S&P-500 (S&P-500) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
S&P-500 (S&P-500): 1Y return 19.1%, Sharpe ratio 1.42, volatility 12.5%, max drawdown -9.1%. A Index in the Equity asset class. Compare S&P-500 with other assets and invest through your own broker with pfolio.
S&P-500 (S&P-500) Overview
- Type: Index
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
S&P-500 Performance
- MTD
- Return: 2.0%, Sharpe: 8.79, Volatility: 7.3%, Max Drawdown: -0.7%
- YTD
- Return: 14.0%, Sharpe: 1.35, Volatility: 12.7%, Max Drawdown: -9.1%
- 1Y
- Return: 19.1%, Sharpe: 1.42, Volatility: 12.5%, Max Drawdown: -9.1%
- 5Y
- Return: 79.4%, Sharpe: 0.76, Volatility: 16.7%, Max Drawdown: -25.4%
- 10Y
- Return: 265.0%, Sharpe: 0.79, Volatility: 17.7%, Max Drawdown: -33.9%
Frequently Asked Questions
- What is S&P-500 (S&P-500)?
- S&P-500 (S&P-500) is a Index in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does S&P-500 compare to other assets?
- You can compare S&P-500 with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in S&P-500 through pfolio?
- pfolio helps you build diversified portfolios that may include S&P-500. You invest through your own broker — pfolio provides the analytics.