CBOE NASDAQ 100 Voltility Index (^VXN)
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Performance
Performance Chart
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Returns By Period
CBOE NASDAQ 100 Voltility Index (^VXN) returned 14.26% year-to-date (YTD) and 37.36% over the past 12 months. Over the past 10 years, ^VXN returned 4.43% annually, underperforming the S&P 500 benchmark at 10.82%.
^VXN
14.26%
-20.25%
36.45%
37.36%
-10.74%
-4.03%
4.43%
^GSPC (Benchmark)
0.12%
6.51%
-1.84%
10.98%
12.30%
14.10%
10.82%
Monthly Returns
The table below presents the monthly returns of ^VXN, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.95% | 12.68% | 11.96% | 9.58% | -18.13% | 14.26% | |||||||
| 2024 | 12.65% | -5.70% | -3.20% | 10.62% | -9.39% | -2.75% | 37.25% | -13.46% | 4.67% | 23.13% | -35.36% | 23.96% | 22.96% |
| 2023 | -6.56% | 2.37% | -10.61% | -14.75% | 9.94% | -11.62% | -1.18% | -3.00% | 13.55% | 5.55% | -25.56% | -3.11% | -41.30% |
| 2022 | 42.26% | 8.49% | -17.51% | 41.72% | -13.70% | 9.69% | -24.74% | 18.13% | 13.73% | -14.89% | -15.08% | 4.31% | 30.19% |
| 2021 | 39.03% | -9.03% | -26.92% | -8.00% | -6.38% | -6.06% | 3.33% | -6.39% | 36.81% | -26.30% | 39.46% | -22.60% | -21.28% |
| 2020 | 26.29% | 102.20% | 18.92% | -31.21% | -20.75% | 9.98% | -9.17% | 23.70% | 2.52% | 16.60% | -35.40% | 0.94% | 59.44% |
| 2019 | -35.62% | -15.17% | -3.20% | -0.12% | 39.94% | -14.94% | -4.96% | 19.22% | -10.54% | -13.33% | -8.76% | 6.63% | -46.28% |
| 2018 | 25.32% | 12.01% | 21.22% | -21.06% | -20.32% | 24.43% | -8.19% | -16.33% | 3.37% | 75.63% | -17.51% | 30.89% | 100.51% |
| 2017 | -14.33% | -4.83% | -13.60% | -1.87% | 12.23% | 36.09% | -9.88% | -9.70% | -3.35% | 8.74% | 5.78% | -1.57% | -6.00% |
| 2016 | 20.43% | -0.38% | -28.45% | 14.54% | -20.98% | 15.28% | -20.53% | 9.81% | 0.72% | 25.05% | -21.69% | 10.24% | -15.03% |
| 2015 | 9.93% | -32.28% | 18.26% | -4.51% | -10.66% | 31.12% | -24.56% | 105.07% | -10.36% | -35.50% | 4.62% | 8.45% | -0.05% |
| 2014 | 22.86% | -20.88% | 20.72% | -2.43% | -22.12% | -11.33% | 37.76% | -24.44% | 43.67% | -13.42% | -6.77% | 33.24% | 27.20% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^VXN is 60, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for CBOE NASDAQ 100 Voltility Index (^VXN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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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 CBOE NASDAQ 100 Voltility Index. 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 CBOE NASDAQ 100 Voltility Index was 87.50%, occurring on Mar 20, 2017. The portfolio has not yet recovered.
The current CBOE NASDAQ 100 Voltility Index drawdown is 72.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.5% | Sep 21, 2001 | 3901 | Mar 20, 2017 | — | — | — |
| -45% | Apr 25, 2001 | 48 | Jul 2, 2001 | 52 | Sep 20, 2001 | 100 |
| -16.63% | Apr 9, 2001 | 4 | Apr 12, 2001 | 7 | Apr 24, 2001 | 11 |
| -13.99% | Mar 5, 2001 | 17 | Mar 27, 2001 | 8 | Apr 6, 2001 | 25 |
| -4.78% | Feb 5, 2001 | 2 | Feb 6, 2001 | 3 | Feb 9, 2001 | 5 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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