NYSE Composite Total Return (^NYATR)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NYSE Composite Total Return, 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
NYSE Composite Total Return had a return of 17.71% year-to-date (YTD) and 28.76% in the last 12 months. Over the past 10 years, NYSE Composite Total Return had an annualized return of 9.38%, while the S&P 500 had an annualized return of 11.94%, indicating that NYSE Composite Total Return did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 17.71% | 21.18% |
1 month | 3.77% | 5.18% |
6 months | 10.02% | 11.17% |
1 year | 28.76% | 32.06% |
5 years (annualized) | 11.16% | 14.28% |
10 years (annualized) | 9.38% | 11.94% |
Monthly Returns
The table below presents the monthly returns of ^NYATR, 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 | 0.46% | 4.32% | 4.28% | -3.71% | 2.96% | -0.12% | 3.92% | 3.34% | 1.34% | 17.71% | |||
2023 | 5.74% | -3.62% | -0.02% | 1.31% | -4.00% | 6.88% | 3.61% | -2.35% | -3.56% | -2.98% | 8.12% | 4.95% | 13.77% |
2022 | -2.83% | -1.90% | 2.48% | -6.17% | 1.61% | -8.26% | 5.93% | -3.16% | -8.77% | 9.61% | 7.26% | -3.58% | -9.35% |
2021 | -0.77% | 4.42% | 4.27% | 4.08% | 2.26% | 0.16% | 0.41% | 1.43% | -3.70% | 5.52% | -3.94% | 5.38% | 20.68% |
2020 | -2.01% | -8.85% | -16.53% | 10.57% | 4.09% | 0.97% | 4.98% | 4.89% | -2.45% | -2.00% | 12.91% | 3.91% | 6.99% |
2019 | 8.29% | 3.08% | 0.66% | 3.03% | -5.79% | 6.63% | 0.26% | -2.23% | 2.31% | 1.44% | 3.08% | 2.91% | 25.51% |
2018 | 4.47% | -5.12% | -1.35% | 0.67% | 0.44% | 0.03% | 3.81% | 0.70% | 0.69% | -6.55% | 2.32% | -8.52% | -8.95% |
2017 | 1.61% | 2.85% | 0.07% | 0.52% | 0.90% | 1.62% | 1.88% | -0.47% | 2.98% | 1.21% | 2.59% | 1.60% | 18.73% |
2016 | -4.92% | -0.44% | 7.05% | 2.42% | 0.35% | 0.72% | 2.96% | 0.11% | -0.19% | -2.10% | 3.68% | 2.19% | 11.94% |
2015 | -2.68% | 5.22% | -1.23% | 1.54% | 0.35% | -2.06% | 0.84% | -6.24% | -3.48% | 6.91% | -0.24% | -2.38% | -4.09% |
2014 | -4.04% | 4.88% | 1.19% | 1.09% | 1.57% | 2.24% | -2.15% | 3.22% | -2.94% | 1.48% | 1.26% | -0.88% | 6.75% |
2013 | 5.37% | 0.10% | 2.91% | 2.60% | 0.63% | -1.86% | 5.05% | -3.31% | 4.01% | 4.18% | 1.97% | 2.30% | 26.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of ^NYATR is 82, placing it in the top 18% 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 NYSE Composite Total Return (^NYATR) 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 NYSE Composite Total Return. 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 NYSE Composite Total Return was 37.81%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current NYSE Composite Total Return drawdown is 0.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-37.81% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
-20.95% | Jan 13, 2022 | 180 | Sep 30, 2022 | 302 | Dec 13, 2023 | 482 |
-19.15% | Jan 29, 2018 | 229 | Dec 24, 2018 | 130 | Jul 2, 2019 | 359 |
-18.28% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
-11.59% | Mar 20, 2012 | 53 | Jun 4, 2012 | 67 | Sep 7, 2012 | 120 |
Volatility
Volatility Chart
The current NYSE Composite Total Return volatility is 2.34%, 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.