Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^DWMI Performance Chart
Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI) is up 5.2% since the beginning of the year. ^DWMI is currently trading at $18,619 per share. Investors who bought $1,000 worth of ^DWMI shares 5 years ago would now be looking at an investment worth $936.
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Returns By Period
Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI) has returned 5.19% so far this year and 22.02% over the past 12 months. Over the last ten years, ^DWMI has returned 6.25% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Dow Jones U.S. Micro-Cap Total Stock Market Index
- 1D
- -0.46%
- 1M
- -7.46%
- 6M
- 1.84%
- YTD
- 5.19%
- 1Y
- 22.02%
- 3Y*
- 10.21%
- 5Y*
- -1.32%
- 10Y*
- 6.25%
- ALL TIME*
- 4.53%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^DWMI Monthly Returns History
Based on dividend-adjusted daily data since Dec 8, 2006, ^DWMI's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +19.4%, while the worst month was Mar 2020 at -22.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^DWMI closed higher 53% of trading days. The best single day was Feb 26, 2021 with a return of +17.6%, while the worst single day was Mar 16, 2020 at -12.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.29% | 0.78% | -4.70% | 8.89% | 5.40% | 1.74% | -9.19% | 5.19% | |||||
| 2025 | -0.40% | -5.15% | -9.63% | 0.88% | 9.36% | 4.99% | 0.33% | 6.83% | 7.56% | 0.28% | -1.94% | 0.53% | 12.68% |
| 2024 | -4.16% | 5.23% | 1.94% | -9.63% | 4.00% | -3.88% | 12.62% | -1.40% | -0.48% | 1.39% | 12.72% | -3.24% | 13.53% |
| 2023 | 10.56% | -3.13% | -7.35% | -2.19% | 0.15% | 5.62% | 5.24% | -6.31% | -5.62% | -7.31% | 7.01% | 13.30% | 7.36% |
| 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% | -29.88% |
| 2021 | 7.10% | 17.56% | -0.24% | -1.60% | -0.10% | 3.67% | -7.53% | 3.67% | -3.27% | 1.10% | -7.20% | -1.80% | 9.37% |
Benchmark Metrics
Dow Jones U.S. Micro-Cap Total Stock Market Index has an annualized alpha of -2.89%, beta of 0.95, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since December 08, 2006.
- This index participated in 115.47% of S&P 500 Index downside but only 96.82% of its upside - more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -2.89% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.95 and R2 of 0.64, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -2.89%
- Beta
- 0.95
- R²
- 0.64
- Upside Capture
- 96.82%
- Downside Capture
- 115.47%
Return for Risk
Risk / Return Rank
^DWMI ranks 31 for risk / return — above 31% of indices peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DWMI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 2.00 | -0.56 |
| Martin ratioReturn relative to average drawdown | 3.83 | 8.49 | -4.66 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones U.S. Micro-Cap Total Stock Market 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. Micro-Cap Total Stock Market Index was 66.10%, occurring on Mar 9, 2009. Recovery took 988 trading sessions.
The current Dow Jones U.S. Micro-Cap Total Stock Market Index drawdown is 19.33%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-66.10%Mar 2009 | 1y 8mo | 3y 11mo | 5y 7moJul 2007 - Feb 2013 | Financial crisis2007–2009 |
-51.66%Oct 2023 | 2y 7mo | — | 5y 4moMar 2021 - now | — |
-47.87%Mar 2020 | 1y 6mo | 8mo 21d | 2y 3moSep 2018 - Dec 2020 | COVID crash2020 |
-30.35%Feb 2016 | 1y 11mo | 1y 2mo | 3y 1moMar 2014 - Apr 2017 | — |
-8.19%Feb 2018 | 15d | 1mo 2d | 1mo 17dJan 2018 - Mar 2018 | — |
Drawdown Indicators
| ^DWMI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.10% | -56.78% | -9.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.56% | -9.10% | -4.46% |
Max Drawdown (3Y)Largest decline over 3 years | -27.06% | -18.90% | -8.16% |
Max Drawdown (5Y)Largest decline over 5 years | -47.65% | -25.43% | -22.22% |
Max Drawdown (10Y)Largest decline over 10 years | -51.66% | -33.92% | -17.74% |
Current DrawdownCurrent decline from peak | -19.33% | -1.58% | -17.75% |
Average DrawdownAverage peak-to-trough decline | -19.94% | -10.70% | -9.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 2.14% | +2.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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