PortfoliosLab logo

ARCA Pharmaceutical Index (^DRG)

Index · Currency in USD · Last updated Dec 9, 2022

^DRGShare Price Chart


Loading data...

^DRGPerformance

The chart shows the growth of $10,000 invested in ARCA Pharmaceutical Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $27,874 for a total return of roughly 178.74%. All prices are adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.81%
5.70%
^DRG (ARCA Pharmaceutical Index)
Benchmark (^GSPC)

^DRGCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^DRG

^DRGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.70%4.12%
6M3.88%-3.70%
YTD5.38%-16.84%
1Y13.44%-15.21%
5Y10.13%8.45%
10Y8.89%10.90%

^DRGMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.74%-1.55%6.25%-0.51%1.81%-1.07%-0.98%-8.56%-2.03%8.54%7.26%1.14%
20211.39%-2.58%1.81%1.58%3.15%2.33%3.27%2.52%-6.37%5.58%-2.68%9.41%
2020-1.07%-8.15%-2.40%10.55%2.50%-2.54%2.49%2.66%-1.95%-7.18%9.24%2.94%
20190.23%3.59%2.02%-2.83%-3.44%5.87%-2.92%0.13%0.90%3.88%2.51%4.58%
20183.59%-4.65%-1.73%-0.85%-0.04%0.62%7.75%1.94%2.46%-3.31%6.13%-6.63%
2017-0.35%6.58%-0.51%0.62%2.35%2.35%-0.82%-0.38%2.83%-2.06%1.72%0.39%
2016-5.78%-4.39%1.21%3.25%1.83%1.90%4.54%-5.93%-1.70%-7.03%-1.18%2.54%
20151.55%4.66%0.56%1.24%2.22%-2.71%5.43%-8.12%-5.83%4.17%-1.62%1.03%
2014-0.01%8.00%-0.74%2.67%-0.80%2.32%-2.64%2.86%1.77%-0.45%3.84%-3.29%
20136.88%-0.65%5.14%3.68%-1.53%-1.74%4.69%-3.22%2.63%3.95%3.49%1.11%
2012-0.73%0.72%2.73%0.87%-5.45%6.73%3.50%-0.74%3.45%-0.25%-0.27%0.42%
2011-1.62%2.14%0.01%7.27%3.18%-2.33%-2.36%-2.63%-4.36%4.94%0.74%4.22%
2010-2.39%-1.02%1.82%-3.83%-8.48%1.87%1.55%1.63%7.91%1.04%-6.13%4.81%

^DRGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ARCA Pharmaceutical Index Sharpe ratio is 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.78
-0.63
^DRG (ARCA Pharmaceutical Index)
Benchmark (^GSPC)

^DRGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-1.59%
-17.37%
^DRG (ARCA Pharmaceutical Index)
Benchmark (^GSPC)

^DRGWorst Drawdowns

The table below shows the maximum drawdowns of the ARCA Pharmaceutical Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ARCA Pharmaceutical Index is 26.25%, recorded on Mar 23, 2020. It took 81 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.25%Jan 21, 202044Mar 23, 202081Jul 17, 2020125
-23.46%Aug 6, 2015334Dec 1, 2016501Nov 30, 2018835
-17.23%Jan 20, 201089May 26, 2010228Apr 20, 2011317
-16.84%Apr 11, 2022116Sep 26, 2022
-15.88%Jun 1, 201150Aug 10, 2011157Mar 26, 2012207
-12.02%Dec 3, 201815Dec 24, 2018131Jul 3, 2019146
-9.76%Aug 18, 202129Sep 28, 202155Dec 15, 202184
-9.36%Sep 19, 201420Oct 16, 201423Nov 18, 201443
-9.26%Sep 3, 202041Oct 30, 202022Dec 2, 202063
-7.97%Jan 26, 202127Mar 4, 202146May 10, 202173

^DRGVolatility Chart

Current ARCA Pharmaceutical Index volatility is 11.14%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
11.14%
23.44%
^DRG (ARCA Pharmaceutical Index)
Benchmark (^GSPC)