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ARCA Pharmaceutical Index (^DRG)

Index · Currency in USD · Last updated Nov 11, 2023
Summary

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.


700.00%800.00%900.00%1,000.00%JuneJulyAugustSeptemberOctoberNovember
721.71%
980.10%
^DRG (ARCA Pharmaceutical Index)
Benchmark (^GSPC)

S&P 500

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ARCA Pharmaceutical Index

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.


PeriodReturnBenchmark
Year-To-Date0.11%15.00%
1 month-5.05%0.87%
6 months-1.84%7.06%
1 year5.09%11.60%
5 years (annualized)7.78%9.70%
10 years (annualized)6.75%9.60%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.09%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^DRG
ARCA Pharmaceutical Index
0.53
^GSPC
S&P 500
1.16

Sharpe Ratio

The current ARCA Pharmaceutical Index Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.53
1.16
^DRG (ARCA Pharmaceutical Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.14%
-7.95%
^DRG (ARCA Pharmaceutical Index)
Benchmark (^GSPC)

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, 20002073Mar 3, 20091172Oct 25, 20133245
-32.69%Aug 5, 1992259Aug 12, 1993435May 3, 1995694
-31.21%Apr 13, 1999229Mar 7, 200087Jul 11, 2000316
-26.25%Jan 21, 202044Mar 23, 202081Jul 17, 2020125
-23.46%Aug 6, 2015334Dec 1, 2016501Nov 30, 2018835

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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.86%
4.68%
^DRG (ARCA Pharmaceutical Index)
Benchmark (^GSPC)

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