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NASDAQ Composite (^IXIC)

Index · Currency in USD

^IXICPrice Chart


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^IXICPerformance

The chart shows the growth of $10,000 invested in NASDAQ Composite on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $67,109 for a total return of roughly 571.09%. All prices are adjusted for splits and dividends.


^IXIC (NASDAQ Composite)
Benchmark (S&P 500)

^IXICReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.68%0.43%
6M12.78%9.37%
YTD20.20%22.33%
1Y28.09%26.59%
5Y23.49%15.74%
10Y19.91%14.46%

^IXICMonthly Returns Heatmap


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^IXICSharpe 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 NASDAQ Composite Sharpe ratio is 1.68. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


^IXIC (NASDAQ Composite)
Benchmark (S&P 500)

^IXICDrawdowns Chart

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


^IXIC (NASDAQ Composite)
Benchmark (S&P 500)

^IXICWorst Drawdowns

The table below shows the maximum drawdowns of the NASDAQ Composite. 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 NASDAQ Composite is 30.12%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.12%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-23.64%Aug 30, 201880Dec 24, 201881Apr 23, 2019161
-18.71%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-18.24%Jul 21, 2015143Feb 11, 2016122Aug 5, 2016265
-17.33%Apr 26, 201049Jul 2, 201085Nov 2, 2010134
-12.01%Mar 27, 201247Jun 1, 201267Sep 6, 2012114
-11.81%Sep 3, 202014Sep 23, 202045Nov 25, 202059
-10.9%Sep 17, 201242Nov 15, 201257Feb 8, 201399
-10.54%Feb 16, 202115Mar 8, 202134Apr 26, 202149
-10.18%May 6, 201920Jun 3, 201922Jul 3, 201942

^IXICVolatility Chart

Current NASDAQ Composite volatility is 15.45%. 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.


^IXIC (NASDAQ Composite)
Benchmark (S&P 500)

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