Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^XII Performance Chart
NYSE Arca Institutional Index (^XII) is up 7.8% since the beginning of the year. ^XII is currently trading at $3,874 per share. Investors who bought $1,000 worth of ^XII shares 5 years ago would now be looking at an investment worth $1,810.
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Returns By Period
NYSE Arca Institutional Index (^XII) has returned 7.77% so far this year and 19.68% over the past 12 months. Looking at the last ten years, ^XII has achieved an annualized return of 14.96%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.
NYSE Arca Institutional Index
- 1D
- 0.85%
- 1M
- -0.69%
- 6M
- 7.45%
- YTD
- 7.77%
- 1Y
- 19.68%
- 3Y*
- 20.68%
- 5Y*
- 12.60%
- 10Y*
- 14.96%
- ALL TIME*
- 9.16%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^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 +0.83%. At this rate, an investment would double in approximately 7.0 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% | 11.88% | 6.68% | -1.51% | -2.04% | 7.77% | |||||
| 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 0.97 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
- 0.01%
- Beta
- 1.01
- R²
- 0.97
- Upside Capture
- 100.02%
- Downside Capture
- 99.73%
Return for Risk
Risk / Return Rank
^XII ranks 36 for risk / return — above 36% of indices peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return 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 | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.00 | -0.47 |
| Martin ratioReturn relative to average drawdown | 5.44 | 8.49 | -3.05 |
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 4.22%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-64.23%Mar 2009 | 8y 11mo | 7y 4mo | 16y 3moMar 2000 - Jul 2016 | Financial crisis2007–2009 |
-34.47%Oct 1987 | 1mo 24d | 1y 9mo | 1y 11moAug 1987 - Aug 1989 | Black Monday1987 |
-30.08%Mar 2020 | 1mo 2d | 3mo 17d | 4mo 19dFeb 2020 - Jul 2020 | COVID crash2020 |
-28.97%Oct 2022 | 9mo 11d | 1y 3mo | 2y 15dJan 2022 - Jan 2024 | Bear market2022 |
-20.71%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 | 2025 selloff2025 |
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 | -4.22% | -1.58% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -16.15% | -10.70% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.14% | +1.07% |
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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