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Swiss Market Index (^SSMI)

Index · Currency in CHF · Last updated May 27, 2023

Share Price Chart

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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.

^SSMI (Swiss Market Index)
Benchmark (^GSPC)

S&P 500

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Swiss Market Index


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.

1 month0.64%1.09%
6 months2.38%-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


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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
Swiss Market Index
S&P 500

Sharpe 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 Swiss Market Index Sharpe ratio is -0.13. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

^SSMI (Swiss Market Index)
Benchmark (^GSPC)

Drawdowns Chart

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

^SSMI (Swiss Market Index)
Benchmark (^GSPC)

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.



To Bottom


To Recover



-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 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.

^SSMI (Swiss Market Index)
Benchmark (^GSPC)