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Performance
Performance Chart
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.
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Returns By Period
NYSE American Composite Index (^XAX) has returned 28.53% so far this year and 72.84% over the past 12 months. Looking at the last ten years, ^XAX has achieved an annualized return of 14.73%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
NYSE American Composite Index
- 1D
- 2.13%
- 1M
- 0.74%
- YTD
- 28.53%
- 6M
- 26.32%
- 1Y
- 72.84%
- 3Y*
- 27.34%
- 5Y*
- 26.04%
- 10Y*
- 14.73%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 27, 1995, ^XAX's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +26.2%, while the worst month was Mar 2020 at -30.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^XAX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.3%, while the worst single day was Mar 9, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.31% | 13.60% | 0.74% | 28.53% | |||||||||
| 2025 | 4.55% | 0.41% | 3.79% | -3.59% | 5.52% | 11.30% | 3.36% | 11.13% | 5.21% | -0.83% | 7.81% | -8.07% | 46.53% |
| 2024 | -2.07% | 0.10% | 8.20% | -1.19% | 3.33% | -2.93% | 5.96% | 1.58% | -2.24% | 2.84% | 0.30% | -10.61% | 2.00% |
| 2023 | 6.26% | -3.30% | 0.59% | -1.75% | -7.82% | 8.04% | 4.83% | 2.16% | 2.52% | -3.14% | 4.53% | -1.19% | 11.10% |
| 2022 | 5.05% | 10.36% | 5.20% | -1.91% | 3.75% | -8.53% | 6.52% | 3.00% | -4.62% | 12.22% | 2.59% | -11.79% | 20.66% |
| 2021 | 2.34% | 7.68% | 4.37% | 8.37% | 9.49% | -1.58% | -4.84% | 0.24% | 6.81% | 5.60% | -1.68% | 2.17% | 45.17% |
Benchmark Metrics
NYSE American Composite Index has an annualized alpha of 4.63%, beta of 0.67, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since December 28, 1995.
- This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.46%) than losses (77.06%) — typical of diversified or defensive assets.
- Beta of 0.67 may look defensive, but with R² of 0.46 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.46 means the benchmark explains less than half of this index's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 4.63%
- Beta
- 0.67
- R²
- 0.46
- Upside Capture
- 84.46%
- Downside Capture
- 77.06%
Return for Risk
Risk / Return Rank
^XAX ranks 98 for risk / return — in the top 98% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NYSE American Composite Index (^XAX) and compare them to a chosen benchmark (S&P 500 Index).
| ^XAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.13 | 0.90 | +2.23 |
Sortino ratioReturn per unit of downside risk | 3.63 | 1.39 | +2.24 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.21 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 4.97 | 1.40 | +3.57 |
Martin ratioReturn relative to average drawdown | 20.61 | 6.61 | +14.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^XAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 NYSE American Composite 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 NYSE American Composite Index was 54.41%, occurring on Nov 20, 2008. Recovery took 1328 trading sessions.
The current NYSE American Composite Index drawdown is 0.40%.
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
Volatility Chart
The chart below shows the rolling one-month volatility.
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