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

Share Price Chart


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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.


2,100.00%2,200.00%2,300.00%2,400.00%2,500.00%2,600.00%JulyAugustSeptemberOctoberNovemberDecember
2,469.37%
2,410.33%
^XII (NYSE Arca Institutional Index)
Benchmark (^GSPC)

Returns By Period

NYSE Arca Institutional Index had a return of 31.41% year-to-date (YTD) and 31.17% in the last 12 months. Over the past 10 years, NYSE Arca Institutional Index had an annualized return of 12.89%, outperforming the S&P 500 benchmark which had an annualized return of 11.01%.


^XII

YTD

31.41%

1M

1.90%

6M

8.23%

1Y

31.17%

5Y*

15.14%

10Y*

12.89%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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%2.15%-0.70%5.42%31.41%
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

With an overall rank of 91, ^XII is among the top 9% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^XII is 9191
Overall Rank
The Sharpe Ratio Rank of ^XII is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XII is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^XII is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ^XII is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^XII is 8888
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for ^XII, currently valued at 2.14, compared to the broader market-1.000.001.002.002.141.90
The chart of Sortino ratio for ^XII, currently valued at 2.82, compared to the broader market-1.000.001.002.003.002.822.54
The chart of Omega ratio for ^XII, currently valued at 1.39, compared to the broader market0.800.901.001.101.201.301.401.391.35
The chart of Calmar ratio for ^XII, currently valued at 2.85, compared to the broader market0.001.002.003.004.002.852.81
The chart of Martin ratio for ^XII, currently valued at 12.06, compared to the broader market0.005.0010.0015.0012.0612.39
^XII
^GSPC

The current NYSE Arca Institutional Index Sharpe ratio is 2.14. 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.14
1.90
^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%JulyAugustSeptemberOctoberNovemberDecember
-3.12%
-3.58%
^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 3.12%.


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 4.04%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.04%
3.64%
^XII (NYSE Arca Institutional Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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