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NASDAQ Financial 100 Index (^IXF)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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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.


900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%December2025FebruaryMarchAprilMay
1,067.57%
1,265.32%
^IXF (NASDAQ Financial 100 Index)
Benchmark (^GSPC)

Returns By Period

NASDAQ Financial 100 Index (^IXF) returned -1.11% year-to-date (YTD) and 15.45% over the past 12 months. Over the past 10 years, ^IXF returned 7.02% annually, underperforming the S&P 500 benchmark at 10.31%.


^IXF

YTD

-1.11%

1M

14.36%

6M

-4.87%

1Y

15.45%

5Y*

9.29%

10Y*

7.02%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^IXF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.68%-2.21%-6.42%-1.23%2.56%-1.11%
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%
2020-1.02%-8.93%-19.26%11.01%3.53%1.00%4.30%1.79%-5.15%1.45%10.12%6.34%1.07%
20199.70%4.57%-4.32%6.65%-3.88%5.56%2.35%-2.51%2.38%-0.14%3.03%1.18%26.29%
20184.46%-2.01%0.43%0.29%1.31%-1.49%2.03%2.22%-3.89%-5.90%3.73%-11.08%-10.47%
20171.21%1.39%-2.19%0.10%-1.39%5.13%1.21%-1.43%4.59%0.68%3.97%-0.77%12.90%
2016-8.27%-1.57%7.63%2.62%3.85%-3.05%2.99%4.22%-0.66%-1.50%12.23%4.20%23.33%
2015-6.50%7.37%1.03%0.31%2.05%1.57%1.29%-6.09%-0.73%5.24%3.39%-4.78%3.16%
2014-4.47%2.88%2.08%-4.42%-0.09%3.83%-2.46%2.51%-3.12%3.71%0.52%1.88%2.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, ^IXF is among the top 19% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^IXF is 8181
Overall Rank
The Sharpe Ratio Rank of ^IXF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXF is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^IXF is 8181
Omega Ratio Rank
The Calmar Ratio Rank of ^IXF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^IXF is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NASDAQ Financial 100 Index (^IXF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current NASDAQ Financial 100 Index Sharpe ratio is 0.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of NASDAQ Financial 100 Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.66
0.44
^IXF (NASDAQ Financial 100 Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.50%
-8.35%
^IXF (NASDAQ Financial 100 Index)
Benchmark (^GSPC)

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 9.50%.


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 current NASDAQ Financial 100 Index volatility is 10.45%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.45%
11.43%
^IXF (NASDAQ Financial 100 Index)
Benchmark (^GSPC)