NYSE American Composite Index (^XAX)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in NYSE American Composite 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 American Composite Index had a return of -6.16% year-to-date (YTD) and -9.48% in the last 12 months. Over the past 10 years, NYSE American Composite Index had an annualized return of 5.10%, while the S&P 500 had an annualized return of 10.01%, indicating that NYSE American Composite Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -7.59% | 0.86% |
| Year-To-Date | -6.16% | 9.53% |
| 6 months | -16.55% | 6.26% |
| 1 year | -9.48% | 1.14% |
| 5 years (annualized) | 7.14% | 9.31% |
| 10 years (annualized) | 5.10% | 10.01% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.26% | -3.30% | 0.59% | -1.75% | ||||||||
| 2022 | 12.22% | 2.59% | -11.79% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for NYSE American Composite Index (^XAX) 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 | |
|---|---|---|---|---|---|
^XAX NYSE American Composite Index | -0.27 | ||||
^GSPC S&P 500 | 0.17 |
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 American Composite 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 American Composite Index is 54.41%, recorded on Nov 20, 2008. It took 1328 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.41% | Nov 7, 2007 | 263 | Nov 20, 2008 | 1328 | Mar 5, 2014 | 1591 |
| -53.51% | Jul 7, 2014 | 1432 | Mar 18, 2020 | 248 | Mar 12, 2021 | 1680 |
| -25.52% | Mar 24, 2000 | 583 | Jul 23, 2002 | 320 | Oct 28, 2003 | 903 |
| -25.2% | Apr 23, 1998 | 118 | Oct 8, 1998 | 134 | Apr 22, 1999 | 252 |
| -19.28% | Jun 8, 2022 | 25 | Jul 14, 2022 | 29 | Aug 24, 2022 | 54 |
Volatility Chart
The current NYSE American Composite Index volatility is 6.76%, 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.