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Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI)

Index · Currency in USD · Last updated Jan 28, 2023

^DWMIShare Price Chart


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^DWMIPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Micro-Cap Total Stock Market Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,566 for a total return of roughly 145.66%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2023
0.81%
-1.17%
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
Benchmark (^GSPC)

^DWMICompare to other instruments

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

Popular comparisons: ^DWMI vs. QQQM

^DWMIReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD9.36%6.02%
1M12.57%6.30%
6M1.44%-0.05%
1Y-11.36%-6.42%
5Y0.25%7.22%
10Y5.59%10.51%

^DWMIMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-10.95%-0.61%2.33%-10.97%-2.31%-10.48%8.09%0.61%-11.15%8.21%-0.29%-4.62%
20217.10%17.56%-0.24%-1.60%-0.10%3.67%-7.53%3.67%-3.27%1.10%-7.20%-1.80%
2020-3.92%-5.75%-22.71%15.10%7.90%5.75%0.70%2.26%-2.15%0.05%19.35%9.41%
20199.99%6.02%-2.34%1.75%-5.60%4.99%-1.31%-5.12%-0.65%0.08%4.66%5.98%
20181.54%-3.30%2.26%1.66%7.12%0.76%-0.19%6.37%-2.64%-10.99%-2.37%-11.94%
2017-0.85%1.55%1.46%0.91%-1.37%3.58%-0.06%-1.71%8.00%-0.60%2.55%0.17%
2016-10.95%-1.28%5.70%3.35%0.28%-1.68%5.38%2.36%4.02%-6.25%10.07%4.50%
2015-3.46%4.90%1.13%-2.79%3.04%1.38%-0.93%-6.30%-5.87%3.89%4.14%-4.96%
20141.56%4.65%-2.08%-6.66%-0.36%5.73%-7.06%4.11%-5.75%3.02%-1.35%4.30%
20137.81%0.72%5.75%-0.04%3.91%0.86%7.12%-2.78%6.14%0.87%5.77%2.96%
20129.58%2.66%4.82%-1.47%-6.23%5.61%-0.89%2.61%4.67%-2.98%-0.70%1.50%
20110.82%4.33%1.61%1.21%-2.52%-2.16%-2.69%-10.58%-10.75%10.13%-1.48%1.09%
2010-3.31%4.78%7.44%10.27%-9.05%-7.96%4.95%-8.10%11.19%4.65%2.72%8.86%

^DWMISharpe 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. Micro-Cap Total Stock Market Index Sharpe ratio is -0.43. 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.


-1.50-1.00-0.500.00SeptemberOctoberNovemberDecember2023
-0.43
-0.27
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
Benchmark (^GSPC)

^DWMIDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-38.94%
-15.14%
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
Benchmark (^GSPC)

^DWMIWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Micro-Cap Total Stock Market 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. Micro-Cap Total Stock Market Index is 47.87%, recorded on Mar 18, 2020. It took 182 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.87%Sep 4, 2018387Mar 18, 2020182Dec 4, 2020569
-46.3%Mar 16, 2021387Sep 26, 2022
-30.35%Mar 6, 2014489Feb 11, 2016302Apr 25, 2017791
-29.96%May 2, 2011108Oct 3, 2011243Sep 19, 2012351
-21.55%Apr 30, 201081Aug 24, 201081Dec 17, 2010162
-11.39%Oct 5, 201228Nov 15, 201236Jan 9, 201364
-8.19%Jan 24, 201812Feb 8, 201821Mar 12, 201833
-8.19%Jan 20, 201014Feb 8, 201015Mar 2, 201029
-7.99%Jan 23, 201410Feb 5, 201415Feb 27, 201425
-7.95%Mar 2, 20213Mar 4, 20215Mar 11, 20218

^DWMIVolatility Chart

Current Dow Jones U.S. Micro-Cap Total Stock Market Index volatility is 15.79%. 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%SeptemberOctoberNovemberDecember2023
15.79%
16.76%
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
Benchmark (^GSPC)