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ARCA Computer Technology Index (^XCI)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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ARCA Computer Technology Index

Popular comparisons: ^XCI vs. QQQ, ^XCI vs. TMFC, ^XCI vs. VGT, ^XCI vs. XLK

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.


3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%December2024FebruaryMarchAprilMay
5,230.29%
3,117.44%
^XCI (ARCA Computer Technology Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

ARCA Computer Technology Index had a return of 24.09% year-to-date (YTD) and 43.98% in the last 12 months. Over the past 10 years, ARCA Computer Technology Index had an annualized return of 22.21%, outperforming the S&P 500 benchmark which had an annualized return of 10.62%.


PeriodReturnBenchmark
Year-To-Date24.09%10.42%
1 month11.19%2.95%
6 months27.51%15.74%
1 year43.98%25.24%
5 years (annualized)30.03%13.90%
10 years (annualized)22.21%10.62%

Monthly Returns

The table below presents the monthly returns of ^XCI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.43%7.12%2.64%-4.80%24.09%
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%
2022-7.26%-5.85%4.36%-12.27%-1.69%-9.33%11.96%-5.83%-12.73%4.93%6.68%-8.60%-32.92%
20210.53%0.23%3.12%6.60%-0.68%7.54%4.22%5.10%-6.82%8.83%4.81%3.47%42.52%
20203.83%-7.11%-7.42%14.57%6.40%6.82%6.27%13.08%-6.77%-3.59%8.82%5.32%43.93%
20198.90%4.28%5.12%6.64%-9.96%8.74%4.43%-3.17%2.59%4.52%5.20%4.88%49.12%
20186.64%0.48%-4.43%0.49%7.64%-0.89%1.41%7.28%-0.50%-7.79%-3.68%-8.50%-3.42%
20174.92%5.05%3.10%2.01%3.36%-2.47%4.34%3.65%-0.05%8.61%0.35%0.00%37.69%
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%12.84%
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%3.89%
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%19.63%
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%24.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^XCI is 90, placing it in the top 10% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^XCI is 9090
^XCI (ARCA Computer Technology Index)
The Sharpe Ratio Rank of ^XCI is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of ^XCI is 8787Sortino Ratio Rank
The Omega Ratio Rank of ^XCI is 8585Omega Ratio Rank
The Calmar Ratio Rank of ^XCI is 9595Calmar Ratio Rank
The Martin Ratio Rank of ^XCI is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ARCA Computer Technology Index (^XCI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^XCI
Sharpe ratio
The chart of Sharpe ratio for ^XCI, currently valued at 2.35, compared to the broader market-1.000.001.002.003.002.35
Sortino ratio
The chart of Sortino ratio for ^XCI, currently valued at 3.23, compared to the broader market-2.00-1.000.001.002.003.004.003.23
Omega ratio
The chart of Omega ratio for ^XCI, currently valued at 1.39, compared to the broader market0.801.001.201.401.39
Calmar ratio
The chart of Calmar ratio for ^XCI, currently valued at 4.32, compared to the broader market0.001.002.003.004.005.004.32
Martin ratio
The chart of Martin ratio for ^XCI, currently valued at 12.52, compared to the broader market0.005.0010.0015.0020.0012.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.15, compared to the broader market-2.00-1.000.001.002.003.004.003.15
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.001.002.003.004.005.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.37, compared to the broader market0.005.0010.0015.0020.008.37

Sharpe Ratio

The current ARCA Computer Technology Index Sharpe ratio is 2.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ARCA Computer Technology Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.35
2.21
^XCI (ARCA Computer Technology Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.27%
-1.02%
^XCI (ARCA Computer Technology Index)
Benchmark (^GSPC)

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 0.27%.


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, 2021215Nov 3, 2022153Jun 15, 2023368
-29.62%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-24.96%Oct 4, 201856Dec 24, 201875Apr 12, 2019131

Volatility

Volatility Chart

The current ARCA Computer Technology Index volatility is 5.18%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
5.18%
3.13%
^XCI (ARCA Computer Technology Index)
Benchmark (^GSPC)