ARCA Pharmaceutical Index (^DRG)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in ARCA Pharmaceutical 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
ARCA Pharmaceutical Index had a return of 0.11% year-to-date (YTD) and 5.09% in the last 12 months. Over the past 10 years, ARCA Pharmaceutical Index had an annualized return of 6.75%, while the S&P 500 had an annualized return of 9.60%, indicating that ARCA Pharmaceutical Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 0.11% | 15.00% |
| 1 month | -5.05% | 0.87% |
| 6 months | -1.84% | 7.06% |
| 1 year | 5.09% | 11.60% |
| 5 years (annualized) | 7.78% | 9.70% |
| 10 years (annualized) | 6.75% | 9.60% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 4.09% | -3.35% | 3.23% | 0.19% | 3.45% | -2.58% | -2.99% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for ARCA Pharmaceutical Index (^DRG) 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 | |
|---|---|---|---|---|---|
^DRG ARCA Pharmaceutical Index | 0.53 | ||||
^GSPC S&P 500 | 1.16 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ARCA Pharmaceutical 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 ARCA Pharmaceutical Index was 51.48%, occurring on Mar 3, 2009. Recovery took 1172 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.48% | Nov 30, 2000 | 2073 | Mar 3, 2009 | 1172 | Oct 25, 2013 | 3245 |
| -32.69% | Aug 5, 1992 | 259 | Aug 12, 1993 | 435 | May 3, 1995 | 694 |
| -31.21% | Apr 13, 1999 | 229 | Mar 7, 2000 | 87 | Jul 11, 2000 | 316 |
| -26.25% | Jan 21, 2020 | 44 | Mar 23, 2020 | 81 | Jul 17, 2020 | 125 |
| -23.46% | Aug 6, 2015 | 334 | Dec 1, 2016 | 501 | Nov 30, 2018 | 835 |
Volatility Chart
The current ARCA Pharmaceutical Index volatility is 5.86%, 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.