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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Biotechnology Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dow Jones U.S. Biotechnology Index (^DJUSBT) has returned -4.55% so far this year and 9.98% over the past 12 months. Over the last ten years, ^DJUSBT has returned 6.25% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones U.S. Biotechnology Index
- 1D
- 2.38%
- 1M
- -5.89%
- YTD
- -4.55%
- 6M
- 6.56%
- 1Y
- 9.98%
- 3Y*
- 4.21%
- 5Y*
- 3.01%
- 10Y*
- 6.25%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 1992, ^DJUSBT's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.
Historically, 56% of months were positive and 44% were negative. The best month was Feb 2000 with a return of +31.9%, while the worst month was Mar 2001 at -20.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^DJUSBT closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +11.7%, while the worst single day was Oct 13, 1998 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.58% | 0.84% | -5.89% | -4.55% | |||||||||
| 2025 | 5.96% | -0.35% | -3.18% | -5.63% | -3.32% | 1.80% | 3.83% | 4.48% | 2.44% | 6.66% | 6.99% | -2.17% | 17.79% |
| 2024 | 2.00% | 1.60% | 1.95% | -6.33% | 3.40% | 2.20% | 7.54% | 1.23% | -1.33% | -4.66% | -3.83% | -4.57% | -1.70% |
| 2023 | 0.29% | -4.19% | 3.36% | -2.33% | -5.40% | 1.44% | 2.81% | 1.53% | -2.87% | -7.82% | 6.82% | 9.41% | 1.68% |
| 2022 | -9.90% | -2.28% | 5.49% | -9.51% | 1.81% | -1.59% | 3.99% | -5.63% | -2.79% | 9.17% | 8.08% | -2.87% | -7.96% |
| 2021 | 5.32% | -1.75% | -0.45% | 4.23% | -0.16% | 6.33% | 3.50% | 4.34% | -7.02% | -0.07% | -1.91% | 3.84% | 16.49% |
Benchmark Metrics
Dow Jones U.S. Biotechnology Index has an annualized alpha of 4.28%, beta of 0.92, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since January 03, 1992.
- This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.00%) than losses (87.33%) — typical of diversified or defensive assets.
- R² of 0.44 means the benchmark explains less than half of this index's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 4.28%
- Beta
- 0.92
- R²
- 0.44
- Upside Capture
- 97.00%
- Downside Capture
- 87.33%
Return for Risk
Risk / Return Rank
^DJUSBT ranks 33 for risk / return — below 33% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Biotechnology Index (^DJUSBT) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJUSBT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.90 | -0.45 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.39 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.21 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 1.40 | -0.64 |
Martin ratioReturn relative to average drawdown | 1.81 | 6.61 | -4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^DJUSBT risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Dow Jones U.S. Biotechnology 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 U.S. Biotechnology Index was 70.82%, occurring on Jul 10, 2002. Recovery took 2417 trading sessions.
The current Dow Jones U.S. Biotechnology Index drawdown is 8.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.82% | Mar 7, 2000 | 608 | Jul 10, 2002 | 2417 | Jan 25, 2012 | 3025 |
| -41.65% | Jan 15, 1992 | 322 | Apr 8, 1993 | 608 | Aug 8, 1995 | 930 |
| -31.61% | Jul 21, 2015 | 237 | Jun 27, 2016 | 397 | Jan 26, 2018 | 634 |
| -26.57% | Aug 26, 2021 | 203 | Jun 16, 2022 | 533 | Aug 1, 2024 | 736 |
| -24.68% | Jan 30, 2018 | 228 | Dec 24, 2018 | 336 | Apr 27, 2020 | 564 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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