S&P 500 Mini-SPX Options Index (^XSP)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 0.86% | 0.86% |
| Year-To-Date | 9.53% | 9.53% |
| 6 months | 6.10% | 6.09% |
| 1 year | 1.14% | 1.14% |
| 5 years (annualized) | 3.40% | 3.40% |
| 10 years (annualized) | 3.40% | 3.40% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.18% | -2.61% | 3.50% | 1.46% | ||||||||
| 2022 | 7.99% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^XSP S&P 500 Mini-SPX Options Index | 0.27 | ||||
^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 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, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -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 |
| -4.01% | May 10, 2021 | 3 | May 12, 2021 | 20 | Jun 10, 2021 | 23 |
| -3.42% | Mar 2, 2021 | 3 | Mar 4, 2021 | 5 | Mar 11, 2021 | 8 |
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.