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Performance

^XCI Performance Chart

ARCA Computer Technology Index (^XCI) is up 13.5% since the beginning of the year. ^XCI is currently trading at $17,482 per share. Investors who bought $1,000 worth of ^XCI shares 5 years ago would now be looking at an investment worth $2,798.


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S&P 500 Index

Returns By Period

ARCA Computer Technology Index (^XCI) has returned 13.47% so far this year and 39.38% over the past 12 months. Looking at the last ten years, ^XCI has achieved an annualized return of 27.00%, outperforming the S&P 500 Index benchmark, which averaged 13.71% per year.


ARCA Computer Technology Index

1D
-2.93%
1M
-2.92%
YTD
13.47%
6M
12.60%
1Y
39.38%
3Y*
31.87%
5Y*
22.85%
10Y*
27.00%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^XCI Monthly Returns History

Based on dividend-adjusted daily data since Aug 26, 1983, ^XCI's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 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 Oct 1987 at -23.9%. 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 Oct 19, 1987 at -22.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.03%-5.17%-4.77%18.64%13.46%-6.63%13.47%
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 2.91%, beta of 1.20, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since August 26, 1983.

  • This index captured 136.40% of S&P 500 Index gains and 118.25% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This index generated an annualized alpha of 2.91% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.91%
Beta
1.20
0.70
Upside Capture
136.40%
Downside Capture
118.25%

Return for Risk

Risk / Return Rank

^XCI ranks 59 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.


^XCI Risk / Return Rank: 5959
Overall Rank
^XCI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^XCI Sortino Ratio Rank: 6868
Sortino Ratio Rank
^XCI Omega Ratio Rank: 6363
Omega Ratio Rank
^XCI Calmar Ratio Rank: 4646
Calmar Ratio Rank
^XCI Martin Ratio Rank: 4646
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^XCIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.31

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

2.10

2.46

-0.36

Martin ratioReturn relative to average drawdown

6.41

10.92

-4.51

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 3476 trading sessions.

The current ARCA Computer Technology Index drawdown is 8.66%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-77.19%Oct 2002
2y 6mo13y 10mo
16y 4moMar 2000 - Aug 2016
1990 bear market1990
-48.92%Oct 1990
3y 1mo4y 13d
7y 2moAug 1987 - Oct 1994
Bear market2022
-37.04%Nov 2022
10mo 10d7mo 14d
1y 5moDec 2021 - Jun 2023
COVID crash2020
-29.62%Mar 2020
1mo 2d2mo 17d
3mo 19dFeb 2020 - Jun 2020
2025 selloff2025
-26.74%Apr 2025
3mo 12d2mo 17d
5mo 29dDec 2024 - Jun 2025

Drawdown Indicators


^XCIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-77.19%

-56.78%

-20.41%

Max Drawdown (1Y)

Largest decline over 1 year

-18.85%

-9.10%

-9.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-18.90%

-7.84%

Max Drawdown (5Y)

Largest decline over 5 years

-37.04%

-25.43%

-11.61%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-33.92%

-3.12%

Current Drawdown

Current decline from peak

-8.66%

-3.21%

-5.45%

Average Drawdown

Average peak-to-trough decline

-25.25%

-10.71%

-14.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

2.04%

+4.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^XCI

Add ARCA Computer Technology Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^XCI