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Dow Jones U.S. Gambling Index (^DJUSCA)
Performance
Return for Risk
Drawdowns
Volatility

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Dow Jones U.S. Gambling Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Gambling 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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S&P 500 Index

Returns By Period

Dow Jones U.S. Gambling Index (^DJUSCA) has returned -29.46% so far this year and -20.64% over the past 12 months. Over the last ten years, ^DJUSCA has returned -3.22% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Dow Jones U.S. Gambling Index

1D
3.64%
1M
-3.94%
YTD
-29.46%
6M
-32.14%
1Y
-20.64%
3Y*
-10.97%
5Y*
-13.81%
10Y*
-3.22%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSCA's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.

Historically, 54% of months were positive and 46% were negative. The best month was Apr 2009 with a return of +68.7%, while the worst month was Mar 2020 at -38.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 9 months.

On a daily basis, ^DJUSCA closed higher 52% of trading days. The best single day was Oct 29, 2008 with a return of +21.9%, while the worst single day was Mar 16, 2020 at -23.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-17.59%-10.89%-3.94%-29.46%
20251.70%3.35%-18.50%1.82%6.33%10.66%7.24%4.26%-12.68%-7.78%3.57%0.72%-3.61%
2024-0.66%7.11%1.17%-11.67%-1.83%5.35%-2.56%-4.85%9.41%-1.61%9.99%-8.01%-0.70%
202322.00%1.27%0.61%5.18%-9.34%9.85%6.62%-5.74%-10.65%-4.75%12.14%4.04%29.91%
2022-8.03%6.81%-9.24%-10.54%-9.68%-12.86%13.11%-1.91%-8.79%14.28%12.37%-8.85%-25.64%
2021-5.78%25.85%-1.66%0.16%-3.23%-2.95%-13.09%11.88%-6.10%0.91%-16.55%3.51%-12.70%

Benchmark Metrics

Dow Jones U.S. Gambling Index has an annualized alpha of 1.62%, beta of 1.27, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since February 15, 2000.

  • This index captured 138.58% of S&P 500 Index gains and 132.87% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.45 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
1.62%
Beta
1.27
0.45
Upside Capture
138.58%
Downside Capture
132.87%

Return for Risk

Risk / Return Rank

^DJUSCA ranks 1 for risk / return — in the bottom 1% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


^DJUSCA Risk / Return Rank: 11
Overall Rank
^DJUSCA Sharpe Ratio Rank: 00
Sharpe Ratio Rank
^DJUSCA Sortino Ratio Rank: 00
Sortino Ratio Rank
^DJUSCA Omega Ratio Rank: 00
Omega Ratio Rank
^DJUSCA Calmar Ratio Rank: 11
Calmar Ratio Rank
^DJUSCA Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dow Jones U.S. Gambling Index (^DJUSCA) and compare them to a chosen benchmark (S&P 500 Index).


^DJUSCABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.67

0.90

-1.56

Sortino ratio

Return per unit of downside risk

-0.80

1.39

-2.19

Omega ratio

Gain probability vs. loss probability

0.90

1.21

-0.31

Calmar ratio

Return relative to maximum drawdown

-0.52

1.40

-1.92

Martin ratio

Return relative to average drawdown

-1.19

6.61

-7.80

Explore ^DJUSCA 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. Gambling 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. Gambling Index was 88.09%, occurring on Mar 9, 2009. Recovery took 1199 trading sessions.

The current Dow Jones U.S. Gambling Index drawdown is 57.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.09%Oct 30, 2007341Mar 9, 20091199Dec 5, 20131540
-68.93%Mar 7, 20141517Mar 18, 2020
-43.06%Jun 5, 200173Sep 21, 2001110Mar 1, 2002183
-27.11%May 6, 200255Jul 23, 2002224Jun 12, 2003279
-24.09%Apr 6, 200490Aug 13, 200485Dec 14, 2004175

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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