Dow Jones U.S. Select Real Estate Securities Index (^DWRSF)
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. Select Real Estate Securities 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
Return
Dow Jones U.S. Select Real Estate Securities Index had a return of 2.56% year-to-date (YTD) and -0.29% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.56% | 18.49% |
| 1 month | 8.28% | 4.20% |
| 6 months | -1.31% | 6.60% |
| 1 year | -0.29% | 15.43% |
| 5 years (annualized) | -1.01% | 11.59% |
| 10 years (annualized) | N/A | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.93% | 4.41% | 2.73% | -3.34% | -7.65% | -4.68% | 10.55% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) 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 | |
|---|---|---|---|---|---|
^DWRSF Dow Jones U.S. Select Real Estate Securities Index | -0.05 | ||||
^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. Select Real Estate Securities 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. Select Real Estate Securities Index was 44.52%, occurring on Mar 23, 2020. Recovery took 304 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.52% | Feb 19, 2020 | 24 | Mar 23, 2020 | 304 | Jun 7, 2021 | 328 |
| -36.72% | Jan 3, 2022 | 458 | Oct 27, 2023 | — | — | — |
| -13.88% | Aug 29, 2018 | 80 | Dec 24, 2018 | 28 | Feb 5, 2019 | 108 |
| -7.66% | Sep 3, 2021 | 19 | Sep 30, 2021 | 18 | Oct 26, 2021 | 37 |
| -6.84% | Oct 25, 2019 | 37 | Dec 17, 2019 | 40 | Feb 14, 2020 | 77 |
Volatility Chart
The current Dow Jones U.S. Select Real Estate Securities Index volatility is 6.62%, 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.