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ARCA Computer Technology Index (^XCI)

Index · Currency in USD · Last updated Sep 16, 2022

^XCIShare Price Chart


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^XCIPerformance

The chart shows the growth of $10,000 invested in ARCA Computer Technology Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $60,255 for a total return of roughly 502.55%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-19.37%
-12.55%
^XCI (ARCA Computer Technology Index)
Benchmark (^GSPC)

^XCIReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-15.55%-9.21%
6M-17.08%-10.48%
YTD-28.85%-18.15%
1Y-20.66%-11.96%
5Y18.10%9.32%
10Y16.36%10.36%

^XCIMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.26%-5.85%4.36%-12.27%-1.69%-9.33%11.96%-5.83%-5.30%
20210.53%0.23%3.12%6.60%-0.68%7.54%4.22%5.10%-6.82%8.83%4.81%3.47%
20203.83%-7.11%-7.42%14.57%6.40%6.82%6.27%13.08%-6.77%-3.59%8.82%5.32%
20198.90%4.28%5.12%6.64%-9.96%8.74%4.43%-3.17%2.59%4.52%5.20%4.88%
20186.64%0.48%-4.43%0.49%7.64%-0.89%1.41%7.28%-0.50%-7.79%-3.68%-8.50%
20174.92%5.05%3.10%2.01%3.36%-2.47%4.34%3.65%-0.05%8.61%0.35%-0.00%
2016-4.12%-2.28%9.33%-6.29%5.49%-2.55%7.76%1.95%2.29%-0.07%-0.23%2.06%
2015-3.46%6.97%-3.76%2.92%0.99%-4.34%3.01%-5.76%-0.74%11.08%0.90%-2.64%
2014-2.03%4.26%0.34%0.87%3.77%2.51%2.62%3.41%-0.52%0.17%5.49%-2.49%
2013-0.11%0.39%2.09%1.61%4.38%-4.03%3.99%-0.68%1.68%5.69%3.43%4.27%
20127.76%7.19%5.07%-2.34%-7.59%2.76%0.86%5.11%1.13%-7.72%-0.47%-0.37%
20113.84%0.65%-2.67%3.04%-2.54%-2.57%4.08%-6.52%-2.55%11.41%-2.09%-1.08%
2010-10.09%4.44%6.08%1.97%-8.40%-6.41%6.94%-8.19%11.87%7.01%-2.81%6.38%

^XCISharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ARCA Computer Technology Index Sharpe ratio is -0.68. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.68
-0.55
^XCI (ARCA Computer Technology Index)
Benchmark (^GSPC)

^XCIDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-29.77%
-18.66%
^XCI (ARCA Computer Technology Index)
Benchmark (^GSPC)

^XCIWorst Drawdowns

The table below shows the maximum drawdowns of the ARCA Computer Technology 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 ARCA Computer Technology Index is 31.63%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.63%Dec 28, 2021118Jun 16, 2022
-29.62%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-24.96%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-18.52%Apr 26, 201090Aug 31, 201046Nov 4, 2010136
-17.52%Feb 9, 2011134Aug 19, 2011105Jan 20, 2012239
-15.29%Sep 19, 201240Nov 15, 2012232Oct 18, 2013272
-15.23%Jul 21, 201526Aug 25, 201542Oct 23, 201568
-14.61%Dec 7, 201544Feb 9, 2016112Jul 20, 2016156
-14.49%Sep 3, 202014Sep 23, 202066Dec 28, 202080
-13.46%Apr 26, 201926Jun 3, 201928Jul 12, 201954

^XCIVolatility Chart

Current ARCA Computer Technology Index volatility is 40.48%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%AprilMayJuneJulyAugustSeptember
40.48%
30.28%
^XCI (ARCA Computer Technology Index)
Benchmark (^GSPC)