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NASDAQ 100

^NDX
Index · Currency in USD

^NDXPrice Chart


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S&P 500

^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 $79,291 for a total return of roughly 692.91%. All prices are adjusted for splits and dividends.


^NDX (NASDAQ 100)
Benchmark (S&P 500)

^NDXReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M2.66%
6M13.32%
YTD16.07%
1Y40.30%
5Y25.92%
10Y20.35%

^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 1.79. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


^NDX (NASDAQ 100)
Benchmark (S&P 500)

^NDXDrawdowns Chart

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


^NDX (NASDAQ 100)
Benchmark (S&P 500)

^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
-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
-11.06%May 6, 201920Jun 3, 201922Jul 3, 201942

^NDXVolatility Chart

Current NASDAQ 100 volatility is 12.29%. 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 (S&P 500)

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