PortfoliosLab logo

Dow Jones U.S. Iron & Steel Index (^DJUSST)

Index · Currency in USD · Last updated Dec 9, 2022

^DJUSSTShare Price Chart


Loading data...

^DJUSSTPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Iron & Steel Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,363 for a total return of roughly 93.63%. All prices are adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.49%
5.70%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)

^DJUSSTCompare to other instruments

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

^DJUSSTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M12.34%4.12%
6M12.04%-3.70%
YTD29.63%-16.84%
1Y30.60%-15.21%
5Y14.39%8.45%
10Y10.46%10.79%

^DJUSSTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-10.91%27.99%17.07%-2.19%-9.45%-22.13%22.85%-0.86%-16.35%20.36%12.90%1.71%
2021-6.57%20.73%26.35%3.37%17.22%-6.46%7.49%7.22%-13.95%13.15%-7.19%6.52%
2020-12.88%-11.06%-18.31%8.47%6.20%0.77%0.89%6.99%-2.41%6.99%10.66%0.54%
201919.23%1.18%-4.39%-3.48%-16.59%17.68%-0.56%-9.71%5.10%5.97%6.36%-0.71%
20185.58%1.30%-8.40%2.24%7.33%-6.18%5.58%-5.45%0.29%-9.94%-2.31%-15.08%
2017-0.55%7.24%-6.44%-2.49%-6.26%3.06%0.71%-0.64%2.10%3.24%1.16%10.89%
2016-2.72%4.70%21.62%7.19%-5.03%2.95%12.26%-10.29%2.53%-2.04%29.56%-2.89%
2015-13.33%7.44%0.20%5.57%-2.48%-6.50%-5.82%-2.96%-15.44%10.83%-3.89%-3.15%
2014-10.96%1.63%3.97%0.05%-2.81%1.75%1.64%6.68%-4.49%-0.25%-4.35%-8.59%
20133.79%-5.94%0.00%-5.54%0.83%-3.48%8.00%-1.79%8.51%8.25%0.63%5.02%
201210.64%-6.03%2.64%-5.43%-18.16%5.29%-1.84%-4.61%2.95%0.40%-0.85%10.93%
20114.98%4.93%-0.71%-1.16%-5.96%-0.87%-6.27%-12.91%-24.19%25.20%4.15%-3.25%
2010-15.48%12.74%14.77%-6.98%-6.65%-15.27%9.84%-4.12%5.94%1.50%4.35%14.81%

^DJUSSTSharpe 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. Iron & Steel Index Sharpe ratio is 0.71. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.71
-0.63
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)

^DJUSSTDrawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-10.99%
-17.37%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)

^DJUSSTWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Iron & Steel 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. Iron & Steel Index is 63.92%, recorded on Mar 18, 2020. It took 283 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.92%Feb 18, 20112284Mar 18, 2020283May 3, 20212567
-37.38%Apr 20, 202252Jul 5, 2022
-32.23%Apr 7, 201063Jul 6, 2010142Jan 26, 2011205
-25.04%Aug 16, 2021113Jan 26, 202221Feb 25, 2022134
-23.97%Jan 11, 201019Feb 4, 201032Mar 23, 201051
-16.4%Jun 9, 202128Jul 19, 202116Aug 10, 202144
-7.94%Mar 7, 20222Mar 8, 20227Mar 17, 20229
-7.13%Mar 28, 20228Apr 6, 20226Apr 14, 202214
-5.67%May 18, 20216May 25, 20214Jun 1, 202110
-5.57%May 12, 20211May 12, 20213May 17, 20214

^DJUSSTVolatility Chart

Current Dow Jones U.S. Iron & Steel Index volatility is 26.85%. 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%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
26.85%
23.44%
^DJUSST (Dow Jones U.S. Iron & Steel Index)
Benchmark (^GSPC)