Nasdaq 100 · Five-Year Rolling Annualized
Nasdaq 100 5-Year Rolling Returns — Rolling five-year annualized return bands and downside risk testing across modern tech market cycles.
The plate
Latest Snapshot
- Latest value
- 15.812026-10-02
- Average
- +14.4%
- Observations
- 433
- Sample
- 1990-10-31 – 2026-10-02
Monthly observations since 1990, each looking back five years. The deepest windows touched -20% annualised — buying the 2000 peak still left you underwater by 2005. The distribution runs wider than the S&P 500's: the best five years go higher, the worst five years go deeper.
What this page answers
Purchasing the Nasdaq 100 on any arbitrary trading day and holding for five years yields a mean annualized return of 14.4%; only approximately 12.2% of all historical rolling five-year windows finished underwater, primarily clustered around cycle peaks and speculative manias. The most recent 5-year window (ending 2026-10-02) annualized at 15.8%.
Monthly observations since 1990, each looking back five years. The deepest windows touched -20% annualised — buying the 2000 peak still left you underwater by 2005. The distribution runs wider than the S&P 500's: the best five years go higher, the worst five years go deeper. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
Nasdaq 100 — 5-year rolling annualized compound returns (year-end cohorts)
| 5y window ending | Annualized |
|---|---|
| 2026-10-02 | 15.8% |
| 2025-12-31 | 14.4% |
| 2024-12-31 | 19.2% |
| 2023-12-29 | 21.8% |
| 2022-12-30 | 11.3% |
| 2021-12-31 | 27.4% |
| 2020-12-31 | 22.9% |
| 2019-12-31 | 15.6% |
| 2018-12-31 | 12.0% |
| 2017-12-29 | 19.7% |
| 2016-12-30 | 16.4% |
| 2015-12-31 | 15.7% |
| 2014-12-31 | 17.9% |
| 2013-12-31 | 24.3% |
| 2012-12-31 | 5.0% |
| 2011-12-30 | 5.3% |
| 2010-12-31 | 6.2% |
| 2009-12-31 | 2.8% |
| 2008-12-31 | -3.8% |
| 2007-12-31 | 16.2% |
| 2006-12-29 | 1.6% |
| 2005-12-30 | -6.8% |
| 2004-12-31 | -15.3% |
| 2003-12-31 | -4.4% |
| 2002-12-31 | -0.1% |
| 2001-12-31 | 13.9% |
| 2000-12-29 | 32.4% |
| 1999-12-31 | 55.8% |
| 1998-12-31 | 35.8% |
| 1997-12-31 | 22.4% |
| 1996-12-31 | 19.9% |
| 1995-12-29 | 23.6% |
| 1994-12-30 | 12.6% |
| 1993-12-31 | 17.6% |
| 1992-12-31 | 18.2% |
| 1991-12-31 | 18.5% |
| 1990-12-31 | 8.7% |
Displaying the 37 most recent of 433 observations — complete series in JSON: https://historyofmarket.com/api/ndx/rolling5y.json
Data & Source
GET /api/ndx/rolling5y.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Can an investor lose principal over a rolling five-year horizon in the Nasdaq 100?
Historically, approximately 12.2% of 5-year holding horizons ended in negative territory — uncommon, and heavily concentrated in entries at speculative market peaks. The long-term average 5-year window annualized 14.4%.
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.