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Dow Jones Australia Small-Cap Index (^DJAUS)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of A$10,000 in Dow Jones Australia Small-Cap Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
117.56%
254.87%
^DJAUS (Dow Jones Australia Small-Cap Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones Australia Small-Cap Index (^DJAUS) returned 1.70% year-to-date (YTD) and 5.20% over the past 12 months. Over the past 10 years, ^DJAUS returned 5.14% annually, underperforming the S&P 500 benchmark at 10.43%.


^DJAUS

YTD

1.70%

1M

12.68%

6M

1.17%

1Y

5.20%

5Y*

8.82%

10Y*

5.14%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^DJAUS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.82%-5.21%-4.38%2.22%3.72%1.70%
20242.08%1.65%4.29%-2.82%0.60%-0.25%4.46%-1.02%3.91%-2.87%3.36%-3.34%10.01%
20235.49%-2.96%-2.03%3.54%-1.74%0.08%3.04%-1.86%-3.79%-7.76%5.57%6.87%3.40%
2022-9.36%1.58%4.52%-0.01%-5.03%-10.32%8.69%-0.08%-10.73%7.12%4.88%-4.09%-14.38%
2021-1.22%1.61%1.26%3.96%0.54%4.33%1.37%2.56%-2.02%-0.21%0.12%3.73%16.99%
20204.90%-10.35%-24.49%15.36%10.84%2.48%2.18%9.76%-5.30%1.84%9.05%2.05%12.02%
20196.16%5.82%-0.89%3.06%-3.19%1.89%5.13%-3.43%1.27%0.19%2.75%-2.08%17.32%
2018-0.82%0.68%-3.06%3.75%2.01%1.24%-0.14%2.24%-0.78%-8.04%-1.77%-3.43%-8.36%
2017-2.96%2.29%2.09%0.34%-1.16%1.03%-0.37%2.21%-0.69%5.79%3.42%2.51%15.16%
2016-4.40%2.67%4.82%3.15%3.64%-2.21%8.56%-1.76%-0.20%-4.28%-0.46%3.17%12.54%
20150.90%8.10%-2.12%2.12%3.28%-8.88%1.61%-5.55%-2.64%6.15%-0.80%1.48%2.45%
2014-3.96%3.42%-1.01%-0.14%0.18%-1.32%2.71%2.69%-7.80%0.81%-4.48%1.38%-7.85%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJAUS is 35, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DJAUS is 3535
Overall Rank
The Sharpe Ratio Rank of ^DJAUS is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJAUS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^DJAUS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^DJAUS is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ^DJAUS is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones Australia Small-Cap Index (^DJAUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Dow Jones Australia Small-Cap Index Sharpe ratio is 0.29. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dow Jones Australia Small-Cap Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.29
0.71
^DJAUS (Dow Jones Australia Small-Cap Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.84%
-9.55%
^DJAUS (Dow Jones Australia Small-Cap Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones Australia Small-Cap 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 Dow Jones Australia Small-Cap Index was 65.62%, occurring on Mar 10, 2009. The portfolio has not yet recovered.

The current Dow Jones Australia Small-Cap Index drawdown is 7.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.62%Nov 2, 2007348Mar 10, 2009
-24.19%Feb 13, 2002273Mar 13, 2003136Sep 19, 2003409
-17.8%Jul 25, 200718Aug 17, 200753Oct 31, 200771
-14.25%May 22, 200188Sep 24, 200144Nov 26, 2001132
-12.65%Feb 4, 200570May 17, 200549Jul 26, 2005119

Volatility

Volatility Chart

The current Dow Jones Australia Small-Cap Index volatility is 3.85%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
3.85%
10.01%
^DJAUS (Dow Jones Australia Small-Cap Index)
Benchmark (^GSPC)