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Performance
^SPXEWTR Performance Chart
S&P 500 Equal Weighted TR Index (^SPXEWTR) is up 9.7% since the beginning of the year. ^SPXEWTR is currently trading at $17,293 per share. Investors who bought $1,000 worth of ^SPXEWTR shares 5 years ago would now be looking at an investment worth $1,505.
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Returns By Period
S&P 500 Equal Weighted TR Index (^SPXEWTR) has returned 9.73% so far this year and 19.61% over the past 12 months. Over the last ten years, ^SPXEWTR has returned 12.08% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.
S&P 500 Equal Weighted TR Index
- 1D
- -0.41%
- 1M
- 3.74%
- YTD
- 9.73%
- 6M
- 10.22%
- 1Y
- 19.61%
- 3Y*
- 15.42%
- 5Y*
- 8.52%
- 10Y*
- 12.08%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
^SPXEWTR Monthly Returns History
Based on dividend-adjusted daily data since Dec 29, 1989, ^SPXEWTR's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +18.7%, while the worst month was Oct 2008 at -21.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^SPXEWTR closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.39% | 3.55% | -5.97% | 5.97% | 2.68% | 0.18% | 9.73% | ||||||
| 2025 | 3.50% | -0.61% | -3.38% | -2.29% | 4.35% | 3.43% | 0.97% | 2.69% | 1.11% | -0.95% | 1.90% | 0.45% | 11.43% |
| 2024 | -0.82% | 4.16% | 4.46% | -4.87% | 2.82% | -0.45% | 4.49% | 2.50% | 2.34% | -1.63% | 6.42% | -6.26% | 13.01% |
| 2023 | 7.39% | -3.30% | -0.88% | 0.34% | -3.79% | 7.72% | 3.46% | -3.16% | -5.08% | -4.08% | 9.14% | 6.86% | 13.87% |
| 2022 | -4.35% | -0.85% | 2.58% | -6.41% | 1.00% | -9.40% | 8.70% | -3.50% | -9.23% | 9.80% | 6.70% | -4.71% | -11.45% |
| 2021 | -0.81% | 6.08% | 5.96% | 4.74% | 1.92% | 0.14% | 1.29% | 2.38% | -3.79% | 5.32% | -2.54% | 6.20% | 29.63% |
Benchmark Metrics
S&P 500 Equal Weighted TR Index has an annualized alpha of 2.52%, beta of 0.99, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since January 02, 1990.
- This index captured 110.58% of S&P 500 Index gains but only 99.10% of its losses - a favorable profile for investors.
- This index generated an annualized alpha of 2.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.99 and R2 of 0.92, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.52%
- Beta
- 0.99
- R²
- 0.92
- Upside Capture
- 110.58%
- Downside Capture
- 99.10%
Return for Risk
Risk / Return Rank
^SPXEWTR ranks 61 for risk / return — better than 61% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for S&P 500 Equal Weighted TR Index (^SPXEWTR) and compare them to S&P 500 Index.
| ^SPXEWTR | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 2.24 | -0.54 |
Sortino ratioReturn per unit of downside risk | 2.48 | 3.07 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.93 | -0.42 |
Martin ratioReturn relative to average drawdown | 9.52 | 13.52 | -4.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 500 Equal Weighted TR 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 500 Equal Weighted TR Index was 59.47%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.
The current S&P 500 Equal Weighted TR Index drawdown is 0.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.47%Mar 2009 | 1y 7mo | 1y 10mo | 3y 6moJul 2007 - Jan 2011 |
Dot-com crash2000–2002 | -39.09%Oct 2002 | 1y 4mo | 1y 1mo | 2y 6moMay 2001 - Dec 2003 |
COVID crash2020 | -38.99%Mar 2020 | 1mo 9d | 7mo 21d | 9moFeb 2020 - Nov 2020 |
1990 bear market1990 | -25.86%Oct 1990 | 4mo 7d | 4mo 21d | 8mo 28dJun 1990 - Mar 1991 |
2011 bear market2011 | -22.71%Oct 2011 | 2mo 27d | 5mo 12d | 8mo 9dJul 2011 - Mar 2012 |
Drawdown Indicators
| ^SPXEWTR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.47% | -56.78% | -2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -9.10% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -17.74% | -18.90% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -25.43% | +4.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.99% | -33.92% | -5.07% |
Current DrawdownCurrent decline from peak | -0.41% | -0.74% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -10.72% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.97% | +0.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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