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NYSE Arca Institutional Index (^XII)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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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.


2,000.00%2,100.00%2,200.00%2,300.00%2,400.00%AprilMayJuneJulyAugustSeptember
2,347.98%
2,353.05%
^XII (NYSE Arca Institutional Index)
Benchmark (^GSPC)

Returns By Period

NYSE Arca Institutional Index had a return of 25.20% year-to-date (YTD) and 39.04% in the last 12 months. Over the past 10 years, NYSE Arca Institutional Index had an annualized return of 12.79%, outperforming the S&P 500 benchmark which had an annualized return of 11.29%.


PeriodReturnBenchmark
Year-To-Date25.20%20.30%
1 month2.65%2.61%
6 months12.15%9.21%
1 year39.04%33.46%
5 years (annualized)16.31%14.17%
10 years (annualized)12.79%11.29%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.76%6.31%2.18%-4.00%6.11%6.08%-0.35%2.45%25.20%
20236.05%-1.81%5.47%2.08%2.72%6.42%2.66%-1.04%-5.17%-1.66%9.23%3.53%31.30%
2022-6.00%-4.67%4.15%-10.19%-0.74%-8.04%9.79%-4.92%-9.39%6.69%4.39%-6.75%-24.85%
2021-0.68%0.59%2.69%5.21%-0.59%3.89%2.00%3.08%-5.06%7.95%-0.11%3.56%24.27%
20200.51%-7.79%-9.03%12.77%3.90%3.02%6.69%10.07%-4.55%-3.78%9.20%3.96%24.60%
20197.12%3.15%2.41%4.21%-6.87%7.05%1.29%-1.23%1.18%2.90%3.80%3.38%31.40%
20187.13%-3.87%-3.76%0.24%3.04%0.43%3.57%3.78%0.64%-6.73%1.47%-9.01%-4.23%
20171.60%4.35%0.22%1.05%1.00%0.74%2.57%0.80%1.20%2.97%2.38%0.79%21.47%
2016-4.35%-1.32%6.09%-0.21%1.80%0.35%3.40%0.24%0.03%-1.98%1.99%2.26%8.21%
2015-3.55%5.64%-2.59%1.50%1.28%-1.76%3.19%-6.68%-2.15%8.73%-0.04%-1.01%1.61%
2014-4.16%3.46%0.82%0.61%2.11%1.32%-0.59%3.48%-0.92%1.90%2.35%-1.02%9.49%
20134.10%1.25%2.89%2.07%2.03%-1.86%4.64%-3.38%2.49%4.76%3.19%2.18%26.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ^XII is 81, placing it in the top 19% 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 ^XII is 8181
^XII (NYSE Arca Institutional Index)
The Sharpe Ratio Rank of ^XII is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of ^XII is 8282Sortino Ratio Rank
The Omega Ratio Rank of ^XII is 8282Omega Ratio Rank
The Calmar Ratio Rank of ^XII is 8282Calmar Ratio Rank
The Martin Ratio Rank of ^XII is 7171Martin 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 NYSE Arca Institutional Index (^XII) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^XII
Sharpe ratio
The chart of Sharpe ratio for ^XII, currently valued at 2.72, compared to the broader market-1.000.001.002.003.002.72
Sortino ratio
The chart of Sortino ratio for ^XII, currently valued at 3.55, compared to the broader market-1.000.001.002.003.003.55
Omega ratio
The chart of Omega ratio for ^XII, currently valued at 1.49, compared to the broader market1.001.201.401.601.49
Calmar ratio
The chart of Calmar ratio for ^XII, currently valued at 2.63, compared to the broader market0.001.002.003.004.005.006.002.63
Martin ratio
The chart of Martin ratio for ^XII, currently valued at 14.65, compared to the broader market0.005.0010.0015.0020.0025.0014.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.73, compared to the broader market-1.000.001.002.003.002.73
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.64, compared to the broader market-1.000.001.002.003.003.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.201.401.601.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.42, compared to the broader market0.001.002.003.004.005.006.002.42
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.69, compared to the broader market0.005.0010.0015.0020.0025.0016.69

Sharpe Ratio

The current NYSE Arca Institutional Index Sharpe ratio is 2.72. 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 NYSE Arca Institutional 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 Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.72
2.73
^XII (NYSE Arca Institutional Index)
Benchmark (^GSPC)

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.85%
-0.13%
^XII (NYSE Arca Institutional Index)
Benchmark (^GSPC)

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 0.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.23%Mar 27, 20002250Mar 9, 20091848Jul 12, 20164098
-34.49%Aug 26, 198738Oct 19, 1987455Aug 7, 1989493
-30.08%Feb 20, 202023Mar 23, 202074Jul 8, 202097
-28.97%Jan 4, 2022195Oct 12, 2022318Jan 19, 2024513
-19.91%Oct 4, 201856Dec 24, 201881Apr 23, 2019137

Volatility

Volatility Chart

The current NYSE Arca Institutional Index volatility is 4.93%, 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%AprilMayJuneJulyAugustSeptember
4.93%
4.00%
^XII (NYSE Arca Institutional Index)
Benchmark (^GSPC)