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NASDAQ Composite (^IXIC)

Index · Currency in USD · Last updated Oct 1, 2022

^IXICShare Price Chart


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^IXICPerformance

The chart shows the growth of $10,000 invested in NASDAQ Composite in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $45,813 for a total return of roughly 358.13%. All prices are adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-27.23%
-21.76%
^IXIC (NASDAQ Composite)
Benchmark (^GSPC)

^IXICReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-11.00%-10.05%
6M-25.63%-20.85%
YTD-32.40%-24.77%
1Y-27.13%-17.75%
5Y10.25%7.32%
10Y13.03%9.53%

^IXICMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-8.98%-3.43%3.41%-13.26%-2.05%-8.71%12.35%-4.64%-10.50%
20211.42%0.93%0.41%5.40%-1.53%5.49%1.16%4.00%-5.31%7.27%0.25%0.69%
20201.99%-6.38%-10.12%15.45%6.75%5.99%6.82%9.59%-5.16%-2.29%11.80%5.65%
20199.74%3.44%2.61%4.74%-7.93%7.42%2.11%-2.60%0.46%3.66%4.50%3.54%
20187.36%-1.87%-2.88%0.04%5.32%0.92%2.15%5.71%-0.78%-9.20%0.34%-9.48%
20174.30%3.75%1.48%2.30%2.50%-0.94%3.38%1.27%1.05%3.57%2.17%0.43%
2016-7.86%-1.21%6.84%-1.94%3.62%-2.13%6.60%0.99%1.89%-2.31%2.59%1.12%
2015-2.13%7.08%-1.26%0.83%2.60%-1.64%2.84%-6.86%-3.27%9.38%1.09%-1.98%
2014-1.74%4.98%-2.53%-2.01%3.11%3.90%-0.87%4.82%-1.90%3.06%3.47%-1.16%
20134.06%0.57%3.40%1.88%3.82%-1.52%6.56%-1.01%5.06%3.93%3.58%2.87%
20128.01%5.44%4.20%-1.46%-7.19%3.81%0.15%4.34%1.61%-4.46%1.11%0.31%
20111.78%3.04%-0.04%3.32%-1.33%-2.18%-0.62%-6.42%-6.36%11.14%-2.39%-0.58%
2010-6.98%4.23%7.14%2.64%-8.29%-6.55%6.90%-6.24%12.04%5.86%-0.37%6.19%

^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 -0.92. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-0.92
-0.77
^IXIC (NASDAQ Composite)
Benchmark (^GSPC)

^IXICDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-34.14%
-25.25%
^IXIC (NASDAQ Composite)
Benchmark (^GSPC)

^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 34.14%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.14%Nov 22, 2021216Sep 30, 2022
-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

^IXICVolatility Chart

Current NASDAQ Composite volatility is 22.56%. 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.


10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptember
22.56%
19.40%
^IXIC (NASDAQ Composite)
Benchmark (^GSPC)