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S&P Composite 1500 Index (^SPSUPX)

Index · Currency in USD · Last updated Sep 24, 2022

^SPSUPXShare Price Chart


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^SPSUPXPerformance

The chart shows the growth of $10,000 invested in S&P Composite 1500 Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $32,543 for a total return of roughly 225.43%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-19.17%
-19.28%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

^SPSUPXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.64%-10.55%
6M-18.21%-18.29%
YTD-22.45%-22.51%
1Y-16.04%-15.98%
5Y7.80%8.10%
10Y9.66%9.76%

^SPSUPXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.42%-2.80%3.36%-8.68%0.08%-8.48%9.22%-4.19%-6.74%
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%
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%
20198.10%3.08%1.47%3.93%-6.74%6.94%1.29%-2.05%1.83%1.97%3.35%2.84%
20185.32%-3.94%-2.32%0.25%2.41%0.49%3.45%3.08%0.20%-7.23%1.85%-9.42%
20171.70%3.55%-0.08%0.90%0.92%0.62%1.82%-0.15%2.23%2.17%2.88%0.87%
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%
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%
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%
20135.24%1.09%3.70%1.62%2.16%-1.50%5.11%-3.17%3.26%4.36%2.73%2.36%
20124.61%4.01%3.00%-0.74%-6.30%3.78%1.08%2.14%2.37%-1.89%0.44%0.90%
20112.16%3.35%0.21%2.82%-1.35%-1.86%-2.31%-5.89%-7.59%11.15%-0.47%0.75%
2010-5.19%3.08%6.03%1.85%-8.09%-5.56%6.85%-4.88%9.04%3.68%0.16%6.56%

^SPSUPXSharpe 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 Composite 1500 Index Sharpe ratio is -0.79. 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.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.79
-0.78
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

^SPSUPXDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-22.93%
-23.00%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)

^SPSUPXWorst Drawdowns

The table below shows the maximum drawdowns of the S&P Composite 1500 Index. 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 Composite 1500 Index is 34.60%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.6%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-23.5%Jan 4, 2022114Jun 16, 2022
-20.27%May 2, 2011108Oct 3, 2011100Feb 27, 2012208
-20.23%Sep 21, 201865Dec 24, 2018129Jul 1, 2019194
-16.19%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-14.73%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
-10.09%Jan 29, 20189Feb 8, 2018134Aug 21, 2018143
-10.06%Apr 3, 201243Jun 4, 201266Sep 6, 2012109
-9.59%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-8.16%Jan 20, 201014Feb 8, 201021Mar 10, 201035

^SPSUPXVolatility Chart

Current S&P Composite 1500 Index volatility is 23.04%. 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.


15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
23.04%
23.28%
^SPSUPX (S&P Composite 1500 Index)
Benchmark (^GSPC)