Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO)
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Popular comparisons: ^NQROBO vs. ^GSPC, ^NQROBO vs. XAIX.DE, ^NQROBO vs. SCHD, ^NQROBO vs. SMH
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.
Returns By Period
Nasdaq CTA Artificial Intelligence & Robotics had a return of -4.05% year-to-date (YTD) and 11.59% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -4.05% | 20.57% |
| 1 month | 5.38% | 4.18% |
| 6 months | -0.30% | 10.51% |
| 1 year | 11.59% | 35.06% |
| 5 years (annualized) | 6.88% | 14.29% |
| 10 years (annualized) | N/A | 11.53% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.95% | 4.35% | -1.13% | -6.93% | 0.78% | 0.09% | 1.29% | 0.67% | 1.57% | -4.05% | |||
| 2023 | 14.04% | 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% |
| 2021 | 6.94% | 0.70% | -3.75% | 1.49% | -0.88% | 4.08% | -1.05% | 3.97% | -4.42% | 3.89% | -2.49% | 1.69% | 9.94% |
| 2020 | 1.67% | -8.20% | -15.12% | 15.24% | 10.86% | 3.37% | 3.61% | 7.79% | -3.01% | -0.15% | 19.89% | 7.51% | 45.85% |
| 2019 | 13.10% | 7.76% | 0.98% | 5.72% | -7.95% | 7.23% | -0.32% | -4.11% | -0.11% | 1.59% | 4.66% | 2.71% | 33.93% |
| 2018 | 7.80% | -4.59% | -2.13% | -1.61% | 3.26% | -1.35% | 2.82% | 7.73% | -0.66% | -12.26% | 1.29% | -10.06% | -11.27% |
| 2017 | 0.00% | 0.00% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^NQROBO is 15, indicating that it is in the bottom 15% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
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.
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 26.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.12% | Feb 16, 2021 | 434 | Oct 14, 2022 | — | — | — |
| -36.37% | Feb 14, 2020 | 26 | Mar 23, 2020 | 74 | Jul 6, 2020 | 100 |
| -24.69% | Sep 17, 2018 | 69 | Dec 24, 2018 | 73 | Apr 10, 2019 | 142 |
| -10.9% | Jan 29, 2018 | 48 | Apr 6, 2018 | 99 | Aug 27, 2018 | 147 |
| -9.37% | Jul 25, 2019 | 16 | Aug 15, 2019 | 84 | Dec 13, 2019 | 100 |
Volatility
Volatility Chart
The current Nasdaq CTA Artificial Intelligence & Robotics volatility is 5.46%, 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.