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ARCA Computer Technology Index (^XCI)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ARCA Computer Technology 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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S&P 500 Index

Returns By Period

ARCA Computer Technology Index (^XCI) has returned -9.72% so far this year and 31.20% over the past 12 months. Looking at the last ten years, ^XCI has achieved an annualized return of 23.24%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


ARCA Computer Technology Index

1D
4.42%
1M
-4.77%
YTD
-9.72%
6M
-8.08%
1Y
31.20%
3Y*
29.06%
5Y*
19.58%
10Y*
23.24%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 15, 1983, ^XCI's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Oct 2002 with a return of +22.1%, while the worst month was Aug 1983 at -50.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^XCI closed higher 53% of trading days. The best single day was Jan 3, 2001 with a return of +16.2%, while the worst single day was Aug 25, 1983 at -51.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.03%-5.17%-4.77%-9.72%
2025-1.82%-1.68%-9.77%0.17%12.29%10.58%6.34%0.43%7.45%5.46%-2.52%-0.97%26.59%
20244.43%7.12%2.64%-4.80%11.02%9.34%-2.50%1.34%3.39%-0.72%3.39%2.26%42.26%
20239.60%1.39%13.43%2.51%10.05%6.64%3.41%-1.25%-6.40%0.04%11.24%3.31%66.65%
2022-6.59%-5.85%4.36%-12.27%-1.69%-9.33%11.96%-5.83%-12.73%4.93%6.68%-8.60%-32.43%
20210.53%0.23%3.12%6.60%-0.68%7.54%4.22%5.10%-6.82%8.83%4.81%2.72%41.49%

Benchmark Metrics

ARCA Computer Technology Index has an annualized alpha of 1.48%, beta of 1.20, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since August 16, 1983.

  • This index captured 125.97% of S&P 500 Index gains and 117.94% of its losses — amplifying both gains and losses, but participating more in upside than downside.

Alpha
1.48%
Beta
1.20
0.64
Upside Capture
125.97%
Downside Capture
117.94%

Return for Risk

Risk / Return Rank

^XCI ranks 74 for risk / return — better than 74% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


^XCI Risk / Return Rank: 7474
Overall Rank
^XCI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
^XCI Sortino Ratio Rank: 8383
Sortino Ratio Rank
^XCI Omega Ratio Rank: 7979
Omega Ratio Rank
^XCI Calmar Ratio Rank: 6969
Calmar Ratio Rank
^XCI Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) and compare them to a chosen benchmark (S&P 500 Index).


^XCIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.90

+0.26

Sortino ratio

Return per unit of downside risk

1.80

1.39

+0.41

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

1.66

1.40

+0.26

Martin ratio

Return relative to average drawdown

5.29

6.61

-1.32

Explore ^XCI 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 ARCA Computer Technology 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 ARCA Computer Technology Index was 77.19%, occurring on Oct 9, 2002. Recovery took 3475 trading sessions.

The current ARCA Computer Technology Index drawdown is 15.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.19%Mar 28, 2000636Oct 9, 20023475Aug 1, 20164111
-59.5%Aug 18, 1983210Jun 15, 19842746Apr 26, 19952956
-37.04%Dec 28, 2021216Nov 3, 2022153Jun 15, 2023369
-29.62%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-26.74%Dec 27, 202469Apr 8, 202552Jun 24, 2025121

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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