NYSE Arca Airline Index (^XAL)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in NYSE Arca Airline Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
NYSE Arca Airline Index had a return of 20.04% year-to-date (YTD) and -8.75% in the last 12 months. Over the past 10 years, NYSE Arca Airline Index had an annualized return of 1.30%, while the S&P 500 had an annualized return of 9.88%, indicating that NYSE Arca Airline Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 7.94% | 1.46% |
| Year-To-Date | 20.04% | 8.86% |
| 6 months | 3.71% | 2.53% |
| 1 year | -8.75% | 1.92% |
| 5 years (annualized) | -9.68% | 8.94% |
| 10 years (annualized) | 1.30% | 9.88% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 20.04% | -4.56% | -1.17% | -0.23% | ||||||||
| 2022 | 4.27% | -14.19% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Airline Index (^XAL) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^XAL NYSE Arca Airline Index | -0.36 | ||||
^GSPC S&P 500 | 0.02 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the NYSE Arca Airline 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 NYSE Arca Airline Index is 93.94%, recorded on Mar 9, 2009. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.94% | Jul 15, 1998 | 2679 | Mar 9, 2009 | — | — | — |
| -23.94% | Apr 8, 1996 | 130 | Oct 9, 1996 | 134 | Apr 22, 1997 | 264 |
| -13.26% | Mar 17, 1998 | 53 | Jun 1, 1998 | 24 | Jul 6, 1998 | 77 |
| -10.15% | Jul 28, 1995 | 13 | Aug 15, 1995 | 17 | Sep 8, 1995 | 30 |
| -10.11% | Oct 22, 1997 | 4 | Oct 27, 1997 | 24 | Dec 1, 1997 | 28 |
Volatility Chart
The current NYSE Arca Airline Index volatility is 9.79%, 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.