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Performance
^XII Performance Chart
NYSE Arca Institutional Index (^XII) is up 9.9% since the beginning of the year. ^XII is currently trading at $3,949 per share. Investors who bought $1,000 worth of ^XII shares 5 years ago would now be looking at an investment worth $1,914.
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Returns By Period
NYSE Arca Institutional Index (^XII) has returned 9.85% so far this year and 28.93% over the past 12 months. Looking at the last ten years, ^XII has achieved an annualized return of 15.90%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
NYSE Arca Institutional Index
- 1D
- -0.43%
- 1M
- 0.21%
- YTD
- 9.85%
- 6M
- 9.60%
- 1Y
- 28.93%
- 3Y*
- 23.15%
- 5Y*
- 13.86%
- 10Y*
- 15.90%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
^XII Monthly Returns History
Based on dividend-adjusted daily data since Oct 3, 1986, ^XII's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Jan 1987 with a return of +13.1%, while the worst month was Oct 1987 at -19.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^XII closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.0%, while the worst single day was Oct 19, 1987 at -21.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.29% | -2.20% | -4.59% | 11.88% | 6.68% | -1.65% | 9.85% | ||||||
| 2025 | 2.28% | -2.08% | -6.98% | -0.32% | 7.36% | 5.96% | 3.04% | 1.34% | 4.78% | 3.61% | -1.06% | 0.06% | 18.55% |
| 2024 | 2.76% | 6.31% | 2.18% | -4.00% | 6.11% | 6.08% | -0.35% | 2.45% | 2.15% | -0.70% | 5.42% | -0.22% | 31.39% |
| 2023 | 6.05% | -1.81% | 5.47% | 2.08% | 2.72% | 6.42% | 2.66% | -1.04% | -5.17% | -1.66% | 9.23% | 3.53% | 31.30% |
| 2022 | -5.59% | -4.67% | 4.15% | -10.19% | -0.74% | -8.04% | 9.79% | -4.92% | -9.39% | 6.69% | 4.39% | -6.75% | -24.53% |
| 2021 | -0.68% | 0.59% | 2.69% | 5.21% | -0.59% | 3.89% | 2.00% | 3.08% | -5.06% | 7.95% | -0.11% | 3.12% | 23.73% |
Benchmark Metrics
NYSE Arca Institutional Index has an annualized alpha of 0.07%, beta of 1.01, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 03, 1986.
- With beta of 1.01 and R2 of 0.97, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.07%
- Beta
- 1.01
- R²
- 0.97
- Upside Capture
- 100.02%
- Downside Capture
- 99.47%
Return for Risk
Risk / Return Rank
^XII ranks 67 for risk / return — better than 67% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NYSE Arca Institutional Index (^XII) 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.
| ^XII | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.78 | -0.23 |
| Martin ratioReturn relative to average drawdown | 9.99 | 12.44 | -2.45 |
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 NYSE Arca Institutional 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 NYSE Arca Institutional Index was 64.23%, occurring on Mar 9, 2009. Recovery took 1849 trading sessions.
The current NYSE Arca Institutional Index drawdown is 2.37%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -64.23%Mar 2009 | 8y 11mo | 7y 4mo | 16y 3moMar 2000 - Jul 2016 |
Black Monday1987 | -34.47%Oct 1987 | 1mo 24d | 1y 9mo | 1y 11moAug 1987 - Aug 1989 |
COVID crash2020 | -30.08%Mar 2020 | 1mo 2d | 3mo 17d | 4mo 19dFeb 2020 - Jul 2020 |
Bear market2022 | -28.97%Oct 2022 | 9mo 11d | 1y 3mo | 2y 15dJan 2022 - Jan 2024 |
2025 selloff2025 | -20.71%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 |
Drawdown Indicators
| ^XII | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.23% | -56.78% | -7.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -9.10% | -2.28% |
Max Drawdown (3Y)Largest decline over 3 years | -20.71% | -18.90% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -28.97% | -25.43% | -3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -30.08% | -33.92% | +3.84% |
Current DrawdownCurrent decline from peak | -2.37% | -1.80% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -16.19% | -10.71% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.03% | +0.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^XII
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