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S&P 500 Equal Weighted Index (^SPXEW)

Index · Currency in USD · Last updated Feb 2, 2023

^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 Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $38,321 for a total return of roughly 283.21%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
8.95%
4.18%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)

^SPXEWCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^SPXEW

S&P 500 Equal Weighted Index

^SPXEWReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.42%7.29%
YTD8.42%7.29%
6M6.02%1.02%
1Y-1.44%-8.48%
5Y7.89%8.01%
10Y10.36%10.62%

^SPXEWMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.30%
2022-3.69%-9.42%9.70%6.47%-4.90%

^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 0.00. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.00OctoberNovemberDecember2023February
0.00
-0.28
^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%OctoberNovemberDecember2023February
-6.63%
-13.84%
^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 14.89%. 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%OctoberNovemberDecember2023February
14.89%
15.59%
^SPXEW (S&P 500 Equal Weighted Index)
Benchmark (^GSPC)