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Dow Jones U.S. Small-Cap Index (^DJUSS)

Index · Currency in USD · Last updated Dec 9, 2023
Summary

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. 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.


200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
365.37%
229.57%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Dow Jones U.S. Small-Cap Index

Return

Dow Jones U.S. Small-Cap Index had a return of 8.05% year-to-date (YTD) and 5.08% in the last 12 months. Over the past 10 years, Dow Jones U.S. Small-Cap Index had an annualized return of 5.71%, while the S&P 500 had an annualized return of 9.85%, indicating that Dow Jones U.S. Small-Cap Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.05%19.92%
1 month8.65%5.06%
6 months3.68%7.11%
1 year5.08%16.17%
5 years (annualized)6.59%11.84%
10 years (annualized)5.71%9.85%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.86%8.91%4.09%-3.31%-5.51%-6.00%8.86%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Index (^DJUSS) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^DJUSS
Dow Jones U.S. Small-Cap Index
0.33
^GSPC
S&P 500
1.25

Sharpe Ratio

The current Dow Jones U.S. Small-Cap Index Sharpe ratio is 0.33. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.33
1.25
^DJUSS (Dow Jones U.S. Small-Cap 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%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-15.73%
-4.01%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. 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 U.S. Small-Cap Index was 60.34%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.34%Jul 16, 2007416Mar 9, 2009485Feb 7, 2011901
-52.33%Feb 18, 202025Mar 23, 2020226Feb 12, 2021251
-39.7%Mar 10, 2000648Oct 9, 2002286Nov 26, 2003934
-28.1%May 2, 2011109Oct 3, 2011240Sep 13, 2012349
-27.67%Nov 9, 2021224Sep 30, 2022

Volatility Chart

The current Dow Jones U.S. Small-Cap Index volatility is 5.21%, 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%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
2.77%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)