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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NYSE Arca Institutional 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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Returns By Period
NYSE Arca Institutional Index (^XII) has returned -6.42% so far this year and 19.09% over the past 12 months. Looking at the last ten years, ^XII has achieved an annualized return of 13.82%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
NYSE Arca Institutional Index
- 1D
- 3.49%
- 1M
- -4.59%
- YTD
- -6.42%
- 6M
- -4.02%
- 1Y
- 19.09%
- 3Y*
- 20.34%
- 5Y*
- 11.46%
- 10Y*
- 13.82%
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%
Monthly Returns
Based on dividend-adjusted daily data since Oct 2, 1986, ^XII's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 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 53% 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% | -6.42% | |||||||||
| 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 0.01%, beta of 1.01, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 03, 1986.
- With beta of 1.01 and R² of 0.98, 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
- 0.01%
- Beta
- 1.01
- R²
- 0.98
- Upside Capture
- 99.76%
- Downside Capture
- 99.48%
Return for Risk
Risk / Return Rank
^XII ranks 68 for risk / return — better than 68% 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 a chosen benchmark (S&P 500 Index).
| ^XII | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 0.90 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.39 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.40 | +0.21 |
Martin ratioReturn relative to average drawdown | 6.19 | 6.61 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^XII 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 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 1848 trading sessions.
The current NYSE Arca Institutional Index drawdown is 8.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.23% | Mar 27, 2000 | 2250 | Mar 9, 2009 | 1848 | Jul 12, 2016 | 4098 |
| -34.49% | Aug 26, 1987 | 38 | Oct 19, 1987 | 455 | Aug 7, 1989 | 493 |
| -30.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -28.97% | Jan 4, 2022 | 195 | Oct 12, 2022 | 318 | Jan 19, 2024 | 513 |
| -20.71% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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