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Dow Jones U.S. Micro-Cap Total Stock Market Index ...
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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^DWMI vs. QQQM
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Performance

Performance Chart


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Returns By Period

Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI) returned -10.45% year-to-date (YTD) and 5.95% over the past 12 months. Over the past 10 years, ^DWMI returned 2.47% annually, underperforming the S&P 500 benchmark at 10.46%.


^DWMI

YTD

-10.45%

1M

15.01%

6M

-9.60%

1Y

5.95%

5Y*

4.17%

10Y*

2.47%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^DWMI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.40%-5.15%-9.63%0.88%3.97%-10.45%
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%
202310.56%-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%
20217.10%17.56%-0.24%-1.60%-0.10%3.67%-7.53%3.67%-3.27%1.10%-7.20%-1.80%9.37%
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%21.02%
20199.99%6.02%-2.34%1.75%-5.60%4.99%-1.31%-5.12%-0.65%0.08%4.66%5.98%18.60%
20181.54%-3.30%2.26%1.66%7.12%0.76%-0.19%6.37%-2.64%-10.99%-2.37%-11.94%-12.85%
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%14.09%
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%14.57%
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%-6.55%
20141.56%4.65%-2.08%-6.66%-0.36%5.73%-7.06%4.11%-5.75%3.02%-1.35%4.30%-1.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DWMI is 33, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DWMI is 3333
Overall Rank
The Sharpe Ratio Rank of ^DWMI is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWMI is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ^DWMI is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^DWMI is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ^DWMI is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones U.S. Micro-Cap Total Stock Market Index (^DWMI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dow Jones U.S. Micro-Cap Total Stock Market Index Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.17
  • 5-Year: 0.16
  • 10-Year: 0.10
  • All Time: 0.14

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Dow Jones U.S. Micro-Cap Total Stock Market Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 990 trading sessions.

The current Dow Jones U.S. Micro-Cap Total Stock Market Index drawdown is 39.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.1%Jul 10, 2007420Mar 9, 2009990Feb 12, 20131410
-51.66%Mar 16, 2021661Oct 27, 2023
-47.87%Sep 4, 2018387Mar 18, 2020182Dec 4, 2020569
-30.35%Mar 6, 2014489Feb 11, 2016302Apr 25, 2017791
-8.19%Jan 24, 201812Feb 8, 201821Mar 12, 201833

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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