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ARCA Networking (^NWX)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

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


700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JuneJulyAugustSeptemberOctoberNovember
1,047.54%
1,197.59%
^NWX (ARCA Networking)
Benchmark (^GSPC)

Returns By Period

ARCA Networking had a return of 43.77% year-to-date (YTD) and 60.25% in the last 12 months. Over the past 10 years, ARCA Networking had an annualized return of 13.10%, outperforming the S&P 500 benchmark which had an annualized return of 11.29%.


^NWX

YTD

43.77%

1M

3.47%

6M

49.22%

1Y

60.25%

5Y (annualized)

16.11%

10Y (annualized)

13.10%

^GSPC (Benchmark)

YTD

26.47%

1M

5.73%

6M

14.30%

1Y

31.29%

5Y (annualized)

14.18%

10Y (annualized)

11.29%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.07%-3.46%0.23%-8.75%9.18%3.06%15.13%6.93%10.98%2.42%43.77%
20235.49%-1.73%4.88%-9.71%2.84%7.53%-4.57%1.24%-8.50%-9.42%6.77%14.55%6.32%
2022-10.49%1.33%1.19%-13.54%-3.20%-8.88%17.08%1.58%-11.83%17.50%-0.28%-6.42%-19.53%
20215.74%2.08%1.64%1.51%5.19%1.72%1.17%-0.57%-4.85%2.26%3.00%12.98%35.74%
2020-5.18%-11.19%-6.62%14.60%4.69%-0.46%8.92%-0.76%-9.95%-0.77%21.02%11.98%22.92%
20199.50%10.04%-0.81%6.09%-13.16%5.53%5.44%-8.21%1.22%-0.47%4.22%1.12%19.39%
20184.41%1.52%1.30%2.13%-1.74%2.21%0.19%6.03%-0.31%-10.16%0.29%-5.20%-0.38%
20171.17%1.62%-1.18%-0.20%-2.49%1.90%3.24%-1.68%1.93%-0.42%7.31%-1.29%9.96%
2016-10.07%4.40%4.23%-3.37%3.46%-1.49%4.97%3.46%2.86%-1.40%8.32%3.32%18.81%
2015-4.41%10.18%-1.42%0.82%4.77%-4.64%4.77%-4.85%-4.04%10.71%-0.89%-4.45%4.90%
20142.59%4.33%-2.28%-3.11%2.71%-0.50%-2.61%3.64%-4.95%3.27%5.19%2.39%10.50%
20136.92%-3.12%-0.62%-3.35%12.08%2.37%10.91%-3.89%8.05%-2.51%4.26%7.00%42.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^NWX is 73, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^NWX is 7373
Overall Rank
The Sharpe Ratio Rank of ^NWX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NWX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ^NWX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ^NWX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ^NWX is 6464
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 ARCA Networking (^NWX) 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 ^NWX, currently valued at 2.75, compared to the broader market-1.000.001.002.003.002.752.66
The chart of Sortino ratio for ^NWX, currently valued at 3.57, compared to the broader market-2.00-1.000.001.002.003.004.003.573.53
The chart of Omega ratio for ^NWX, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.441.49
The chart of Calmar ratio for ^NWX, currently valued at 1.35, compared to the broader market0.001.002.003.004.005.006.001.353.84
The chart of Martin ratio for ^NWX, currently valued at 10.13, compared to the broader market0.005.0010.0015.0020.0010.1317.03
^NWX
^GSPC

The current ARCA Networking Sharpe ratio is 2.75. 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 ARCA Networking 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.75
2.66
^NWX (ARCA Networking)
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%JuneJulyAugustSeptemberOctoberNovember
-14.33%
0
^NWX (ARCA Networking)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ARCA Networking. 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 ARCA Networking was 94.21%, occurring on Oct 9, 2002. The portfolio has not yet recovered.

The current ARCA Networking drawdown is 14.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.21%Sep 5, 2000525Oct 9, 2002
-45.9%Jul 21, 199857Oct 8, 199860Jan 5, 1999117
-39%Jan 21, 199767Apr 25, 199756Jul 16, 1997123
-30.28%Oct 10, 199773Jan 26, 199868May 4, 1998141
-28.03%Mar 28, 200014Apr 14, 200044Jun 19, 200058

Volatility

Volatility Chart

The current ARCA Networking volatility is 5.99%, 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%12.00%JuneJulyAugustSeptemberOctoberNovember
5.99%
4.02%
^NWX (ARCA Networking)
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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