CBOE NASDAQ 100 Voltility Index (^VXN)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CBOE NASDAQ 100 Voltility Index, 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
CBOE NASDAQ 100 Voltility Index had a return of 9.09% year-to-date (YTD) and 31.38% in the last 12 months. Over the past 10 years, CBOE NASDAQ 100 Voltility Index had an annualized return of 0.15%, while the S&P 500 had an annualized return of 11.26%, indicating that CBOE NASDAQ 100 Voltility Index did not perform as well as the benchmark.
^VXN
9.09%
32.82%
25.90%
31.38%
6.87%
0.15%
^GSPC (Benchmark)
-0.93%
-3.71%
3.77%
21.81%
12.17%
11.26%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 37, 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.
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 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 87.21%, occurring on Mar 20, 2017. The portfolio has not yet recovered.
The current CBOE NASDAQ 100 Voltility Index drawdown is 73.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.21% | Nov 21, 2008 | 2096 | Mar 20, 2017 | — | — | — |
| -82.42% | Sep 21, 2001 | 970 | Jul 28, 2005 | 810 | Oct 15, 2008 | 1780 |
| -42.69% | Apr 25, 2001 | 47 | Jun 29, 2001 | 53 | Sep 20, 2001 | 100 |
| -35.26% | Oct 28, 2008 | 6 | Nov 4, 2008 | 12 | Nov 20, 2008 | 18 |
| -18.21% | Oct 16, 2008 | 3 | Oct 20, 2008 | 4 | Oct 24, 2008 | 7 |
Volatility
Volatility Chart
The current CBOE NASDAQ 100 Voltility Index volatility is 49.28%, 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.