NASDAQ Composite Total Return Index (^XCMP)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NASDAQ Composite Total Return Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
NASDAQ Composite Total Return Index had a return of 17.79% year-to-date (YTD) and 29.28% in the last 12 months. Over the past 10 years, NASDAQ Composite Total Return Index had an annualized return of 15.46%, outperforming the S&P 500 benchmark which had an annualized return of 10.88%.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 17.79% | 18.10% |
| 1 month | -0.18% | 1.42% |
| 6 months | 10.51% | 9.39% |
| 1 year | 29.28% | 26.58% |
| 5 years (annualized) | 17.37% | 13.42% |
| 10 years (annualized) | 15.46% | 10.88% |
Monthly Returns
The table below presents the monthly returns of ^XCMP, 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 | 1.04% | 6.22% | 1.85% | -4.38% | 6.98% | 6.03% | -0.73% | 0.74% | 17.79% | ||||
| 2023 | 10.72% | -1.01% | 6.78% | 0.07% | 5.93% | 6.65% | 4.08% | -2.05% | -5.77% | -2.76% | 10.83% | 5.58% | 44.64% |
| 2022 | -8.96% | -3.35% | 3.48% | -13.24% | -1.93% | -8.65% | 12.39% | -4.53% | -10.44% | 3.94% | 4.51% | -8.66% | -32.54% |
| 2021 | 1.44% | 1.01% | 0.48% | 5.43% | -1.44% | 5.55% | 1.19% | 4.08% | -5.27% | 7.29% | 0.33% | 0.74% | 22.18% |
| 2020 | 2.03% | -6.27% | -10.03% | 15.49% | 6.90% | 6.07% | 6.85% | 9.70% | -5.10% | -2.26% | 11.91% | 5.71% | 44.92% |
| 2019 | 9.79% | 3.60% | 2.70% | 4.77% | -7.79% | 7.51% | 2.16% | -2.46% | 0.54% | 3.71% | 4.65% | 3.63% | 36.69% |
| 2018 | 7.40% | -1.74% | -2.79% | 0.08% | 5.50% | 0.98% | 2.19% | 5.85% | -0.70% | -9.16% | 0.49% | -9.40% | -2.84% |
| 2017 | 4.35% | 3.91% | 1.57% | 2.35% | 2.67% | -0.87% | 3.42% | 1.43% | 1.11% | 3.61% | 2.34% | 0.48% | 29.64% |
| 2016 | -7.82% | -1.02% | 6.94% | -1.89% | 3.83% | -2.06% | 6.65% | 1.18% | 1.96% | -2.27% | 2.80% | 1.19% | 8.87% |
| 2015 | -2.08% | 7.25% | -1.17% | 0.86% | 2.76% | -1.56% | 2.88% | -6.70% | -3.20% | 9.44% | 1.28% | -1.91% | 6.96% |
| 2014 | -1.70% | 5.15% | -2.45% | -1.97% | 3.30% | 4.00% | -0.82% | 4.99% | -1.81% | 3.09% | 3.66% | -1.10% | 14.74% |
| 2013 | 4.08% | 0.76% | 3.48% | 1.93% | 4.02% | -1.42% | 6.63% | -0.82% | 5.14% | 3.98% | 3.79% | 2.94% | 40.12% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^XCMP is 71, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the NASDAQ Composite 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 Composite Total Return Index was 35.83%, occurring on Dec 28, 2022. Recovery took 279 trading sessions.
The current NASDAQ Composite Total Return Index drawdown is 5.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.83% | Nov 22, 2021 | 277 | Dec 28, 2022 | 279 | Feb 8, 2024 | 556 |
| -30.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -23.37% | Sep 4, 2018 | 78 | Dec 24, 2018 | 81 | Apr 23, 2019 | 159 |
| -18.49% | Jul 8, 2011 | 61 | Oct 3, 2011 | 84 | Feb 2, 2012 | 145 |
| -17.65% | Jul 21, 2015 | 143 | Feb 11, 2016 | 116 | Jul 28, 2016 | 259 |
Volatility
Volatility Chart
The current NASDAQ Composite Total Return Index volatility is 6.21%, 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.