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S&P 500 Health Care Index (^SPXHC)

Index · Currency in USD · Last updated Jan 28, 2023

^SPXHCShare Price Chart


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^SPXHCPerformance

The chart shows the growth of $10,000 invested in S&P 500 Health Care Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $42,734 for a total return of roughly 327.34%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2023
1.13%
-1.82%
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)

^SPXHCCompare to other instruments

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S&P 500 Health Care Index

^SPXHCReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-2.37%6.02%
1M-2.30%6.30%
6M0.04%-0.70%
1Y4.08%-9.79%
5Y7.91%6.46%
10Y12.08%10.09%

^SPXHCMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.90%-1.13%5.39%-4.79%1.28%-2.84%3.18%-5.88%-2.74%9.59%4.66%-2.05%
20211.28%-2.21%3.74%3.87%1.74%2.19%4.74%2.28%-5.70%5.08%-3.13%8.84%
2020-2.88%-6.79%-3.98%12.50%3.11%-2.53%5.20%2.55%-2.29%-3.79%7.77%3.74%
20194.66%1.04%0.35%-2.74%-2.55%6.50%-1.72%-0.69%-0.32%5.00%4.85%3.44%
20186.56%-4.63%-3.21%1.12%0.02%1.51%6.48%4.18%2.80%-6.78%6.83%-8.72%
20172.15%6.21%-0.56%1.46%0.61%4.49%0.67%1.64%0.86%-0.84%2.70%-0.76%
2016-7.65%-0.71%2.59%2.87%1.99%0.86%4.86%-3.51%-0.65%-6.60%1.72%0.60%
20151.17%4.13%0.76%-1.41%4.33%-0.41%2.73%-8.05%-5.83%7.69%-0.60%1.61%
20140.87%5.95%-1.38%-0.60%2.57%2.07%-0.02%4.72%0.32%5.26%3.18%-1.45%
20137.26%1.12%6.24%2.79%1.40%-0.86%7.09%-3.63%3.03%4.20%4.49%0.66%
20122.97%0.99%4.27%-0.34%-3.89%5.61%0.93%0.76%3.81%-0.43%0.30%-0.38%
20110.38%2.84%1.70%6.42%2.15%-1.31%-3.95%-2.38%-4.56%5.60%0.72%2.75%
20100.42%0.01%2.44%-3.91%-6.99%-1.86%1.26%-1.79%8.82%2.05%-3.15%4.34%

^SPXHCSharpe 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 Health Care Index Sharpe ratio is 0.14. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.00SeptemberOctoberNovemberDecember2023
0.14
-0.45
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)

^SPXHCDrawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-7.01%
-18.19%
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)

^SPXHCWorst Drawdowns

The table below shows the maximum drawdowns of the S&P 500 Health Care 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 Health Care Index is 28.59%, recorded on Mar 23, 2020. It took 81 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.59%Jan 23, 202042Mar 23, 202081Jul 17, 2020123
-17.85%Jul 21, 2015143Feb 11, 2016329Jun 2, 2017472
-17.64%May 19, 201158Aug 10, 2011151Mar 9, 2012209
-16.32%Apr 11, 202245Jun 16, 2022
-15.63%Oct 2, 201858Dec 24, 2018226Nov 15, 2019284
-15.25%Jan 20, 2010117Jul 1, 2010175Mar 3, 2011292
-13.04%Jan 29, 201844Apr 2, 2018102Aug 24, 2018146
-10.74%Dec 31, 202137Feb 23, 202231Apr 7, 202268
-8.2%Sep 7, 202126Oct 12, 202145Dec 15, 202171
-7.78%Sep 25, 201416Oct 16, 20148Oct 28, 201424

^SPXHCVolatility Chart

Current S&P 500 Health Care Index volatility is 10.07%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%SeptemberOctoberNovemberDecember2023
10.07%
16.76%
^SPXHC (S&P 500 Health Care Index)
Benchmark (^GSPC)