S&P 500 Mini-SPX Options Index (^XSP)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in S&P 500 Mini-SPX Options Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
S&P 500 Mini-SPX Options Index had a return of 13.39% year-to-date (YTD) and 21.51% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 13.39% | 13.39% |
| 1 month | 4.02% | 4.02% |
| 6 months | 5.56% | 5.56% |
| 1 year | 21.51% | 21.51% |
| 5 years (annualized) | N/A | 12.69% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns
The table below presents the monthly returns of ^XSP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.59% | 5.17% | 3.10% | -4.16% | 4.80% | 3.47% | 1.13% | 2.28% | 13.39% | ||||
| 2023 | 6.18% | -2.61% | 3.50% | 1.46% | 0.25% | 6.47% | 3.11% | -1.77% | -4.87% | -2.20% | 8.92% | 4.42% | 24.23% |
| 2022 | -5.26% | -3.14% | 3.58% | -8.80% | 0.01% | -8.39% | 9.11% | -4.24% | -9.34% | 7.99% | 5.37% | -5.90% | -19.44% |
| 2021 | 1.82% | 5.24% | 0.55% | 2.22% | 2.28% | 2.90% | -4.76% | 6.92% | -0.83% | 4.36% | 22.15% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^XSP is 74, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the S&P 500 Mini-SPX Options 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 S&P 500 Mini-SPX Options Index was 25.43%, occurring on Oct 12, 2022. Recovery took 318 trading sessions.
The current S&P 500 Mini-SPX Options Index drawdown is 4.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.43% | Jan 4, 2022 | 195 | Oct 12, 2022 | 318 | Jan 19, 2024 | 513 |
| -8.49% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -5.47% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.21% | Sep 3, 2021 | 21 | Oct 4, 2021 | 13 | Oct 21, 2021 | 34 |
| -4.07% | Nov 19, 2021 | 8 | Dec 1, 2021 | 7 | Dec 10, 2021 | 15 |
Volatility
Volatility Chart
The current S&P 500 Mini-SPX Options Index volatility is 4.88%, 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.