PortfoliosLab logo

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

Index · Currency in USD · Last updated Dec 10, 2022

^DWRSFShare Price Chart


Loading data...

^DWRSFPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Select Real Estate Securities Index in Apr 2018 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,809 for a total return of roughly 8.09%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-1.21%
4.93%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

^DWRSFCompare to other instruments

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

^DWRSFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M4.20%2.78%
6M-7.90%-2.08%
YTD-26.04%-17.45%
1Y-23.60%-16.31%
5Y1.71%8.79%
10Y1.71%8.79%

^DWRSFMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.56%-3.66%6.16%-4.76%-7.02%-8.31%8.79%-6.38%-12.88%4.34%5.63%-2.54%
2021-0.33%5.18%4.11%8.11%0.77%1.83%5.16%1.63%-5.97%8.06%-0.75%8.52%
20200.30%-8.63%-22.81%7.67%-0.85%1.23%3.14%0.51%-3.69%-2.78%12.09%2.64%
201911.26%0.71%2.31%-0.30%-0.63%0.82%1.49%2.08%2.19%0.96%-1.63%-1.50%
20182.89%3.67%3.67%-1.74%4.93%-3.25%-2.67%4.53%-9.19%

^DWRSFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dow Jones U.S. Select Real Estate Securities Index Sharpe ratio is -0.92. 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.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.92
-0.65
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

^DWRSFDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-26.04%
-17.97%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

^DWRSFWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Select Real Estate Securities Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dow Jones U.S. Select Real Estate Securities Index is 44.52%, recorded on Mar 23, 2020. It took 304 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.52%Feb 19, 202024Mar 23, 2020304Jun 7, 2021328
-34.15%Jan 3, 2022198Oct 14, 2022
-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
-6.19%Nov 26, 20214Dec 1, 20215Dec 8, 20219
-4.95%Jun 21, 20194Jun 26, 20199Jul 10, 201913
-4.38%Apr 15, 20195Apr 22, 201933Jun 7, 201938
-4.36%Jul 11, 201918Aug 5, 201920Sep 3, 201938
-4.16%Jun 15, 20214Jun 18, 202115Jul 12, 202119

^DWRSFVolatility Chart

Current Dow Jones U.S. Select Real Estate Securities Index volatility is 20.69%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
20.69%
22.29%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)