Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^XSP Performance Chart
Cboe Mini-SPX Index (^XSP) is up 9.4% since the beginning of the year. ^XSP is currently trading at $749 per share. Investors who bought $1,000 worth of ^XSP shares 5 years ago would now be looking at an investment worth $1,704.
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Returns By Period
Cboe Mini-SPX Index (^XSP) has returned 9.41% so far this year and 18.15% over the past 12 months.
Cboe Mini-SPX Index
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 18.15%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- —
- ALL TIME*
- 13.12%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^XSP Monthly Returns History
Based on dividend-adjusted daily data since Mar 1, 2021, ^XSP's average daily return is +0.05%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +10.4%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ^XSP closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.37% | -0.87% | -5.09% | 10.42% | 5.15% | -1.06% | -0.13% | 9.41% | |||||
| 2025 | 2.70% | -1.42% | -5.75% | -0.76% | 6.15% | 4.96% | 2.17% | 1.91% | 3.53% | 2.27% | 0.13% | -0.05% | 16.39% |
| 2024 | 1.59% | 5.17% | 3.10% | -4.16% | 4.80% | 3.47% | 1.13% | 2.28% | 2.02% | -0.99% | 5.73% | -2.50% | 23.31% |
| 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 | 3.39% | 5.24% | 0.55% | 2.22% | 2.28% | 2.90% | -4.76% | 6.92% | -0.83% | 4.36% | 24.04% |
Benchmark Metrics
Cboe Mini-SPX Index has an annualized alpha of -0.14%, beta of 1.00, and R2 of 1.00 versus S&P 500 Index. Calculated based on daily prices since March 01, 2021.
- With beta of 1.00 and R2 of 1.00, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.14%
- Beta
- 1.00
- R²
- 1.00
- Upside Capture
- 99.38%
- Downside Capture
- 100.01%
Return for Risk
Risk / Return Rank
^XSP ranks 62 for risk / return — above 62% of indices peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Cboe Mini-SPX Index (^XSP) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^XSP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.00 | 0.00 |
| Martin ratioReturn relative to average drawdown | 8.49 | 8.49 | 0.00 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cboe Mini-SPX 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 Cboe Mini-SPX Index was 25.43%, occurring on Oct 12, 2022. Recovery took 318 trading sessions.
The current Cboe Mini-SPX Index drawdown is 1.58%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.43%Oct 2022 | 9mo 11d | 1y 3mo | 2y 15dJan 2022 - Jan 2024 | Bear market2022 |
-18.90%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-9.10%Mar 2026 | 2mo 1d | 16d | 2mo 17dJan 2026 - Apr 2026 | — |
-8.49%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 | — |
-5.47%Apr 2024 | 18d | 26d | 1mo 14dApr 2024 - May 2024 | — |
Drawdown Indicators
| ^XSP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.43% | -56.78% | +31.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -9.10% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -18.90% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -25.43% | 0.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.58% | -1.58% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -10.70% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.14% | 0.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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