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Nasdaq CTA Artificial Intelligence & Robotics (^NQ...
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
^NQROBO vs. ^GSPC ^NQROBO vs. ^XCMP ^NQROBO vs. XAIX.DE ^NQROBO vs. SCHD ^NQROBO vs. SMH ^NQROBO vs. SPY
Popular comparisons:
^NQROBO vs. ^GSPC ^NQROBO vs. ^XCMP ^NQROBO vs. XAIX.DE ^NQROBO vs. SCHD ^NQROBO vs. SMH ^NQROBO vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Nasdaq CTA Artificial Intelligence & Robotics, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.03%
7.02%
^NQROBO (Nasdaq CTA Artificial Intelligence & Robotics)
Benchmark (^GSPC)

Returns By Period

Nasdaq CTA Artificial Intelligence & Robotics had a return of -0.17% year-to-date (YTD) and -0.45% in the last 12 months.


^NQROBO

YTD

-0.17%

1M

1.29%

6M

7.03%

1Y

-0.45%

5Y*

5.74%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of ^NQROBO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.95%4.35%-1.13%-6.93%0.78%0.09%1.29%0.67%1.57%-1.48%8.92%-0.17%
202314.04%0.09%3.96%-4.63%8.00%3.98%2.34%-7.60%-6.09%-8.82%14.29%8.13%27.16%
2022-11.21%-2.09%-0.89%-12.81%0.33%-10.87%9.65%-5.33%-12.31%6.67%5.39%-5.34%-34.94%
20216.94%0.70%-3.75%1.49%-0.88%4.08%-1.05%3.97%-4.42%3.89%-2.49%1.69%9.94%
20201.67%-8.20%-15.12%15.24%10.86%3.37%3.61%7.79%-3.01%-0.15%19.89%7.51%45.85%
201913.10%7.76%0.98%5.72%-7.95%7.23%-0.32%-4.11%-0.11%1.59%4.66%2.71%33.93%
20187.80%-4.59%-2.13%-1.61%3.26%-1.35%2.82%7.73%-0.66%-12.26%1.29%-10.06%-11.27%
20170.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^NQROBO is 8, meaning it’s performing worse than 92% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^NQROBO is 88
Overall Rank
The Sharpe Ratio Rank of ^NQROBO is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NQROBO is 88
Sortino Ratio Rank
The Omega Ratio Rank of ^NQROBO is 88
Omega Ratio Rank
The Calmar Ratio Rank of ^NQROBO is 77
Calmar Ratio Rank
The Martin Ratio Rank of ^NQROBO is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^NQROBO, currently valued at -0.04, compared to the broader market-1.000.001.002.00-0.041.90
The chart of Sortino ratio for ^NQROBO, currently valued at 0.07, compared to the broader market-1.000.001.002.003.000.072.54
The chart of Omega ratio for ^NQROBO, currently valued at 1.01, compared to the broader market0.800.901.001.101.201.301.401.011.35
The chart of Calmar ratio for ^NQROBO, currently valued at -0.02, compared to the broader market0.001.002.003.004.00-0.022.81
The chart of Martin ratio for ^NQROBO, currently valued at -0.11, compared to the broader market0.005.0010.0015.00-0.1112.39
^NQROBO
^GSPC

The current Nasdaq CTA Artificial Intelligence & Robotics Sharpe ratio is -0.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Nasdaq CTA Artificial Intelligence & Robotics with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
1.90
^NQROBO (Nasdaq CTA Artificial Intelligence & Robotics)
Benchmark (^GSPC)

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.03%
-3.58%
^NQROBO (Nasdaq CTA Artificial Intelligence & Robotics)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Nasdaq CTA Artificial Intelligence & Robotics. 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 CTA Artificial Intelligence & Robotics was 44.12%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Nasdaq CTA Artificial Intelligence & Robotics drawdown is 23.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.12%Feb 16, 2021434Oct 14, 2022
-36.37%Feb 14, 202026Mar 23, 202074Jul 6, 2020100
-24.69%Sep 17, 201869Dec 24, 201873Apr 10, 2019142
-10.9%Jan 29, 201848Apr 6, 201899Aug 27, 2018147
-9.37%Jul 25, 201916Aug 15, 201984Dec 13, 2019100

Volatility

Volatility Chart

The current Nasdaq CTA Artificial Intelligence & Robotics volatility is 6.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.01%
3.64%
^NQROBO (Nasdaq CTA Artificial Intelligence & Robotics)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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