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Swiss Market Index (^SSMI)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Popular comparisons: ^SSMI vs. ABBN.SW, ^SSMI vs. UBSG.SW, ^SSMI vs. ZURN.SW, ^SSMI vs. SREN.SW, ^SSMI vs. NESN.SW, ^SSMI vs. VTI, ^SSMI vs. VXUS, ^SSMI vs. ^GSPC, ^SSMI vs. BRK-B, ^SSMI vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of CHF 10,000 in Swiss Market Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.36%
10.33%
^SSMI (Swiss Market Index)
Benchmark (^GSPC)

Returns By Period

Swiss Market Index had a return of 5.80% year-to-date (YTD) and 10.04% in the last 12 months. Over the past 10 years, Swiss Market Index had an annualized return of 2.82%, while the S&P 500 had an annualized return of 11.31%, indicating that Swiss Market Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.80%24.72%
1 month-3.56%2.30%
6 months-1.36%12.31%
1 year10.04%32.12%
5 years (annualized)2.71%13.81%
10 years (annualized)2.82%11.31%

Monthly Returns

The table below presents the monthly returns of ^SSMI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.76%0.93%2.55%-4.00%6.57%-0.06%2.70%0.97%-2.15%-3.09%5.80%
20235.19%-1.66%0.07%2.98%-1.92%0.56%0.26%-1.62%-1.46%-5.22%4.46%2.61%3.81%
2022-5.04%-1.96%1.46%-0.27%-4.27%-7.49%3.77%-2.61%-5.41%5.46%2.77%-3.58%-16.67%
2021-1.05%-0.65%4.99%-0.23%3.09%5.10%1.46%2.43%-6.19%4.00%0.43%5.89%20.29%
20200.10%-7.50%-5.28%3.41%2.10%2.17%-0.39%1.30%0.51%-5.89%9.28%2.17%0.82%
20196.41%4.68%0.95%3.08%-2.52%3.93%0.21%-0.24%1.85%1.40%2.68%1.18%25.95%
2018-0.50%-4.60%-1.86%1.66%-4.83%1.80%6.56%-2.19%1.28%-0.72%0.17%-6.73%-10.15%
20170.87%3.06%1.32%1.78%2.31%-1.22%1.66%-1.43%2.60%0.93%0.83%0.68%14.14%
2016-5.65%-5.72%-0.46%1.96%3.21%-2.39%1.33%0.92%-0.77%-3.82%0.61%4.38%-6.78%
2015-6.66%7.51%1.27%-0.57%1.77%-4.95%7.37%-6.40%-3.53%4.99%0.61%-1.95%-1.84%
2014-0.14%3.47%-0.25%0.27%2.33%-1.38%-1.69%2.96%2.03%0.03%3.54%-1.83%9.51%
20138.33%2.74%2.90%1.18%0.52%-3.32%1.79%-0.95%3.57%2.64%0.36%-0.74%20.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SSMI is 25, indicating that it is in the bottom 25% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SSMI is 2525
Combined Rank
The Sharpe Ratio Rank of ^SSMI is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of ^SSMI is 2424Sortino Ratio Rank
The Omega Ratio Rank of ^SSMI is 2424Omega Ratio Rank
The Calmar Ratio Rank of ^SSMI is 2424Calmar Ratio Rank
The Martin Ratio Rank of ^SSMI is 2828Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Swiss Market Index (^SSMI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SSMI
Sharpe ratio
The chart of Sharpe ratio for ^SSMI, currently valued at 0.89, compared to the broader market-1.000.001.002.000.89
Sortino ratio
The chart of Sortino ratio for ^SSMI, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.25
Omega ratio
The chart of Omega ratio for ^SSMI, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.16
Calmar ratio
The chart of Calmar ratio for ^SSMI, currently valued at 0.56, compared to the broader market0.001.002.003.004.005.000.56
Martin ratio
The chart of Martin ratio for ^SSMI, currently valued at 4.34, compared to the broader market0.005.0010.0015.0020.004.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market-1.000.001.002.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-1.000.001.002.003.004.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.001.002.003.004.005.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.005.0010.0015.0020.0017.03

Sharpe Ratio

The current Swiss Market Index Sharpe ratio is 0.89. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Swiss Market Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.89
2.23
^SSMI (Swiss Market Index)
Benchmark (^GSPC)

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.15%
-0.15%
^SSMI (Swiss Market Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Swiss Market 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 Swiss Market Index was 56.31%, occurring on Mar 12, 2003. Recovery took 896 trading sessions.

The current Swiss Market Index drawdown is 9.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.31%Jul 22, 19981171Mar 12, 2003896Sep 27, 20062067
-54.81%Jun 4, 2007443Mar 9, 20092217Jan 5, 20182660
-32.59%Aug 29, 1989336Jan 14, 1991326May 5, 1992662
-27.54%Feb 20, 202023Mar 23, 2020293May 25, 2021316
-22.91%Feb 1, 1994280Mar 13, 1995174Nov 20, 1995454

Volatility

Volatility Chart

The current Swiss Market Index volatility is 3.83%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.83%
5.23%
^SSMI (Swiss Market Index)
Benchmark (^GSPC)