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NASDAQ Composite Total Return Index (^XCMP)

Index · Currency in USD · Last updated Dec 7, 2023
Summary

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in NASDAQ Composite Total Return Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.38%
6.60%
^XCMP (NASDAQ Composite Total Return Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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NASDAQ Composite Total Return Index

Return

NASDAQ Composite Total Return Index had a return of 36.24% year-to-date (YTD) and 29.53% in the last 12 months. Over the past 10 years, NASDAQ Composite Total Return Index had an annualized return of 14.46%, outperforming the S&P 500 benchmark which had an annualized return of 9.70%.


PeriodReturnBenchmark
Year-To-Date36.24%18.49%
1 month4.77%4.20%
6 months8.38%6.60%
1 year29.53%15.43%
5 years (annualized)16.25%11.59%
10 years (annualized)14.46%9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20235.93%6.65%4.08%-2.05%-5.77%-2.76%10.83%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^XCMP
NASDAQ Composite Total Return Index
1.48
^GSPC
S&P 500
1.00

Sharpe Ratio

The current NASDAQ Composite Total Return Index Sharpe ratio is 1.48. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.48
1.00
^XCMP (NASDAQ Composite Total Return Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-10.39%
-5.15%
^XCMP (NASDAQ Composite Total Return Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NASDAQ Composite Total Return 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 NASDAQ Composite Total Return Index was 35.83%, occurring on Dec 28, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.83%Nov 22, 2021277Dec 28, 2022
-30.04%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-23.37%Sep 4, 201878Dec 24, 201881Apr 23, 2019159
-18.49%Jul 8, 201161Oct 3, 201184Feb 2, 2012145
-17.65%Jul 21, 2015143Feb 11, 2016116Jul 28, 2016259

Volatility Chart

The current NASDAQ Composite Total Return Index volatility is 3.85%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.85%
2.92%
^XCMP (NASDAQ Composite Total Return Index)
Benchmark (^GSPC)