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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 Financials 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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Returns By Period
S&P 500 Financials Index (^SPSY) has returned -12.64% so far this year and -3.99% over the past 12 months. Over the last ten years, ^SPSY has returned 10.16% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
S&P 500 Financials Index
- 1D
- -2.49%
- 1M
- -6.73%
- YTD
- -12.64%
- 6M
- -11.21%
- 1Y
- -3.99%
- 3Y*
- 15.05%
- 5Y*
- 6.84%
- 10Y*
- 10.16%
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%
Monthly Returns
Based on dividend-adjusted daily data since Sep 12, 1989, ^SPSY's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +22.2%, while the worst month was Jan 2009 at -26.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^SPSY closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +18.8%, while the worst single day was Dec 1, 2008 at -17.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.61% | -3.83% | -6.73% | -12.64% | |||||||||
| 2025 | 6.40% | 1.28% | -4.31% | -2.21% | 4.29% | 3.08% | -0.16% | 2.98% | 0.04% | -2.95% | 1.74% | 2.94% | 13.32% |
| 2024 | 2.90% | 3.96% | 4.67% | -4.31% | 3.01% | -1.02% | 6.31% | 4.36% | -0.67% | 2.55% | 10.16% | -5.58% | 28.43% |
| 2023 | 6.70% | -2.45% | -9.74% | 3.02% | -4.48% | 6.53% | 4.70% | -2.86% | -3.25% | -2.62% | 10.68% | 5.25% | 9.94% |
| 2022 | -0.08% | -1.49% | -0.35% | -6.85% | -0.92% | -11.07% | 7.01% | -2.18% | -7.93% | 11.80% | 6.83% | -5.43% | -12.35% |
| 2021 | -1.93% | 11.36% | 5.62% | 6.41% | 4.68% | -3.10% | -0.61% | 5.00% | -1.99% | 7.12% | -5.79% | 3.12% | 32.54% |
Benchmark Metrics
S&P 500 Financials Index has an annualized alpha of -2.28%, beta of 1.25, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 13, 1989.
- This index participated in 118.81% of S&P 500 Index downside but only 111.44% of its upside — more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -2.28% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -2.28%
- Beta
- 1.25
- R²
- 0.72
- Upside Capture
- 111.44%
- Downside Capture
- 118.81%
Return for Risk
Risk / Return Rank
^SPSY ranks 7 for risk / return — in the bottom 7% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 500 Financials Index (^SPSY) and compare them to a chosen benchmark (S&P 500 Index).
| ^SPSY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.24 | 0.90 | -1.14 |
Sortino ratioReturn per unit of downside risk | -0.20 | 1.39 | -1.59 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.40 | -1.72 |
Martin ratioReturn relative to average drawdown | -1.01 | 6.61 | -7.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^SPSY 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 Financials 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 Financials Index was 83.96%, occurring on Mar 6, 2009. Recovery took 2716 trading sessions.
The current S&P 500 Financials Index drawdown is 15.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -83.96% | Feb 21, 2007 | 516 | Mar 6, 2009 | 2716 | Dec 12, 2019 | 3232 |
| -45.76% | Oct 10, 1989 | 267 | Oct 29, 1990 | 387 | May 11, 1992 | 654 |
| -43.13% | Jan 3, 2020 | 55 | Mar 23, 2020 | 204 | Jan 12, 2021 | 259 |
| -38.32% | Jan 4, 2001 | 441 | Oct 9, 2002 | 353 | Mar 5, 2004 | 794 |
| -35.14% | Jul 15, 1998 | 61 | Oct 8, 1998 | 126 | Apr 12, 1999 | 187 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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