Dow Jones U.S. Iron & Steel Index (^DJUSST)
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. Iron & Steel 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
Popular comparisons: ^DJUSST vs. MAGN.ME, ^DJUSST vs. SLX, ^DJUSST vs. BSRT.L, ^DJUSST vs. VOO
Return
Dow Jones U.S. Iron & Steel Index had a return of 20.82% year-to-date (YTD) and 9.79% in the last 12 months. Over the past 10 years, Dow Jones U.S. Iron & Steel Index had an annualized return of 8.98%, while the S&P 500 had an annualized return of 9.70%, indicating that Dow Jones U.S. Iron & Steel Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 20.82% | 18.49% |
| 1 month | 3.17% | 4.20% |
| 6 months | 11.56% | 6.60% |
| 1 year | 9.79% | 15.43% |
| 5 years (annualized) | 19.82% | 11.59% |
| 10 years (annualized) | 8.98% | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -9.71% | 20.97% | 4.22% | -0.52% | -5.61% | -2.86% | 10.87% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Iron & Steel Index (^DJUSST) 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 | |
|---|---|---|---|---|---|
^DJUSST Dow Jones U.S. Iron & Steel Index | 0.37 | ||||
^GSPC S&P 500 | 1.00 |
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. Iron & Steel 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. Iron & Steel Index was 81.48%, occurring on Nov 20, 2008. Recovery took 3358 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.48% | May 19, 2008 | 131 | Nov 20, 2008 | 3358 | Mar 25, 2022 | 3489 |
| -52.94% | Jun 6, 2002 | 206 | Mar 31, 2003 | 189 | Dec 29, 2003 | 395 |
| -37.8% | Jun 6, 2001 | 72 | Sep 21, 2001 | 168 | May 23, 2002 | 240 |
| -37.38% | Apr 20, 2022 | 52 | Jul 5, 2022 | 142 | Jan 26, 2023 | 194 |
| -34.18% | Apr 14, 2000 | 130 | Oct 18, 2000 | 157 | Jun 5, 2001 | 287 |
Volatility Chart
The current Dow Jones U.S. Iron & Steel Index volatility is 5.39%, 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.