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Performance

^NDXT Performance Chart

NASDAQ 100 Technology Sector Index (^NDXT) is up 45.9% since the beginning of the year. ^NDXT is currently trading at $18,346 per share. Investors who bought $1,000 worth of ^NDXT shares 5 years ago would now be looking at an investment worth $2,185.


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S&P 500 Index

Returns By Period

NASDAQ 100 Technology Sector Index (^NDXT) has returned 45.85% so far this year and 65.91% over the past 12 months. Looking at the last ten years, ^NDXT has achieved an annualized return of 23.06%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


NASDAQ 100 Technology Sector Index

1D
0.07%
1M
10.20%
YTD
45.85%
6M
42.88%
1Y
65.91%
3Y*
33.20%
5Y*
16.92%
10Y*
23.06%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NDXT Monthly Returns History

Based on dividend-adjusted daily data since Feb 22, 2006, ^NDXT's average daily return is +0.07%, while the average monthly return is +1.40%. At this rate, an investment would double in approximately 4.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +23.5%, while the worst month was Oct 2008 at -20.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ^NDXT closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +15.1%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.33%-4.50%-3.94%23.46%19.70%5.13%45.85%
20255.76%-4.10%-9.07%2.65%8.73%10.12%0.43%-0.57%7.93%5.36%-5.38%0.56%22.46%
20242.19%6.27%0.08%-5.51%2.80%6.61%-4.10%1.13%-0.21%-2.77%5.60%-4.21%7.13%
202312.74%1.69%8.11%-5.82%13.83%5.31%6.69%-3.07%-4.62%-4.15%16.30%8.33%66.70%
2022-10.78%-3.11%0.51%-14.64%-0.84%-11.28%12.56%-7.09%-12.40%1.71%7.40%-8.01%-39.93%
20210.47%4.11%-0.27%3.24%-0.70%7.64%2.36%2.85%-5.83%7.78%1.84%1.36%26.98%

Benchmark Metrics

NASDAQ 100 Technology Sector Index has an annualized alpha of 5.05%, beta of 1.20, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since February 22, 2006.

  • This index captured 142.42% of S&P 500 Index gains and 113.08% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 5.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
5.05%
Beta
1.20
0.78
Upside Capture
142.42%
Downside Capture
113.08%

Return for Risk

Risk / Return Rank

^NDXT ranks 88 for risk / return — in the top 88% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


^NDXT Risk / Return Rank: 8888
Overall Rank
^NDXT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
^NDXT Sortino Ratio Rank: 8585
Sortino Ratio Rank
^NDXT Omega Ratio Rank: 8585
Omega Ratio Rank
^NDXT Calmar Ratio Rank: 9393
Calmar Ratio Rank
^NDXT Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for NASDAQ 100 Technology Sector Index (^NDXT) 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.


^NDXTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

4.12

2.78

+1.33

Martin ratioReturn relative to average drawdown

12.96

12.44

+0.52

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 Technology Sector 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 Technology Sector Index was 59.34%, occurring on Nov 20, 2008. Recovery took 485 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.34%Nov 2008
1y 1mo1y 11mo
3y 9dOct 2007 - Oct 2010
Bear market2022
-45.71%Oct 2022
11mo 1d1y 3mo
2y 2moNov 2021 - Jan 2024
COVID crash2020
-32.31%Mar 2020
29d3mo 12d
4mo 11dFeb 2020 - Jun 2020
2025 selloff2025
-29.28%Apr 2025
1mo 18d2mo 19d
4mo 7dFeb 2025 - Jun 2025
2011 bear market2011
-26.52%Aug 2011
5mo 28d6mo 29d
1y 22dFeb 2011 - Mar 2012

Drawdown Indicators


^NDXTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.34%

-56.78%

-2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-16.08%

-9.10%

-6.98%

Max Drawdown (3Y)

Largest decline over 3 years

-29.28%

-18.90%

-10.38%

Max Drawdown (5Y)

Largest decline over 5 years

-45.71%

-25.43%

-20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-45.71%

-33.92%

-11.79%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-9.86%

-10.71%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

2.03%

+3.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^NDXT

Add NASDAQ 100 Technology Sector Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^NDXT