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NASDAQ 100 (^NDX)

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

^NDXShare Price Chart


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^NDXPerformance

The chart shows the growth of $10,000 invested in NASDAQ 100 in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $58,150 for a total return of roughly 481.50%. All prices are adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-27.63%
-21.76%
^NDX (NASDAQ 100)
Benchmark (^GSPC)

^NDXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-11.11%-10.05%
6M-26.06%-20.85%
YTD-33.22%-24.77%
1Y-25.63%-17.53%
5Y12.94%7.28%
10Y14.71%9.33%

^NDXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-9.12%-4.64%4.22%-13.37%-1.65%-9.00%12.55%-5.22%-10.60%
20210.29%-0.12%1.41%5.88%-1.26%6.34%2.78%4.16%-5.73%7.90%1.80%1.82%
20202.96%-5.89%-7.66%15.19%6.17%6.29%7.37%11.05%-5.72%-3.20%11.00%5.05%
20199.11%2.76%3.96%5.46%-8.40%7.62%2.32%-2.01%0.76%4.31%3.96%3.92%
20188.65%-1.38%-3.99%0.37%5.48%1.05%2.72%5.84%-0.35%-8.66%-0.26%-8.91%
20175.20%4.17%1.99%2.71%3.68%-2.45%4.13%1.84%-0.16%4.50%1.87%0.48%
2016-6.84%-1.82%6.73%-3.17%4.21%-2.35%7.07%0.86%2.19%-1.53%0.20%1.10%
2015-2.07%7.04%-2.41%1.86%2.13%-2.47%4.37%-6.85%-2.19%11.19%0.34%-1.53%
2014-1.95%4.95%-2.72%-0.38%4.32%3.01%1.12%4.88%-0.81%2.69%4.32%-2.34%
20132.65%0.26%2.93%2.44%3.27%-2.42%6.21%-0.53%4.70%4.96%3.26%2.99%
20128.35%6.29%5.04%-1.15%-7.30%3.60%1.02%4.91%0.97%-5.40%1.13%-0.63%
20112.89%3.03%-0.51%2.78%-1.31%-2.00%1.62%-5.15%-4.54%10.33%-2.75%-0.76%
2010-7.72%4.46%7.68%2.16%-7.41%-6.11%7.18%-5.18%13.05%6.33%-0.34%4.75%

^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 -0.86. 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
-0.86
-0.80
^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%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-33.80%
-25.25%
^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 33.80%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.8%Nov 22, 2021215Sep 30, 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 22.19%. 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
22.19%
19.40%
^NDX (NASDAQ 100)
Benchmark (^GSPC)