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NASDAQ 100 (^NDX)

Index · Currency in USD · Last updated Feb 4, 2023

The NASDAQ-100 Index is a market-capitalization weighted index that includes 100 of the largest non-financial companies listed on the NASDAQ stock exchange. The index is designed to represent the performance of the technology and growth sectors of the market. It includes companies from various industries, including technology, healthcare, retail, and industrial.

The NASDAQ-100 Index is one of the most widely followed indices in the world and is often used as a benchmark for the technology sector. It is a popular index for investors looking to gain exposure to the technology and growth sectors of the market.

^NDXShare Price Chart


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^NDXPerformance

The chart shows the growth of $10,000 invested in NASDAQ 100 in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $66,642 for a total return of roughly 566.42%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
2.43%
4.28%
^NDX (NASDAQ 100)
Benchmark (^GSPC)

^NDXCompare to other instruments

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^NDXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M15.75%8.17%
YTD14.93%7.73%
6M-5.54%-0.37%
1Y-16.95%-9.87%
5Y13.24%8.48%
10Y16.60%10.51%

^NDXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202310.62%
2022-5.22%-10.60%3.96%5.48%-9.06%

^NDXSharpe 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 100 Sharpe ratio is -0.52. 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.


-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.52
-0.41
^NDX (NASDAQ 100)
Benchmark (^GSPC)

^NDXDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%OctoberNovemberDecember2023February
-24.14%
-13.76%
^NDX (NASDAQ 100)
Benchmark (^GSPC)

^NDXWorst Drawdowns

The table below shows the maximum drawdowns of the NASDAQ 100. 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 100 is 35.56%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.56%Nov 22, 2021276Dec 28, 2022
-28.03%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-22.99%Aug 30, 201880Dec 24, 201878Apr 17, 2019158
-16.34%Nov 4, 201566Feb 9, 2016118Jul 28, 2016184
-16.11%Jul 25, 201120Aug 19, 2011104Jan 19, 2012124
-15.91%Apr 26, 201049Jul 2, 201071Oct 13, 2010120
-14.18%Jul 21, 201526Aug 25, 201548Nov 2, 201574
-12.78%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-11.86%Sep 20, 201239Nov 15, 2012111Apr 29, 2013150
-11.69%Apr 3, 201242Jun 1, 201267Sep 6, 2012109

^NDXVolatility Chart

Current NASDAQ 100 volatility is 29.87%. 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%OctoberNovemberDecember2023February
29.87%
16.33%
^NDX (NASDAQ 100)
Benchmark (^GSPC)