Dow Jones U.S. Select Real Estate Securities Index (^DWRSF)
Share Price Chart
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
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.
|5 years (annualized)||-1.01%||11.59%|
|10 years (annualized)||N/A||9.70%|
Monthly Returns Heatmap
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|
|Dow Jones U.S. Select Real Estate Securities Index||-0.05|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-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|
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.