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S&P 500 Equal Weighted Index (^SPXEW)

Index · Currency in USD · Last updated Oct 5, 2022

^SPXEWShare Price Chart


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^SPXEWPerformance

The chart shows the growth of $10,000 invested in S&P 500 Equal Weighted Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,878 for a total return of roughly 238.78%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-13.17%
-15.40%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)

^SPXEWReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.91%-3.40%
6M-14.52%-17.28%
YTD-16.70%-20.46%
1Y-10.79%-12.76%
5Y7.12%8.44%
10Y9.88%10.06%

^SPXEWMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.40%-1.03%2.39%-6.48%0.80%-9.58%8.60%-3.69%-9.42%6.46%
2021-0.90%5.90%5.76%4.65%1.76%-0.01%1.20%2.22%-3.94%5.24%-2.72%5.99%
2020-1.92%-9.17%-18.19%14.33%4.44%1.38%4.73%4.26%-2.71%-0.72%14.07%4.09%
20199.75%3.46%0.68%3.51%-7.12%7.33%0.77%-3.34%2.91%1.17%3.15%2.57%
20184.39%-4.52%-1.14%0.32%1.21%0.77%3.12%1.79%-0.05%-7.29%2.52%-9.91%
20172.03%3.01%-0.17%0.59%0.40%1.02%1.51%-1.14%2.75%1.01%3.61%1.01%
2016-5.69%0.89%7.71%1.14%1.25%-0.25%4.12%-0.02%-0.08%-2.49%4.97%0.93%
2015-2.92%5.52%-1.08%0.30%0.57%-2.41%0.88%-5.57%-3.42%7.15%0.04%-2.52%
2014-3.04%5.19%0.49%0.26%2.01%2.70%-2.38%4.05%-2.68%2.93%2.45%0.13%
20136.45%0.99%4.18%1.52%2.51%-1.25%5.40%-2.96%3.83%4.19%2.13%2.73%
20125.52%3.96%2.20%-0.85%-7.14%3.70%0.15%2.80%2.32%-0.87%1.04%2.05%
20112.14%3.90%0.66%3.09%-0.70%-1.98%-3.62%-6.56%-9.17%12.92%-0.87%-0.07%
2010-4.72%4.07%6.87%2.74%-7.54%-6.36%7.22%-4.97%10.12%3.49%0.70%7.01%

^SPXEWSharpe 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 500 Equal Weighted Index Sharpe ratio is -0.51. 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.


-1.00-0.500.000.50MayJuneJulyAugustSeptemberOctober
-0.51
-0.58
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)

^SPXEWDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctober
-17.46%
-20.97%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)

^SPXEWWorst Drawdowns

The table below shows the maximum drawdowns of the S&P 500 Equal Weighted 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 500 Equal Weighted Index is 39.21%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.21%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-23.21%May 11, 2011102Oct 3, 2011113Mar 15, 2012215
-22.47%Jan 5, 2022186Sep 30, 2022
-20.26%Sep 24, 201864Dec 24, 201886Apr 30, 2019150
-17.96%May 22, 2015183Feb 11, 2016106Jul 14, 2016289
-16.81%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-11.44%Mar 27, 201248Jun 4, 201270Sep 12, 2012118
-9.94%Jan 29, 20189Feb 8, 2018140Aug 29, 2018149
-8.29%Sep 8, 201426Oct 13, 201417Nov 5, 201443
-8.03%Jan 20, 201014Feb 8, 201018Mar 5, 201032

^SPXEWVolatility Chart

Current S&P 500 Equal Weighted Index volatility is 34.58%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%MayJuneJulyAugustSeptemberOctober
34.58%
31.31%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)