S&P/TSX 60 Index (^SPTSX60)
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Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in S&P/TSX 60 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
S&P/TSX 60 Index had a return of 6.86% year-to-date (YTD) and 9.59% in the last 12 months. Over the past 10 years, S&P/TSX 60 Index had an annualized return of 4.28%, while the S&P 500 had an annualized return of 10.64%, indicating that S&P/TSX 60 Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.86% | 13.78% |
| 1 month | 3.59% | -0.38% |
| 6 months | 6.63% | 11.47% |
| 1 year | 9.59% | 18.82% |
| 5 years (annualized) | 6.51% | 12.44% |
| 10 years (annualized) | 4.28% | 10.64% |
Monthly Returns
The table below presents the monthly returns of ^SPTSX60, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.26% | 1.75% | 3.36% | -2.43% | 2.44% | -2.13% | 6.86% | ||||||
| 2023 | 7.07% | -2.78% | -0.86% | 3.28% | -5.53% | 3.19% | 1.87% | -1.71% | -3.57% | -3.39% | 7.64% | 3.71% | 8.21% |
| 2022 | -0.39% | -0.28% | 3.46% | -5.08% | -0.06% | -8.64% | 3.62% | -1.82% | -4.22% | 5.36% | 5.33% | -5.72% | -9.17% |
| 2021 | -0.79% | 4.56% | 4.07% | 1.94% | 3.63% | 2.46% | 0.61% | 1.22% | -2.27% | 5.14% | -1.31% | 3.08% | 24.37% |
| 2020 | 1.78% | -5.89% | -15.66% | 8.75% | 2.86% | 1.86% | 3.69% | 2.26% | -2.35% | -3.97% | 10.19% | 1.10% | 1.95% |
| 2019 | 8.14% | 2.65% | 0.59% | 3.65% | -3.28% | 1.84% | 0.01% | 0.28% | 1.58% | -1.16% | 3.27% | -0.36% | 18.11% |
| 2018 | -1.59% | -3.23% | -0.54% | 1.37% | 3.15% | 1.56% | 1.46% | -1.39% | -1.39% | -6.01% | 2.03% | -5.91% | -10.46% |
| 2017 | 1.02% | -0.18% | 0.88% | 0.36% | -1.36% | -1.51% | -0.16% | 0.15% | 3.27% | 2.75% | 0.52% | 0.80% | 6.63% |
| 2016 | -1.27% | 0.06% | 4.72% | 3.10% | 0.69% | -0.42% | 3.64% | 0.47% | 0.83% | 1.15% | 2.29% | 1.32% | 17.72% |
| 2015 | 0.29% | 3.86% | -2.37% | 1.99% | -1.30% | -3.12% | 0.66% | -4.45% | -3.79% | 1.27% | -0.34% | -3.44% | -10.56% |
| 2014 | 0.23% | 3.53% | 0.89% | 2.08% | -0.12% | 3.52% | 2.11% | 1.58% | -3.79% | -1.71% | 1.59% | -0.95% | 9.07% |
| 2013 | 1.97% | 1.48% | -0.98% | -2.82% | 2.19% | -4.23% | 2.75% | 1.74% | 0.79% | 4.72% | 0.57% | 1.54% | 9.81% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^SPTSX60 is 49, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P/TSX 60 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/TSX 60 Index was 49.15%, occurring on Feb 23, 2009. Recovery took 1387 trading sessions.
The current S&P/TSX 60 Index drawdown is 1.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.15% | Jun 19, 2008 | 169 | Feb 23, 2009 | 1387 | Sep 3, 2014 | 1556 |
| -35.73% | Feb 21, 2020 | 22 | Mar 23, 2020 | 199 | Jan 7, 2021 | 221 |
| -34.02% | May 23, 2001 | 348 | Oct 9, 2002 | 322 | Jan 21, 2004 | 670 |
| -22.86% | Sep 4, 2014 | 346 | Jan 20, 2016 | 224 | Dec 8, 2016 | 570 |
| -17.78% | Mar 23, 2022 | 140 | Oct 12, 2022 | 374 | Apr 9, 2024 | 514 |
Volatility
Volatility Chart
The current S&P/TSX 60 Index volatility is 2.99%, 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.