Swiss Market Index (^SSMI)
Share Price Chart
Loading data...
Performance
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
Return
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 0.64% | 1.09% |
| Year-To-Date | 6.57% | 4.67% |
| 6 months | 2.38% | -2.39% |
| 1 year | -1.83% | -7.26% |
| 5 years (annualized) | 5.44% | 5.16% |
| 10 years (annualized) | 3.62% | 6.79% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.19% | -1.66% | 0.07% | 2.98% | ||||||||
| 2022 | 5.46% | 2.77% | -3.58% |
Risk-Adjusted Performance
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 | |
|---|---|---|---|---|---|
^SSMI Swiss Market Index | -0.13 | ||||
^GSPC S&P 500 | 0.27 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 |
Volatility Chart
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.