NYSE Arca Major Market Index (^XMI)
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Performance
Performance Chart
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Returns By Period
^XMI
N/A
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^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of ^XMI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.06% | 4.11% | 2.92% | -3.15% | 2.24% | -0.01% | 2.83% | 2.39% | 1.28% | -2.32% | 4.25% | 16.43% | |
| 2023 | 3.86% | -2.82% | 2.66% | 3.22% | -3.64% | 5.47% | 2.46% | -2.32% | -4.61% | -0.86% | 8.02% | 3.76% | 15.32% |
| 2022 | -0.65% | -1.87% | 1.00% | -5.16% | -0.02% | -7.76% | 6.67% | -3.78% | -9.54% | 13.79% | 6.24% | -3.20% | -6.42% |
| 2021 | -2.98% | 4.13% | 6.23% | 2.48% | 1.46% | 0.20% | 0.99% | -0.31% | -2.78% | 3.39% | -4.87% | 6.18% | 14.29% |
| 2020 | -1.08% | -10.49% | -16.24% | 10.03% | 2.15% | 1.32% | 0.40% | 7.12% | -3.12% | -4.72% | 13.75% | 3.81% | -1.00% |
| 2019 | 6.92% | 5.41% | -1.05% | 2.66% | -6.35% | 7.31% | 0.09% | -0.80% | 1.47% | -2.43% | 3.63% | 0.18% | 17.41% |
| 2018 | 6.11% | -5.20% | -3.99% | 0.25% | 0.52% | 0.02% | 4.92% | 0.81% | 2.22% | -4.52% | 3.51% | -8.20% | -4.49% |
| 2017 | 0.95% | 4.30% | -0.18% | 0.43% | 0.27% | 1.96% | 2.85% | -0.48% | 2.30% | 3.66% | 3.27% | 1.54% | 22.82% |
| 2016 | -5.85% | 0.59% | 6.95% | 1.72% | 0.17% | 0.95% | 1.80% | -0.29% | -0.81% | -0.60% | 4.39% | 2.88% | 11.97% |
| 2015 | -3.63% | 4.57% | -2.53% | 1.25% | -0.59% | -2.76% | 0.05% | -7.51% | -1.27% | 8.78% | 0.33% | -0.80% | -4.92% |
| 2014 | -5.54% | 4.29% | 2.14% | 2.00% | 0.15% | 0.14% | -1.63% | 2.75% | -0.79% | -0.57% | 1.86% | -0.46% | 4.07% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, ^XMI is among the top 2% 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for NYSE Arca Major Market Index (^XMI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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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 Major Market 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 Major Market Index was 47.65%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.65% | Oct 15, 2007 | 352 | Mar 9, 2009 | 760 | Mar 13, 2012 | 1112 |
| -38.91% | Feb 13, 2020 | 27 | Mar 23, 2020 | 233 | Feb 24, 2021 | 260 |
| -36.2% | Aug 26, 1987 | 38 | Oct 19, 1987 | 470 | Aug 28, 1989 | 508 |
| -33.18% | Jan 18, 2000 | 789 | Mar 11, 2003 | 912 | Oct 20, 2006 | 1701 |
| -21.5% | Jan 5, 2022 | 186 | Sep 30, 2022 | 198 | Jul 18, 2023 | 384 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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