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

Index · Currency in USD · Last updated Jan 24, 2023

^DJUSSShare Price Chart


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^DJUSSPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Small-Cap Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,629 for a total return of roughly 206.29%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2023
4.13%
-0.09%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

^DJUSSCompare to other instruments

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Dow Jones U.S. Small-Cap Index

^DJUSSReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD7.29%4.70%
1M7.07%4.55%
6M5.96%1.47%
1Y-3.25%-8.60%
5Y4.15%7.27%
10Y7.71%10.37%

^DJUSSMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.94%0.76%1.24%-8.05%0.05%-9.85%10.52%-2.88%-9.90%8.83%5.27%-5.88%
20210.82%6.36%2.52%5.11%-0.25%0.62%0.17%2.41%-4.02%5.45%-4.51%3.60%
2020-2.07%-8.90%-22.37%14.71%7.13%1.82%4.62%3.43%-2.84%1.56%14.34%6.32%
201911.85%4.71%-0.76%3.50%-7.68%6.90%0.90%-3.78%1.51%1.34%3.86%1.84%
20183.07%-4.46%0.54%-0.18%4.36%0.24%1.91%4.27%-1.71%-9.92%1.97%-11.39%
20171.97%2.60%-0.50%0.45%-1.22%1.55%1.28%-0.78%3.57%1.43%2.91%0.41%
2016-8.00%1.25%8.44%1.68%1.48%-0.40%5.04%0.29%-0.13%-3.76%8.17%1.54%
2015-1.98%5.98%0.95%-2.38%2.18%-1.05%-0.69%-6.08%-5.40%5.52%0.88%-5.06%
2014-1.76%4.92%-0.36%-2.52%1.23%4.48%-5.66%4.89%-5.65%5.59%1.05%1.25%
20136.10%1.20%4.55%0.15%2.51%-1.62%6.69%-3.37%4.92%3.07%2.85%2.07%
20126.59%3.33%2.26%-0.53%-6.26%3.82%-0.32%3.02%1.77%-0.53%1.26%2.49%
20111.27%4.85%1.77%2.86%-1.52%-2.39%-4.09%-7.92%-10.94%14.75%-0.87%-0.08%
2010-5.18%4.95%7.97%5.15%-7.84%-7.95%6.66%-6.53%11.63%3.77%3.01%7.48%

^DJUSSSharpe 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. Small-Cap Index Sharpe ratio is -0.19. 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.


-1.00-0.80-0.60-0.40-0.20AugustSeptemberOctoberNovemberDecember2023
-0.19
-0.43
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

^DJUSSDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-16.32%
-16.19%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

^DJUSSWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Small-Cap 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. Small-Cap Index is 52.33%, recorded on Mar 23, 2020. It took 226 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.33%Feb 18, 202025Mar 23, 2020226Feb 12, 2021251
-28.1%May 2, 2011109Oct 3, 2011240Sep 13, 2012349
-27.67%Nov 9, 2021224Sep 30, 2022
-26.11%Jun 24, 2015161Feb 11, 2016205Dec 6, 2016366
-24.93%Aug 30, 201880Dec 24, 2018250Dec 20, 2019330
-20.3%Apr 26, 201050Jul 6, 2010105Dec 2, 2010155
-11.99%Jul 2, 201472Oct 13, 201449Dec 22, 2014121
-9.6%Jan 29, 20189Feb 8, 201881Jun 6, 201890
-8.78%Jan 20, 201014Feb 8, 201015Mar 2, 201029
-8.68%Sep 17, 201242Nov 15, 201231Jan 2, 201373

^DJUSSVolatility Chart

Current Dow Jones U.S. Small-Cap Index volatility is 18.23%. 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%40.00%45.00%AugustSeptemberOctoberNovemberDecember2023
18.23%
17.05%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)