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ARCA Networking (^NWX)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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ARCA Networking

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.


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S&P 500 Index

Returns By Period

ARCA Networking (^NWX) has returned 15.69% so far this year and 107.49% over the past 12 months. Looking at the last ten years, ^NWX has achieved an annualized return of 21.13%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


ARCA Networking

1D
3.68%
1M
2.01%
YTD
15.69%
6M
21.95%
1Y
107.49%
3Y*
42.99%
5Y*
25.48%
10Y*
21.13%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 1994, ^NWX's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, your investment would double in approximately 4.4 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 2002 with a return of +39.5%, while the worst month was Feb 2001 at -34.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^NWX closed higher 53% of trading days. The best single day was Jan 3, 2001 with a return of +19.0%, while the worst single day was Oct 25, 2000 at -11.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.41%7.58%2.01%15.69%
20255.28%-2.86%-6.03%-1.07%13.43%13.14%1.69%20.23%9.62%13.27%-5.70%-1.32%72.36%
2024-0.07%-3.46%0.23%-8.75%9.18%3.06%15.13%6.93%10.98%2.42%3.47%4.28%49.92%
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%
2022-10.27%1.33%1.19%-13.54%-3.20%-8.88%17.08%1.58%-11.83%17.50%-0.28%-6.42%-19.34%
20215.74%2.08%1.64%1.51%5.19%1.72%1.17%-0.57%-4.85%2.26%3.00%12.71%35.41%

Benchmark Metrics

ARCA Networking has an annualized alpha of 2.15%, beta of 1.30, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since October 24, 1994.

  • This index captured 167.94% of S&P 500 Index gains and 145.21% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 2.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.15%
Beta
1.30
0.57
Upside Capture
167.94%
Downside Capture
145.21%

Return for Risk

Risk / Return Rank

^NWX ranks 99 for risk / return — in the top 99% 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.


^NWX Risk / Return Rank: 9999
Overall Rank
^NWX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
^NWX Sortino Ratio Rank: 9999
Sortino Ratio Rank
^NWX Omega Ratio Rank: 9999
Omega Ratio Rank
^NWX Calmar Ratio Rank: 9999
Calmar Ratio Rank
^NWX Martin Ratio Rank: 9999
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 ARCA Networking (^NWX) and compare them to a chosen benchmark (S&P 500 Index).


^NWXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.27

0.90

+2.38

Sortino ratio

Return per unit of downside risk

3.81

1.39

+2.42

Omega ratio

Gain probability vs. loss probability

1.54

1.21

+0.32

Calmar ratio

Return relative to maximum drawdown

6.74

1.40

+5.34

Martin ratio

Return relative to average drawdown

24.34

6.61

+17.74

Explore ^NWX 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 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. Recovery took 5698 trading sessions.

The current ARCA Networking drawdown is 5.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.21%Sep 5, 2000525Oct 9, 20025698Jun 9, 20256223
-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 chart below shows the rolling one-month volatility.


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