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Performance
^XNDX Performance Chart
NASDAQ 100 Total Return Index (^XNDX) is up 21.4% since the beginning of the year. ^XNDX is currently trading at $37,284 per share. Investors who bought $1,000 worth of ^XNDX shares 5 years ago would now be looking at an investment worth $2,307.
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Returns By Period
NASDAQ 100 Total Return Index (^XNDX) has returned 21.40% so far this year and 42.07% over the past 12 months. Looking at the last ten years, ^XNDX has achieved an annualized return of 22.19%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.
NASDAQ 100 Total Return Index
- 1D
- -0.29%
- 1M
- 10.64%
- YTD
- 21.40%
- 6M
- 19.77%
- 1Y
- 42.07%
- 3Y*
- 29.05%
- 5Y*
- 18.20%
- 10Y*
- 22.19%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
^XNDX Monthly Returns History
Based on dividend-adjusted daily data since Oct 17, 2006, ^XNDX's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, an investment would double in approximately 4.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +15.7%, while the worst month was Oct 2008 at -16.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^XNDX closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +12.6%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.23% | -2.26% | -4.81% | 15.66% | 10.58% | 0.79% | 21.40% | ||||||
| 2025 | 2.25% | -2.69% | -7.61% | 1.55% | 9.13% | 6.34% | 2.41% | 0.92% | 5.47% | 4.81% | -1.57% | -0.67% | 21.02% |
| 2024 | 1.89% | 5.41% | 1.23% | -4.43% | 6.39% | 6.27% | -1.59% | 1.18% | 2.57% | -0.82% | 5.31% | 0.46% | 25.88% |
| 2023 | 10.67% | -0.37% | 9.54% | 0.52% | 7.73% | 6.55% | 3.84% | -1.50% | -5.02% | -2.04% | 10.82% | 5.56% | 55.13% |
| 2022 | -8.49% | -4.54% | 4.28% | -13.34% | -1.53% | -8.94% | 12.60% | -5.11% | -10.55% | 4.01% | 5.62% | -9.01% | -32.38% |
| 2021 | 0.32% | -0.04% | 1.47% | 5.92% | -1.17% | 6.40% | 2.82% | 4.25% | -5.69% | 7.94% | 1.88% | 1.19% | 27.51% |
Benchmark Metrics
NASDAQ 100 Total Return Index has an annualized alpha of 7.11%, beta of 1.06, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since November 07, 2006.
- This index captured 132.89% of S&P 500 Index gains but only 98.81% of its losses - a favorable profile for investors.
- This index generated an annualized alpha of 7.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.06 and R2 of 0.85, 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
- 7.11%
- Beta
- 1.06
- R²
- 0.85
- Upside Capture
- 132.89%
- Downside Capture
- 98.81%
Return for Risk
Risk / Return Rank
^XNDX ranks 86 for risk / return — in the top 86% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NASDAQ 100 Total Return Index (^XNDX) and compare them to S&P 500 Index.
| ^XNDX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.63 | 2.24 | +0.39 |
Sortino ratioReturn per unit of downside risk | 3.44 | 3.07 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.41 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.93 | +0.64 |
Martin ratioReturn relative to average drawdown | 13.80 | 13.52 | +0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 NASDAQ 100 Total Return 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 NASDAQ 100 Total Return Index was 53.42%, occurring on Nov 20, 2008. Recovery took 515 trading sessions.
The current NASDAQ 100 Total Return Index drawdown is 0.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -53.42%Nov 2008 | 1y 20d | 2y 18d | 3y 1moNov 2007 - Dec 2010 |
Bear market2022 | -35.04%Oct 2022 | 9mo 20d | 1y 1mo | 1y 11moDec 2021 - Dec 2023 |
COVID crash2020 | -27.97%Mar 2020 | 29d | 2mo 15d | 3mo 14dFeb 2020 - Jun 2020 |
2025 selloff2025 | -22.82%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -22.72%Dec 2018 | 3mo 26d | 3mo 17d | 7mo 13dAug 2018 - Apr 2019 |
Drawdown Indicators
| ^XNDX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.42% | -56.78% | +3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -9.10% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -22.82% | -18.90% | -3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -35.04% | -25.43% | -9.61% |
Max Drawdown (10Y)Largest decline over 10 years | -35.04% | -33.92% | -1.12% |
Current DrawdownCurrent decline from peak | -0.29% | -0.74% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -10.72% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 1.97% | +1.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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