Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NASDAQ Financial 100 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
NASDAQ Financial 100 Index (^IXF) has returned -8.74% so far this year and 5.99% over the past 12 months. Over the last ten years, ^IXF has returned 7.73% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
NASDAQ Financial 100 Index
- 1D
- 2.36%
- 1M
- -4.48%
- YTD
- -8.74%
- 6M
- -12.11%
- 1Y
- 5.99%
- 3Y*
- 14.39%
- 5Y*
- 2.56%
- 10Y*
- 7.73%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 2, 1992, ^IXF's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2024 with a return of +13.8%, while the worst month was Jan 2009 at -20.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^IXF closed higher 54% of trading days. The best single day was Mar 23, 2009 with a return of +12.2%, while the worst single day was Dec 1, 2008 at -14.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.63% | -5.06% | -4.48% | -8.74% | |||||||||
| 2025 | 6.68% | -2.21% | -6.42% | -1.23% | 7.95% | 7.56% | 2.73% | 1.11% | 1.24% | -2.36% | -0.44% | -0.94% | 13.38% |
| 2024 | -3.12% | 5.72% | 5.49% | -6.03% | 3.20% | -1.13% | 8.13% | 1.57% | 0.26% | 2.63% | 13.84% | -8.01% | 22.61% |
| 2023 | 8.09% | -1.13% | -12.70% | -2.76% | -4.53% | 6.00% | 11.46% | -4.92% | -3.69% | -1.94% | 9.58% | 9.30% | 10.06% |
| 2022 | -6.04% | 1.16% | -3.04% | -12.81% | 0.77% | -9.11% | 6.15% | -1.04% | -7.10% | 7.85% | 2.92% | -7.04% | -25.89% |
| 2021 | 1.45% | 7.49% | 3.07% | 4.56% | 2.58% | -0.49% | -2.70% | 5.08% | -0.67% | 6.23% | -4.78% | 1.38% | 24.95% |
Benchmark Metrics
NASDAQ Financial 100 Index has an annualized alpha of -0.36%, beta of 1.05, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since March 03, 1992.
- This index participated in 92.29% of S&P 500 Index downside but only 88.85% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 1.05 and R² of 0.72, this index moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.36%
- Beta
- 1.05
- R²
- 0.72
- Upside Capture
- 88.85%
- Downside Capture
- 92.29%
Return for Risk
Risk / Return Rank
^IXF ranks 27 for risk / return — below 27% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NASDAQ Financial 100 Index (^IXF) and compare them to a chosen benchmark (S&P 500 Index).
| ^IXF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.90 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.52 | 1.39 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.40 | -0.99 |
Martin ratioReturn relative to average drawdown | 1.21 | 6.61 | -5.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^IXF risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the NASDAQ Financial 100 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 NASDAQ Financial 100 Index was 61.80%, occurring on Mar 9, 2009. Recovery took 1560 trading sessions.
The current NASDAQ Financial 100 Index drawdown is 13.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.8% | Jun 4, 2007 | 445 | Mar 9, 2009 | 1560 | May 19, 2015 | 2005 |
| -41.61% | Nov 8, 2021 | 374 | May 4, 2023 | 392 | Nov 22, 2024 | 766 |
| -41.41% | Feb 21, 2020 | 22 | Mar 23, 2020 | 201 | Jan 7, 2021 | 223 |
| -35.42% | Apr 23, 1998 | 474 | Mar 8, 2000 | 499 | Mar 6, 2002 | 973 |
| -23.82% | May 16, 2002 | 102 | Oct 9, 2002 | 225 | Sep 2, 2003 | 327 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...