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

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Dow Jones U.S. Micro-Cap Total Stock Market Index

Popular comparisons: ^DWMI vs. QQQM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Micro-Cap Total Stock Market Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
70.82%
276.36%
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dow Jones U.S. Micro-Cap Total Stock Market Index had a return of -3.60% year-to-date (YTD) and 5.10% in the last 12 months. Over the past 10 years, Dow Jones U.S. Micro-Cap Total Stock Market Index had an annualized return of 2.17%, while the S&P 500 had an annualized return of 10.70%, indicating that Dow Jones U.S. Micro-Cap Total Stock Market Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-3.60%11.24%
1 month3.11%4.04%
6 months10.13%16.49%
1 year5.10%26.17%
5 years (annualized)0.46%13.76%
10 years (annualized)2.17%10.70%

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
2024-4.16%5.23%1.94%-9.63%-3.60%
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%
20137.81%0.72%5.75%-0.04%3.91%0.86%7.12%-2.78%6.14%0.87%5.77%2.96%46.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DWMI is 18, indicating that it is in the bottom 18% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^DWMI is 1818
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
The Sharpe Ratio Rank of ^DWMI is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWMI is 1919Sortino Ratio Rank
The Omega Ratio Rank of ^DWMI is 1919Omega Ratio Rank
The Calmar Ratio Rank of ^DWMI is 1717Calmar Ratio Rank
The Martin Ratio Rank of ^DWMI is 1919Martin 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.


^DWMI
Sharpe ratio
The chart of Sharpe ratio for ^DWMI, currently valued at 0.31, compared to the broader market-1.000.001.002.003.000.31
Sortino ratio
The chart of Sortino ratio for ^DWMI, currently valued at 0.60, compared to the broader market-2.00-1.000.001.002.003.004.000.60
Omega ratio
The chart of Omega ratio for ^DWMI, currently valued at 1.07, compared to the broader market0.801.001.201.401.601.07
Calmar ratio
The chart of Calmar ratio for ^DWMI, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.000.12
Martin ratio
The chart of Martin ratio for ^DWMI, currently valued at 0.75, compared to the broader market0.005.0010.0015.0020.000.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market-1.000.001.002.003.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market-2.00-1.000.001.002.003.004.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.001.002.003.004.005.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market0.005.0010.0015.0020.009.23

Sharpe Ratio

The current Dow Jones U.S. Micro-Cap Total Stock Market Index Sharpe ratio is 0.31. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dow Jones U.S. Micro-Cap Total Stock Market Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.31
2.43
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns 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%December2024FebruaryMarchAprilMay
-42.22%
-0.29%
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
Benchmark (^GSPC)

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 42.22%.


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 current Dow Jones U.S. Micro-Cap Total Stock Market Index volatility is 4.34%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.34%
3.00%
^DWMI (Dow Jones U.S. Micro-Cap Total Stock Market Index)
Benchmark (^GSPC)