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NASDAQ Financial 100 Index (^IXF)
Performance
Return for Risk
Drawdowns
Volatility

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NASDAQ Financial 100 Index

Often compared with ^IXF:
^IXF vs. AVUV

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.


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S&P 500 Index

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.63%-5.06%-4.48%-8.74%
20256.68%-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%
20238.09%-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%
20211.45%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
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.


^IXF Risk / Return Rank: 2727
Overall Rank
^IXF Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^IXF Sortino Ratio Rank: 2424
Sortino Ratio Rank
^IXF Omega Ratio Rank: 2525
Omega Ratio Rank
^IXF Calmar Ratio Rank: 2929
Calmar Ratio Rank
^IXF Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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).


^IXFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.90

-0.63

Sortino ratio

Return per unit of downside risk

0.52

1.39

-0.87

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.41

1.40

-0.99

Martin ratio

Return relative to average drawdown

1.21

6.61

-5.40

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.


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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, 2007445Mar 9, 20091560May 19, 20152005
-41.61%Nov 8, 2021374May 4, 2023392Nov 22, 2024766
-41.41%Feb 21, 202022Mar 23, 2020201Jan 7, 2021223
-35.42%Apr 23, 1998474Mar 8, 2000499Mar 6, 2002973
-23.82%May 16, 2002102Oct 9, 2002225Sep 2, 2003327

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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