PortfoliosLab logo

ARCA Technology 100 Index (^PSE)

Index · Currency in USD · Last updated Sep 17, 2022

^PSEShare Price Chart


Chart placeholderClick Calculate to get results

^PSEPerformance

The chart shows the growth of $10,000 invested in ARCA Technology 100 Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $48,904 for a total return of roughly 389.04%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-15.99%
-13.18%
^PSE (ARCA Technology 100 Index)
Benchmark (^GSPC)

^PSEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-12.83%-10.03%
6M-14.90%-12.20%
YTD-24.90%-18.73%
1Y-22.29%-13.56%
5Y10.17%9.16%
10Y12.69%10.26%

^PSEMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.64%-3.70%1.66%-9.77%1.57%-8.90%10.39%-6.41%-3.71%
20211.00%2.84%2.73%2.68%2.19%4.73%1.80%1.73%-5.91%4.93%0.64%3.42%
2020-0.54%-7.19%-10.32%12.24%6.26%3.16%4.18%6.85%-3.31%-3.28%11.75%4.05%
20199.26%7.20%0.06%4.44%-8.51%8.39%0.62%-1.90%1.45%2.31%4.55%2.25%
20188.98%-2.17%-1.49%-0.04%4.68%-1.10%4.54%3.95%0.54%-10.09%2.36%-8.41%
20174.28%4.03%1.16%1.89%2.76%-0.50%4.09%2.68%2.16%3.84%1.16%-0.26%
2016-7.12%0.16%5.14%0.33%3.66%-1.34%6.64%0.91%1.61%-2.34%2.90%0.58%
2015-2.71%7.79%-1.88%0.82%2.32%-3.08%1.04%-6.85%-3.04%5.35%0.85%-1.65%
20140.26%5.49%-0.82%-2.24%2.45%2.17%-0.32%3.51%-1.74%2.11%3.16%-0.35%
20135.55%0.06%4.44%-0.50%4.06%-2.28%5.91%-1.84%4.87%2.14%3.69%4.19%
20128.99%6.26%4.53%-2.51%-8.29%4.04%0.12%3.62%2.33%-5.14%2.83%2.83%
20112.24%3.65%0.28%3.78%-0.25%-2.09%-2.91%-6.73%-5.55%12.47%-2.15%-2.10%
2010-6.63%5.19%6.45%1.29%-5.72%-4.26%6.36%-4.20%11.73%5.77%1.17%5.20%

^PSESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ARCA Technology 100 Index Sharpe ratio is -0.84. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.84
-0.62
^PSE (ARCA Technology 100 Index)
Benchmark (^GSPC)

^PSEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-25.59%
-19.25%
^PSE (ARCA Technology 100 Index)
Benchmark (^GSPC)

^PSEWorst Drawdowns

The table below shows the maximum drawdowns of the ARCA Technology 100 Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ARCA Technology 100 Index is 32.25%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.25%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-27.48%Dec 28, 2021119Jun 16, 2022
-21.5%Oct 2, 201858Dec 24, 201866Apr 1, 2019124
-20.49%Jul 8, 201131Aug 19, 2011115Feb 3, 2012146
-20.49%Jun 23, 2015162Feb 11, 2016143Sep 6, 2016305
-13.91%Apr 3, 201242Jun 1, 201273Sep 14, 2012115
-13.65%Apr 26, 201049Jul 2, 201065Oct 5, 2010114
-10.3%Jan 29, 20189Feb 8, 201820Mar 9, 201829
-10.21%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.59%Feb 17, 202114Mar 8, 202119Apr 5, 202133

^PSEVolatility Chart

Current ARCA Technology 100 Index volatility is 32.59%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%AprilMayJuneJulyAugustSeptember
32.59%
30.01%
^PSE (ARCA Technology 100 Index)
Benchmark (^GSPC)