Dow Jones U.S. Small-Cap Index (^DJUSS)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.05% | 19.92% |
| 1 month | 8.65% | 5.06% |
| 6 months | 3.68% | 7.11% |
| 1 year | 5.08% | 16.17% |
| 5 years (annualized) | 6.59% | 11.84% |
| 10 years (annualized) | 5.71% | 9.85% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^DJUSS Dow Jones U.S. Small-Cap Index | 0.33 | ||||
^GSPC S&P 500 | 1.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2007 | 416 | Mar 9, 2009 | 485 | Feb 7, 2011 | 901 |
| -52.33% | Feb 18, 2020 | 25 | Mar 23, 2020 | 226 | Feb 12, 2021 | 251 |
| -39.7% | Mar 10, 2000 | 648 | Oct 9, 2002 | 286 | Nov 26, 2003 | 934 |
| -28.1% | May 2, 2011 | 109 | Oct 3, 2011 | 240 | Sep 13, 2012 | 349 |
| -27.67% | Nov 9, 2021 | 224 | Sep 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.