PortfoliosLab logo

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

Index · Currency in USD · Last updated Sep 17, 2022

^DJUSFNShare Price Chart


Chart placeholderClick Calculate to get results

^DJUSFNPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Financials Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $27,074 for a total return of roughly 170.74%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-14.14%
-13.18%
^DJUSFN (Dow Jones U.S. Financials Index)
Benchmark (^GSPC)

^DJUSFNReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.99%-10.03%
6M-13.97%-12.20%
YTD-16.86%-18.73%
1Y-13.15%-13.56%
5Y5.65%9.16%
10Y9.06%10.26%

^DJUSFNMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.53%-2.50%0.91%-8.04%0.96%-10.21%7.73%-3.48%-1.00%
2021-2.63%9.34%4.88%7.10%2.65%-1.51%1.31%2.91%-2.86%6.27%-5.03%5.01%
2020-0.84%-10.09%-20.73%9.66%3.17%0.07%3.10%4.20%-3.89%-2.48%14.43%5.22%
20199.09%2.64%-0.84%6.50%-5.20%5.27%2.27%-2.52%2.71%1.77%3.29%1.86%
20184.53%-3.34%-2.43%-0.11%0.35%-0.69%3.83%2.01%-2.19%-5.17%2.99%-10.38%
20170.49%4.66%-2.47%-0.37%-0.87%4.53%1.79%-1.14%3.59%2.24%3.01%1.03%
2016-8.30%-2.69%7.18%2.66%2.06%-3.07%3.71%3.06%-2.08%0.16%8.60%3.60%
2015-5.55%5.11%-0.54%-0.29%1.65%-0.62%3.25%-6.72%-2.72%6.07%1.67%-2.54%
2014-3.44%3.17%2.26%-1.71%1.32%2.13%-1.68%3.78%-1.38%3.95%2.16%1.39%
20135.87%1.34%3.86%2.34%4.28%-1.39%4.75%-5.04%3.01%3.45%3.49%2.23%
20126.93%4.80%6.33%-1.44%-8.45%4.66%0.06%2.58%2.74%1.25%-0.52%3.69%
20112.41%2.78%-2.25%0.65%-2.54%-2.89%-3.31%-8.78%-11.28%13.61%-4.03%2.09%
2010-3.20%3.16%8.56%2.04%-9.29%-6.38%6.81%-7.44%6.37%1.75%-1.05%9.71%

^DJUSFNSharpe 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 -0.60. 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.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.60
-0.62
^DJUSFN (Dow Jones U.S. Financials Index)
Benchmark (^GSPC)

^DJUSFNDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-19.09%
-19.25%
^DJUSFN (Dow Jones U.S. Financials Index)
Benchmark (^GSPC)

^DJUSFNWorst 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 42.78%, recorded on Mar 23, 2020. It took 231 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.78%Feb 18, 202025Mar 23, 2020231Feb 22, 2021256
-31.67%Feb 22, 2011157Oct 3, 2011314Jan 2, 2013471
-23.92%Jan 13, 2022107Jun 16, 2022
-21.34%Jul 23, 2015141Feb 11, 2016190Nov 10, 2016331
-20.93%Jan 29, 2018229Dec 24, 2018130Jul 2, 2019359
-20.41%Apr 15, 201094Aug 26, 2010117Feb 11, 2011211
-9.75%Jan 8, 201022Feb 8, 201019Mar 8, 201041
-7.77%Oct 27, 202125Dec 1, 202123Jan 4, 202248
-6.96%Jul 23, 201329Aug 30, 201333Oct 17, 201362
-6.82%Dec 30, 201422Jan 30, 201575May 19, 201597

^DJUSFNVolatility Chart

Current Dow Jones U.S. Financials Index volatility is 26.49%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
26.49%
30.01%
^DJUSFN (Dow Jones U.S. Financials Index)
Benchmark (^GSPC)