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S&P 500 Mini-SPX Options Index (^XSP)

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

Share Price Chart


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Performance

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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%December2023FebruaryMarchAprilMay
7.78%
7.78%
^XSP (S&P 500 Mini-SPX Options Index)
Benchmark (^GSPC)

S&P 500

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S&P 500 Mini-SPX Options Index

Return

S&P 500 Mini-SPX Options Index had a return of 9.53% year-to-date (YTD) and 1.14% in the last 12 months. Over the past 10 years, S&P 500 Mini-SPX Options Index had an annualized return of 3.40%, the same as the S&P 500 benchmark.


PeriodReturnBenchmark
1 month0.86%0.86%
Year-To-Date9.53%9.53%
6 months6.10%6.09%
1 year1.14%1.14%
5 years (annualized)3.40%3.40%
10 years (annualized)3.40%3.40%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.18%-2.61%3.50%1.46%
20227.99%5.37%-5.90%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Mini-SPX Options Index (^XSP) 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
^XSP
S&P 500 Mini-SPX Options Index
0.27
^GSPC
S&P 500
0.27

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 S&P 500 Mini-SPX Options Index Sharpe ratio is 0.27. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
0.27
0.27
^XSP (S&P 500 Mini-SPX Options Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%December2023FebruaryMarchAprilMay
-12.32%
-12.32%
^XSP (S&P 500 Mini-SPX Options Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the S&P 500 Mini-SPX Options 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 S&P 500 Mini-SPX Options Index is 25.43%, recorded on Oct 12, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.43%Jan 4, 2022195Oct 12, 2022
-5.21%Sep 3, 202121Oct 4, 202113Oct 21, 202134
-4.07%Nov 19, 20218Dec 1, 20217Dec 10, 202115
-4.01%May 10, 20213May 12, 202120Jun 10, 202123
-3.42%Mar 2, 20213Mar 4, 20215Mar 11, 20218

Volatility Chart

The current S&P 500 Mini-SPX Options Index volatility is 3.82%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
3.82%
3.82%
^XSP (S&P 500 Mini-SPX Options Index)
Benchmark (^GSPC)