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Performance
^NDXE Performance Chart
NASDAQ 100 Equal Weighted Index (^NDXE) is up 18.6% since the beginning of the year. ^NDXE is currently trading at $10,263 per share. Investors who bought $1,000 worth of ^NDXE shares 5 years ago would now be looking at an investment worth $1,544.
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Returns By Period
NASDAQ 100 Equal Weighted Index (^NDXE) has returned 18.64% so far this year and 28.23% over the past 12 months. Looking at the last ten years, ^NDXE has achieved an annualized return of 15.33%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
NASDAQ 100 Equal Weighted Index
- 1D
- -0.13%
- 1M
- 4.14%
- YTD
- 18.64%
- 6M
- 17.05%
- 1Y
- 28.23%
- 3Y*
- 17.58%
- 5Y*
- 9.08%
- 10Y*
- 15.33%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
^NDXE Monthly Returns History
Based on dividend-adjusted daily data since May 2, 2006, ^NDXE's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +16.0%, while the worst month was Oct 2008 at -21.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^NDXE closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.0%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.53% | 0.07% | -5.17% | 11.11% | 8.82% | 1.84% | 18.64% | ||||||
| 2025 | 4.83% | -1.28% | -6.29% | 0.74% | 6.65% | 4.95% | 0.06% | -0.47% | 3.89% | 1.99% | -1.55% | 0.24% | 13.87% |
| 2024 | 0.58% | 3.74% | 1.05% | -5.36% | 2.66% | 2.41% | -0.21% | 1.04% | 0.86% | -1.29% | 6.09% | -4.90% | 6.26% |
| 2023 | 9.55% | -1.28% | 5.06% | -2.22% | 2.91% | 5.44% | 4.83% | -3.12% | -4.27% | -4.70% | 10.48% | 7.46% | 32.61% |
| 2022 | -8.93% | -3.10% | 2.62% | -10.50% | -1.11% | -7.88% | 10.58% | -4.68% | -9.18% | 5.97% | 7.16% | -6.63% | -25.05% |
| 2021 | -0.26% | 1.39% | 1.21% | 3.64% | -0.19% | 5.06% | 1.83% | 2.40% | -4.90% | 5.41% | -1.77% | 2.89% | 17.50% |
Benchmark Metrics
NASDAQ 100 Equal Weighted Index has an annualized alpha of 1.86%, beta of 1.07, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 02, 2006.
- This index captured 115.06% of S&P 500 Index gains and 104.90% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.07 and R2 of 0.89, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.86%
- Beta
- 1.07
- R²
- 0.89
- Upside Capture
- 115.06%
- Downside Capture
- 104.90%
Return for Risk
Risk / Return Rank
^NDXE ranks 65 for risk / return — better than 65% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NASDAQ 100 Equal Weighted Index (^NDXE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^NDXE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.78 | +0.18 |
| Martin ratioReturn relative to average drawdown | 9.85 | 12.44 | -2.59 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the NASDAQ 100 Equal Weighted Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the NASDAQ 100 Equal Weighted Index was 58.20%, occurring on Nov 20, 2008. Recovery took 534 trading sessions.
The current NASDAQ 100 Equal Weighted Index drawdown is 0.94%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -58.20%Nov 2008 | 1y 1mo | 2y 1mo | 3y 2moOct 2007 - Jan 2011 |
Bear market2022 | -32.54%Oct 2022 | 11mo 1d | 1y 3mo | 2y 2moNov 2021 - Feb 2024 |
COVID crash2020 | -30.95%Mar 2020 | 29d | 2mo 17d | 3mo 16dFeb 2020 - Jun 2020 |
2025 selloff2025 | -21.54%Apr 2025 | 1mo 18d | 2mo 23d | 4mo 11dFeb 2025 - Jun 2025 |
2011 bear market2011 | -21.12%Oct 2011 | 4mo 23d | 4mo 16d | 9mo 9dMay 2011 - Feb 2012 |
Drawdown Indicators
| ^NDXE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.20% | -56.78% | -1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -9.10% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -21.54% | -18.90% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -32.54% | -25.43% | -7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -32.54% | -33.92% | +1.38% |
Current DrawdownCurrent decline from peak | -0.94% | -1.80% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -8.33% | -10.71% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.03% | +0.84% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^NDXE
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