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Dow Jones U.S. Select Real Estate Securities Index (^DWRSF)

Index · Currency in USD · Last updated Dec 7, 2023
Summary

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.


-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-1.31%
6.60%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^DWRSF

Dow Jones U.S. Select Real Estate Securities Index

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.


PeriodReturnBenchmark
Year-To-Date2.56%18.49%
1 month8.28%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/A9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^DWRSF
Dow Jones U.S. Select Real Estate Securities Index
-0.05
^GSPC
S&P 500
1.00

Sharpe Ratio

The current Dow Jones U.S. Select Real Estate Securities Index Sharpe ratio is -0.05. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.05
1.00
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-26.77%
-5.15%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

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, 202024Mar 23, 2020304Jun 7, 2021328
-36.72%Jan 3, 2022458Oct 27, 2023
-13.88%Aug 29, 201880Dec 24, 201828Feb 5, 2019108
-7.66%Sep 3, 202119Sep 30, 202118Oct 26, 202137
-6.84%Oct 25, 201937Dec 17, 201940Feb 14, 202077

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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.62%
2.92%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)