^GSPC: S&P 500 INDEX (UNDEFINED)
Basic Info 5,254.35 5.86(0.11%) March 28
Asset Class: | EQUITY |
MyPlanIQ Rating: | (100%) |
Start Date: | 01/03/1950 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception** | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | 1971 | 1970 | 1969 | 1968 | 1967 | 1966 | 1965 | 1964 | 1963 | 1962 | 1961 | 1960 | 1959 | 1958 | 1957 | 1956 | 1955 | 1954 | 1953 | 1952 | 1951 | 1950 | |
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Annualized Return(%) | 0.2 | 32.3 | 9.8 | 13.4 | 11.0 | 13.2 | 8.1 | 7.9 | 14.1 | 28.9 | -6.2 | 19.4 | 9.5 | -0.7 | 11.4 | 29.6 | 13.4 | -0.0 | 12.8 | 23.5 | -38.5 | 3.5 | 13.6 | 3.0 | 9.0 | 26.4 | -23.4 | -13.0 | -10.1 | 19.5 | 26.7 | 31.0 | 20.3 | 34.1 | -1.5 | 7.1 | 4.5 | 26.3 | -6.6 | 27.3 | 12.4 | 2.0 | 14.6 | 26.3 | 1.4 | 17.3 | 14.8 | -9.7 | 25.8 | 12.3 | 1.1 | -11.5 | 19.1 | 31.5 | -29.7 | -17.4 | 15.6 | 10.8 | 0.1 | -11.4 | 7.7 | 20.1 | -13.1 | 9.1 | 13.0 | 18.9 | -11.8 | 23.1 | -3.0 | 8.5 | 38.1 | -14.3 | 2.6 | 27.3 | 45.0 | -6.6 | 11.8 | 16.3 | 22.6 |
Sharpe Ratio | NA | -0.13 | 0.21 | 0.28 | 0.49 | NA | NA | 0.27 | -0.62 | 2.2 | -0.44 | 2.82 | 0.71 | -0.05 | 1.0 | 2.67 | 1.06 | 0.0 | 0.7 | 0.86 | -0.96 | 0.03 | 1.04 | 0.08 | 0.73 | 1.51 | -0.94 | -0.72 | -0.64 | 0.9 | 1.15 | -1.33 | 1.41 | 3.88 | -0.46 | 0.58 | 0.21 | 1.57 | -0.74 | 1.64 | 0.45 | -0.06 | 0.71 | 2.08 | -0.42 | 0.84 | 0.4 | -1.46 | 1.07 | 0.48 | -0.31 | -1.67 | 1.41 | 1.78 | -1.61 | -1.41 | 1.62 | 0.76 | -0.29 | -1.61 | 0.48 | 2.05 | -1.4 | 0.91 | 1.99 | 1.95 | -0.83 | 2.14 | -0.48 | 0.9 | 4.26 | -1.1 | 0.21 | 1.77 | 4.81 | -0.7 | 1.51 | 1.54 | 1.55 |
Draw Down(%) | NA | 33.9 | 33.9 | 33.9 | 33.9 | NA | NA | 56.8 | 33.9 | 6.8 | 19.8 | 2.8 | 10.5 | 12.4 | 7.4 | 5.8 | 9.9 | 19.4 | 16.0 | 27.6 | 48.8 | 10.1 | 7.7 | 7.2 | 8.2 | 14.1 | 33.8 | 29.7 | 17.2 | 12.1 | 19.3 | 10.8 | 7.6 | 2.5 | 8.9 | 5.0 | 6.2 | 5.7 | 19.9 | 7.6 | 7.6 | 33.5 | 9.4 | 7.7 | 12.7 | 6.9 | 16.6 | 18.4 | 17.1 | 10.2 | 13.6 | 15.6 | 8.4 | 14.1 | 37.6 | 23.4 | 5.1 | 13.9 | 25.9 | 16.0 | 9.3 | 6.6 | 22.2 | 9.6 | 3.5 | 6.5 | 26.9 | 6.2 | 13.6 | 9.2 | 4.4 | 20.7 | 10.6 | 10.6 | 4.4 | 14.8 | 6.8 | 8.1 | 14.0 |
Standard Deviation(%) | NA | 32.6 | 21.9 | 19.0 | 17.6 | NA | NA | 15.7 | 53.8 | 12.5 | 17.2 | 6.7 | 13.1 | 15.5 | 11.4 | 11.1 | 12.8 | 23.4 | 18.1 | 27.3 | 41.0 | 16.0 | 10.0 | 10.3 | 11.1 | 17.0 | 26.0 | 21.6 | 22.2 | 18.1 | 20.3 | 18.2 | 11.8 | 7.8 | 9.9 | 8.6 | 9.7 | 14.3 | 16.0 | 13.1 | 17.2 | 33.7 | 14.8 | 10.1 | 12.7 | 13.3 | 18.2 | 13.5 | 16.5 | 10.9 | 12.6 | 9.1 | 11.1 | 15.4 | 21.8 | 15.8 | 8.0 | 10.2 | 15.1 | 10.0 | 9.4 | 8.4 | 11.8 | 6.9 | 5.3 | 8.6 | 16.6 | 10.1 | 10.4 | 9.4 | 9.0 | 13.0 | 12.4 | 15.4 | 9.4 | 9.6 | 7.9 | 10.8 | 15.0 |
Treynor Ratio | NA | -0.04 | 0.05 | 0.05 | 0.09 | NA | NA | 0.04 | -0.34 | 0.28 | -0.08 | 0.2 | 0.1 | -0.01 | 0.12 | 0.3 | 0.14 | 0.0 | 0.13 | 0.24 | -0.39 | 0.01 | 0.11 | 0.01 | 0.08 | 0.25 | -0.24 | -0.16 | -0.16 | 0.16 | 0.23 | -0.22 | 0.16 | 0.3 | -0.04 | 0.05 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.0 | 0.0 | 0.0 | -0.01 | NA | NA | 0.02 | 0.01 | 0.0 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | -0.01 | 0.0 | -0.01 | -0.01 | -0.01 | -0.01 | 0.0 | -0.01 | -0.01 | -0.02 | -0.01 | -0.01 | 0.0 | -0.02 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | -0.01 | -0.02 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | 0.99 | 0.99 | 0.99 | 0.98 | NA | NA | 0.99 | 0.99 | 0.98 | 1.01 | 0.94 | 0.96 | 1.01 | 0.96 | 0.97 | 0.97 | 0.95 | 0.96 | 0.97 | 1.0 | 1.0 | 0.93 | 0.96 | 0.96 | 1.03 | 1.04 | 0.95 | 0.9 | 1.04 | 1.02 | 1.1 | 1.04 | 1.0 | 1.03 | 1.0 | 1.01 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 1.0 | 1.0 | 1.0 | 0.99 | NA | NA | 0.55 | 1.0 | 0.99 | 0.99 | 0.98 | 0.99 | 1.0 | 0.99 | 0.99 | 0.99 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 0.99 | 0.99 | 1.0 | 0.97 | 0.95 | 0.98 | 0.98 | 0.98 | 0.96 | 0.94 | 0.96 | 0.95 | 0.55 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/30/1927
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