.001.002.003.002.88
Omega ratio
The chart of Omega ratio for ^SPSUPX, currently valued at 1.35, compared to the broader market0.801.001.201.401.35
Calmar ratio
The chart of Calmar ratio for ^SPSUPX, currently valued at 1.58, compared to the broader market0.001.002.003.004.005.001.58
Martin ratio
The chart of Martin ratio for ^SPSUPX, currently valued at 7.24, compared to the broader market0.005.0010.0015.0020.007.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market-1.000.001.002.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.00-1.000.001.002.003.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.001.002.003.004.005.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.005.0010.0015.0020.008.02

Sharpe Ratio

The current S&P Composite 1500 Index Sharpe ratio is 2.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of S&P Composite 1500 Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.02
2.14
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.15%
-0.04%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P Composite 1500 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 Composite 1500 Index was 56.77%, occurring on Mar 9, 2009. Recovery took 994 trading sessions.

The current S&P Composite 1500 Index drawdown is 0.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.77%Oct 10, 2007355Mar 9, 2009994Feb 19, 20131349
-47.26%Sep 5, 2000530Oct 9, 20021079Jan 24, 20071609
-34.6%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-25.12%Jan 4, 2022195Oct 12, 2022318Jan 19, 2024513
-20.31%Jul 20, 199859Oct 8, 199851Dec 21, 1998110

Volatility

Volatility Chart

The current S&P Composite 1500 Index volatility is 2.30%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.30%
2.26%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)