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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NYSE Arca Securities Broker/Dealer 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 Arca Securities Broker/Dealer Index (^XBD) has returned -3.24% so far this year and 22.92% over the past 12 months. Looking at the last ten years, ^XBD has achieved an annualized return of 19.73%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
NYSE Arca Securities Broker/Dealer Index
- 1D
- 3.18%
- 1M
- -3.12%
- YTD
- -3.24%
- 6M
- -7.00%
- 1Y
- 22.92%
- 3Y*
- 29.05%
- 5Y*
- 17.13%
- 10Y*
- 19.73%
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 Apr 15, 1994, ^XBD's average daily return is +0.08%, while the average monthly return is +1.47%. At this rate, your investment would double in approximately 4.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jan 1999 with a return of +28.5%, while the worst month was Aug 1998 at -31.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^XBD closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +19.3%, while the worst single day was Dec 1, 2008 at -17.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.81% | -4.71% | -3.12% | -3.24% | |||||||||
| 2025 | 11.96% | -2.69% | -8.02% | 2.49% | 10.91% | 8.24% | 4.82% | 0.55% | 1.92% | -2.54% | -1.46% | 0.09% | 27.31% |
| 2024 | -3.50% | 6.51% | 7.09% | -3.54% | 6.29% | 0.42% | 4.54% | 2.94% | 1.55% | 8.29% | 13.59% | -5.13% | 44.51% |
| 2023 | 9.30% | 0.20% | -6.17% | -2.04% | -3.02% | 7.56% | 8.58% | -1.90% | -3.70% | -4.17% | 6.92% | 12.42% | 24.08% |
| 2022 | -1.24% | 0.06% | -2.56% | -13.34% | 3.28% | -9.13% | 13.64% | 1.27% | -6.51% | 13.16% | 4.00% | -6.96% | -7.75% |
| 2021 | 0.03% | 13.73% | 2.37% | 4.75% | 2.43% | -0.58% | -1.37% | 4.48% | -3.65% | 5.53% | -5.19% | 4.47% | 28.94% |
Benchmark Metrics
NYSE Arca Securities Broker/Dealer Index has an annualized alpha of 4.88%, beta of 1.41, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since April 18, 1994.
- This index captured 168.18% of S&P 500 Index gains and 131.46% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This index generated an annualized alpha of 4.88% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.88%
- Beta
- 1.41
- R²
- 0.67
- Upside Capture
- 168.18%
- Downside Capture
- 131.46%
Return for Risk
Risk / Return Rank
^XBD ranks 58 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NYSE Arca Securities Broker/Dealer Index (^XBD) and compare them to a chosen benchmark (S&P 500 Index).
| ^XBD | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.90 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.39 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.40 | +0.11 |
Martin ratioReturn relative to average drawdown | 4.71 | 6.61 | -1.90 |
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 ^XBD 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 Arca Securities Broker/Dealer 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 Arca Securities Broker/Dealer Index was 80.20%, occurring on Nov 20, 2008. Recovery took 2283 trading sessions.
The current NYSE Arca Securities Broker/Dealer Index drawdown is 9.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -80.2% | Jun 4, 2007 | 373 | Nov 20, 2008 | 2283 | Dec 21, 2017 | 2656 |
| -54.69% | Sep 12, 2000 | 518 | Oct 7, 2002 | 322 | Jan 16, 2004 | 840 |
| -51.67% | Jul 20, 1998 | 57 | Oct 7, 1998 | 63 | Jan 7, 1999 | 120 |
| -41.25% | Feb 21, 2020 | 22 | Mar 23, 2020 | 159 | Nov 5, 2020 | 181 |
| -33.89% | Apr 14, 1999 | 131 | Oct 18, 1999 | 108 | Mar 22, 2000 | 239 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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