PortfoliosLab logo

Dow Jones U.S. Financials Index (^DJUSFN)

Index · Currency in USD · Last updated Mar 18, 2023

Share Price Chart


Loading data...

Performance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Financials Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $67,595 for a total return of roughly 575.95%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
0.62%
6.48%
^DJUSFN (Dow Jones U.S. Financials Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^DJUSFN

Dow Jones U.S. Financials Index

Return

Dow Jones U.S. Financials Index had a return of -6.96% year-to-date (YTD) and -17.78% in the last 12 months. Over the past 10 years, Dow Jones U.S. Financials Index had an annualized return of 7.14%, while the S&P 500 had an annualized return of 9.71%, indicating that Dow Jones U.S. Financials Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-13.91%-5.31%
Year-To-Date-6.96%2.01%
6 months-6.32%0.39%
1 year-17.78%-10.12%
5 years (annualized)2.12%7.32%
10 years (annualized)7.14%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.10%-3.27%
2022-9.37%10.46%6.25%-5.50%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dow Jones U.S. Financials Index Sharpe ratio is -0.76. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.76
-0.43
^DJUSFN (Dow Jones U.S. Financials Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-23.57%
-18.34%
^DJUSFN (Dow Jones U.S. Financials Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Financials Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dow Jones U.S. Financials Index is 80.50%, recorded on Mar 6, 2009. It took 2237 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.5%Feb 21, 2007515Mar 6, 20092237Jan 19, 20182752
-42.78%Feb 18, 202025Mar 23, 2020231Feb 22, 2021256
-34.62%Jul 15, 199861Oct 8, 1998137Apr 27, 1999198
-34.57%Jan 4, 2001441Oct 9, 2002316Jan 12, 2004757
-27.31%May 14, 1999207Mar 8, 2000109Aug 11, 2000316
-26.56%Jan 13, 2022188Oct 12, 2022
-20.93%Jan 29, 2018229Dec 24, 2018130Jul 2, 2019359
-17.64%Oct 14, 1993281Nov 22, 1994114May 8, 1995395
-13.37%Mar 11, 199723Apr 11, 199739Jun 6, 199762
-13.15%Sep 12, 200023Oct 12, 200051Dec 26, 200074

Volatility Chart

Current Dow Jones U.S. Financials Index volatility is 31.10%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
31.10%
21.17%
^DJUSFN (Dow Jones U.S. Financials Index)
Benchmark (^GSPC)