Swiss Market Index (^SSMI)
Share Price 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.
Compare to other instruments
Swiss Market Index had a return of 6.57% year-to-date (YTD) and -1.83% in the last 12 months. Over the past 10 years, Swiss Market Index had an annualized return of 3.62%, while the S&P 500 had an annualized return of 6.79%, indicating that Swiss Market Index did not perform as well as the benchmark.
|5 years (annualized)||5.44%||5.16%|
|10 years (annualized)||3.62%||6.79%|
Monthly Returns Heatmap
This table presents a comparison of risk-adjusted performance metrics for Swiss Market Index (^SSMI) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
|Sharpe ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|Swiss Market Index||-0.13|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the Swiss Market 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 Swiss Market Index is 56.31%, recorded on Mar 12, 2003. It took 896 trading sessions for the portfolio to recover.
|-56.31%||Jul 22, 1998||1171||Mar 12, 2003||896||Sep 27, 2006||2067|
|-54.81%||Jun 4, 2007||443||Mar 9, 2009||2217||Jan 5, 2018||2660|
|-32.59%||Aug 29, 1989||336||Jan 14, 1991||326||May 5, 1992||662|
|-27.54%||Feb 20, 2020||23||Mar 23, 2020||293||May 25, 2021||316|
|-22.91%||Feb 1, 1994||280||Mar 13, 1995||174||Nov 20, 1995||454|
The current Swiss Market Index volatility is 2.96%, 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.