S&P/TSX 60 Index (^SPTSX60)
Share Price Chart
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Performance
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.
Compare to other instruments
Return
S&P/TSX 60 Index had a return of 2.60% year-to-date (YTD) and -4.46% in the last 12 months. Over the past 10 years, S&P/TSX 60 Index had an annualized return of 5.18%, while the S&P 500 had an annualized return of 10.70%, indicating that S&P/TSX 60 Index did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
1 month | -3.73% | 1.26% |
Year-To-Date | 2.60% | 9.97% |
6 months | -2.40% | 7.97% |
1 year | -4.46% | 8.34% |
5 years (annualized) | 4.82% | 7.33% |
10 years (annualized) | 5.18% | 10.70% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 7.07% | -2.78% | -0.86% | 3.28% | ||||||||
2022 | 5.36% | 5.33% | -5.72% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX 60 Index (^SPTSX60) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
^SPTSX60 S&P/TSX 60 Index | -0.19 | ||||
^GSPC S&P 500 | 0.27 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the S&P/TSX 60 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/TSX 60 Index is 49.15%, recorded on Feb 23, 2009. It took 1387 trading sessions for the portfolio to recover.
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 | — | — | — |
Volatility Chart
The current S&P/TSX 60 Index volatility is 3.37%, 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.