S&P/TSX 60 Index (^SPTSX60)
Share Price 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.
Compare to other instruments
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.
|5 years (annualized)||4.82%||7.33%|
|10 years (annualized)||5.18%||10.70%|
Monthly Returns Heatmap
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|
|S&P/TSX 60 Index||-0.19|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-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||—||—||—|
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.