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NYSE Arca Major Market Index (^XMI)

Index · Currency in USD · Last updated May 27, 2023

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in NYSE Arca Major Market Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


2,300.00%2,350.00%2,400.00%2,450.00%2,500.00%2,550.00%December2023FebruaryMarchAprilMay
2,493.16%
2,558.70%
^XMI (NYSE Arca Major Market Index)
Benchmark (^GSPC)

S&P 500

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NYSE Arca Major Market Index

Return

NYSE Arca Major Market Index had a return of 4.04% year-to-date (YTD) and 3.78% in the last 12 months. Over the past 10 years, NYSE Arca Major Market Index had an annualized return of 6.38%, while the S&P 500 had an annualized return of 10.02%, indicating that NYSE Arca Major Market Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-2.72%0.86%
Year-To-Date4.04%9.53%
6 months2.85%6.09%
1 year3.78%1.14%
5 years (annualized)4.70%9.16%
10 years (annualized)6.38%10.02%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.86%-2.82%2.66%3.22%
202213.79%6.24%-3.20%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Major Market Index (^XMI) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^XMI
NYSE Arca Major Market Index
0.42
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current NYSE Arca Major Market Index Sharpe ratio is 0.42. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.42
0.27
^XMI (NYSE Arca Major Market Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-4.43%
-12.32%
^XMI (NYSE Arca Major Market Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the NYSE Arca Major Market Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the NYSE Arca Major Market Index is 47.65%, recorded on Mar 9, 2009. It took 760 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.65%Oct 15, 2007352Mar 9, 2009760Mar 13, 20121112
-38.91%Feb 13, 202027Mar 23, 2020233Feb 24, 2021260
-36.2%Aug 26, 198738Oct 19, 1987470Aug 28, 1989508
-33.18%Jan 18, 2000789Mar 11, 2003912Oct 20, 20061701
-21.5%Jan 5, 2022186Sep 30, 2022

Volatility Chart

The current NYSE Arca Major Market Index volatility is 3.25%, 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%December2023FebruaryMarchAprilMay
3.25%
3.82%
^XMI (NYSE Arca Major Market Index)
Benchmark (^GSPC)