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Dow Jones U.S. Select REIT Index (^DWRTF)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Dow Jones U.S. Select REIT Index

Popular comparisons: ^DWRTF vs. SPY, ^DWRTF vs. SCHD, ^DWRTF vs. VNQ, ^DWRTF vs. VOO, ^DWRTF vs. QQQ, ^DWRTF vs. USRT

Performance

Performance Chart

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


0.00%100.00%200.00%300.00%400.00%NovemberDecember2024FebruaryMarchApril
66.76%
357.12%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dow Jones U.S. Select REIT Index had a return of -6.16% year-to-date (YTD) and 2.49% in the last 12 months. Over the past 10 years, Dow Jones U.S. Select REIT Index had an annualized return of 1.40%, while the S&P 500 had an annualized return of 10.79%, indicating that Dow Jones U.S. Select REIT Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-6.16%7.41%
1 month-4.73%-0.81%
6 months8.39%18.38%
1 year2.49%23.57%
5 years (annualized)-1.98%12.02%
10 years (annualized)1.40%10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.14%1.68%1.18%
2023-7.68%-4.67%10.54%9.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DWRTF is 17, indicating that it is in the bottom 17% of the market 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 ^DWRTF is 1717
Dow Jones U.S. Select REIT Index(^DWRTF)
The Sharpe Ratio Rank of ^DWRTF is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWRTF is 1616Sortino Ratio Rank
The Omega Ratio Rank of ^DWRTF is 1616Omega Ratio Rank
The Calmar Ratio Rank of ^DWRTF is 1717Calmar Ratio Rank
The Martin Ratio Rank of ^DWRTF is 1818Martin 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. Select REIT Index (^DWRTF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^DWRTF
Sharpe ratio
The chart of Sharpe ratio for ^DWRTF, currently valued at 0.10, compared to the broader market-1.000.001.002.003.000.10
Sortino ratio
The chart of Sortino ratio for ^DWRTF, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.000.28
Omega ratio
The chart of Omega ratio for ^DWRTF, currently valued at 1.03, compared to the broader market1.001.201.401.601.03
Calmar ratio
The chart of Calmar ratio for ^DWRTF, currently valued at 0.05, compared to the broader market0.001.002.003.004.005.000.05
Martin ratio
The chart of Martin ratio for ^DWRTF, currently valued at 0.27, compared to the broader market0.005.0010.0015.0020.0025.000.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-1.000.001.002.003.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-1.000.001.002.003.004.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.201.401.601.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.001.002.003.004.005.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.005.0010.0015.0020.0025.008.76

Sharpe Ratio

The current Dow Jones U.S. Select REIT Index Sharpe ratio is 0.10. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.10
2.15
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

Drawdowns

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%NovemberDecember2024FebruaryMarchApril
-26.68%
-2.49%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Select REIT 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 REIT Index was 44.52%, occurring on Mar 23, 2020. Recovery took 304 trading sessions.

The current Dow Jones U.S. Select REIT Index drawdown is 26.68%.


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
-23.43%Jul 25, 201150Oct 3, 201185Feb 3, 2012135
-21.14%Aug 2, 2016384Feb 8, 2018394Sep 4, 2019778
-18.61%May 22, 201362Aug 19, 2013264Sep 5, 2014326

Volatility

Volatility Chart

The current Dow Jones U.S. Select REIT Index volatility is 6.29%, 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%NovemberDecember2024FebruaryMarchApril
6.29%
3.24%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)