NYSE Arca Major Market Index (^XMI)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -2.72% | 0.86% |
| Year-To-Date | 4.04% | 9.53% |
| 6 months | 2.85% | 6.09% |
| 1 year | 3.78% | 1.14% |
| 5 years (annualized) | 4.70% | 9.16% |
| 10 years (annualized) | 6.38% | 10.02% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.86% | -2.82% | 2.66% | 3.22% | ||||||||
| 2022 | 13.79% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^XMI NYSE Arca Major Market Index | 0.42 | ||||
^GSPC S&P 500 | 0.27 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 | — | — | — |
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.