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Dow Jones U.S. Select REIT Index (^DWRTF)

Index · Currency in USD · Last updated Sep 24, 2022

^DWRTFShare Price Chart


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^DWRTFPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Select REIT Index in May 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,318 for a total return of roughly 63.18%. All prices are adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%AprilMayJuneJulyAugustSeptember
-24.52%
-19.28%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

^DWRTFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-12.19%-10.55%
6M-22.81%-18.29%
YTD-28.26%-22.51%
1Y-19.41%-15.98%
5Y-0.82%8.10%
10Y2.00%9.76%

^DWRTFMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.56%-3.65%6.16%-4.75%-7.02%-8.31%8.76%-6.35%-9.24%
2021-0.32%5.18%4.11%8.11%0.77%1.83%5.17%1.63%-5.97%8.06%-0.74%8.52%
20200.30%-8.62%-22.82%7.67%-0.85%1.23%3.13%0.51%-3.69%-2.78%12.09%2.64%
201911.25%0.71%2.31%-0.30%-0.63%0.83%1.49%2.08%2.19%0.96%-1.63%-1.50%
2018-4.08%-7.46%3.26%1.32%3.66%3.67%0.41%2.69%-3.25%-2.68%4.54%-9.19%
2017-0.98%3.25%-3.34%-0.37%-0.83%1.91%0.78%-1.07%-0.24%-1.23%2.80%-0.56%
2016-4.06%-1.18%9.88%-3.05%1.73%5.95%4.25%-3.63%-2.51%-5.77%-1.62%4.10%
20156.57%-3.82%1.37%-5.91%-0.33%-4.90%5.80%-6.13%2.85%5.69%-0.84%1.61%
20143.92%4.81%0.40%3.54%2.15%0.41%0.08%2.48%-6.25%10.57%1.82%1.31%
20133.22%0.62%2.22%6.75%-6.26%-2.19%0.64%-7.15%2.73%3.87%-5.74%0.00%
20126.28%-1.38%4.79%2.86%-4.85%5.09%1.77%-0.57%-2.36%-1.05%-0.81%3.25%
20113.40%4.24%-1.82%5.78%1.19%-3.69%1.67%-5.81%-11.57%14.51%-4.26%4.19%
2010-0.40%-5.76%9.71%-1.69%4.04%4.45%-2.30%4.26%

^DWRTFSharpe 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 REIT Index Sharpe ratio is -0.90. 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.


-1.00-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
-0.90
-0.78
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

^DWRTFDrawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-28.26%
-23.00%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

^DWRTFWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Select REIT 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 REIT 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
-28.26%Jan 3, 2022183Sep 23, 2022
-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
-18.57%Jan 27, 2015264Feb 11, 201697Jun 30, 2016361
-14.05%Jun 16, 201014Jul 6, 201019Aug 2, 201033
-9.84%Sep 17, 201242Nov 15, 201247Jan 25, 201389
-9.58%Nov 8, 20107Nov 16, 201049Jan 27, 201156
-8.85%May 2, 201223Jun 4, 201221Jul 3, 201244

^DWRTFVolatility Chart

Current Dow Jones U.S. Select REIT Index volatility is 16.70%. 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%AprilMayJuneJulyAugustSeptember
16.70%
23.28%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)