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NASDAQ 100 (^NDX)

Index · Currency in USD · Last updated May 18, 2022

    ^NDXShare Price Chart


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    ^NDXPerformance

    The chart shows the growth of $10,000 invested in NASDAQ 100 on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $66,593 for a total return of roughly 565.93%. All prices are adjusted for splits and dividends.


    ^NDX (NASDAQ 100)
    Benchmark (^GSPC)

    ^NDXReturns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M-9.57%-6.91%
    YTD-23.01%-14.21%
    6M-22.39%-12.68%
    1Y-6.19%-2.04%
    5Y17.64%11.66%
    10Y17.66%12.21%

    ^NDXMonthly Returns Heatmap


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    ^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 -0.20. 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.


    ^NDX (NASDAQ 100)
    Benchmark (^GSPC)

    ^NDXDrawdowns Chart

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


    ^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 28.03%, recorded on Mar 20, 2020. It took 53 trading sessions for the portfolio to recover.


    Depth

    Start

    To Bottom

    Bottom

    To Recover

    End

    Total

    -28.03%Feb 20, 202022Mar 20, 202053Jun 5, 202075
    -27.92%Nov 22, 2021119May 12, 2022
    -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 47.45%. 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.


    ^NDX (NASDAQ 100)
    Benchmark (^GSPC)

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