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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NASDAQ 100 Equal Weighted Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
NASDAQ 100 Equal Weighted Index (^NDXE) has returned -3.65% so far this year and 13.14% over the past 12 months. Over the last decade, ^NDXE has posted an annualized return of 12.46%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
NASDAQ 100 Equal Weighted Index
- 1D
- 2.60%
- 1M
- -5.17%
- YTD
- -3.65%
- 6M
- -3.03%
- 1Y
- 13.14%
- 3Y*
- 10.81%
- 5Y*
- 5.48%
- 10Y*
- 12.46%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 2, 2006, ^NDXE's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 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% | -3.65% | |||||||||
| 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 1.77%, beta of 1.07, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 03, 2006.
- This index captured 114.63% of S&P 500 Index gains and 104.89% 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
- 1.77%
- Beta
- 1.07
- R²
- 0.89
- Upside Capture
- 114.63%
- Downside Capture
- 104.89%
Return for Risk
Risk / Return Rank
^NDXE ranks 43 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NASDAQ 100 Equal Weighted Index (^NDXE) and compare them to a chosen benchmark (S&P 500 Index).
| ^NDXE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.90 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.39 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.40 | -0.38 |
Martin ratioReturn relative to average drawdown | 4.09 | 6.61 | -2.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^NDXE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 535 trading sessions.
The current NASDAQ 100 Equal Weighted Index drawdown is 7.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.2% | Oct 15, 2007 | 280 | Nov 20, 2008 | 535 | Jan 6, 2011 | 815 |
| -32.54% | Nov 17, 2021 | 229 | Oct 14, 2022 | 329 | Feb 7, 2024 | 558 |
| -30.95% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -21.54% | Feb 19, 2025 | 35 | Apr 8, 2025 | 56 | Jun 30, 2025 | 91 |
| -21.12% | May 13, 2011 | 99 | Oct 3, 2011 | 94 | Feb 16, 2012 | 193 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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