Results
SPY, Jan 29, 1993 – Nov 13, 2026, Dividends reinvested
- Final balance
- $313,789
- Total return
- +3,037.89%
- CAGR
- +10.74%
- Max drawdown
- −55.19%
Growth of $10,000
- SPY
Drawdowns
Metrics
| Return | SPY |
|---|---|
| Final balance | $313,789 |
| Total return | +3,037.89% |
| CAGR | +10.74% |
| Calendar years | SPY |
|---|---|
| Best year | +38.05% |
| Worst year | −36.80% |
| Positive years | 26 of 32 |
| Risk | SPY |
|---|---|
| Max drawdown | −55.19% |
| Longest drawdown | 6.6 years |
| Volatility (daily, annualized) | 18.53% |
| Risk-adjusted | SPY |
|---|---|
| Sharpe ratio | 0.64 |
| Sortino ratio | 0.92 |
| Calmar ratio | 0.19 |
Annual returns · SPY
| Year | ReturnSPY | Balance |
|---|---|---|
| 1993from Jan 29 | +8.71% | $10,871 |
| 1994 | +0.40% | $10,914 |
| 1995 | +38.05% | $15,067 |
| 1996 | +22.56% | $18,466 |
| 1997 | +33.48% | $24,648 |
| 1998 | +28.69% | $31,720 |
| 1999 | +20.39% | $38,188 |
| 2000 | −9.74% | $34,467 |
| 2001 | −11.76% | $30,415 |
| 2002 | −21.58% | $23,850 |
| 2003 | +28.18% | $30,571 |
| 2004 | +10.70% | $33,841 |
| 2005 | +4.83% | $35,475 |
| 2006 | +15.85% | $41,097 |
| 2007 | +5.15% | $43,211 |
| 2008 | −36.80% | $27,312 |
| 2009 | +26.35% | $34,509 |
| 2010 | +15.06% | $39,705 |
| 2011 | +1.89% | $40,457 |
| 2012 | +15.99% | $46,926 |
| 2013 | +32.31% | $62,087 |
| 2014 | +13.46% | $70,446 |
| 2015 | +1.23% | $71,316 |
| 2016 | +12.00% | $79,872 |
| 2017 | +21.71% | $97,209 |
| 2018 | −4.57% | $92,767 |
| 2019 | +31.22% | $121,733 |
| 2020 | +18.33% | $144,049 |
| 2021 | +28.73% | $185,432 |
| 2022 | −18.18% | $151,729 |
| 2023 | +26.18% | $191,445 |
| 2024 | +24.89% | $239,089 |
| 2025 | +17.72% | $281,454 |
| 2026to Nov 13 | +11.49% | $313,789 |
Worst drawdowns · SPY · Jan 29, 1993 – Nov 13, 2026
| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −55.2% | Oct 2007 | Mar 2009 | Aug 2012 | 4.9 years |
| −47.5% | Mar 2000 | Oct 2002 | Oct 2006 | 6.6 years |
| −33.7% | Feb 2020 | Mar 2020 | Aug 2020 | 6 months |
| −24.5% | Jan 2022 | Oct 2022 | Dec 2023 | 1.9 years |
| −19.3% | Sep 2018 | Dec 2018 | Apr 2019 | 7 months |