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Dow Jones U.S. Select REIT Total Return Index (^DWRTFT)

Index · Currency in USD · Last updated Nov 28, 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 REIT Total Return Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JuneJulyAugustSeptemberOctoberNovember
1,576.63%
863.63%
^DWRTFT (Dow Jones U.S. Select REIT Total Return Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Dow Jones U.S. Select REIT Total Return Index

Popular comparisons: ^DWRTFT vs. NASDX, ^DWRTFT vs. SPY, ^DWRTFT vs. VWUAX

Return

Dow Jones U.S. Select REIT Total Return Index had a return of 1.85% year-to-date (YTD) and -2.37% in the last 12 months. Over the past 10 years, Dow Jones U.S. Select REIT Total Return Index had an annualized return of 5.89%, while the S&P 500 had an annualized return of 9.71%, indicating that Dow Jones U.S. Select REIT Total Return Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.85%18.52%
1 month11.44%10.52%
6 months2.19%8.20%
1 year-2.37%13.02%
5 years (annualized)2.13%10.68%
10 years (annualized)5.89%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.69%-2.76%5.11%2.87%-3.19%-7.01%-4.53%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) 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
^DWRTFT
Dow Jones U.S. Select REIT Total Return Index
-0.08
^GSPC
S&P 500
0.91

Sharpe Ratio

The current Dow Jones U.S. Select REIT Total Return Index Sharpe ratio is -0.08. 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.08
0.91
^DWRTFT (Dow Jones U.S. Select REIT Total Return Index)
Benchmark (^GSPC)

Drawdowns 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%JuneJulyAugustSeptemberOctoberNovember
-24.59%
-5.13%
^DWRTFT (Dow Jones U.S. Select REIT Total Return Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Select REIT Total Return 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 Total Return Index was 75.15%, occurring on Mar 6, 2009. Recovery took 1031 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.15%Feb 8, 2007542Mar 6, 20091031Apr 2, 20131573
-44.29%Feb 24, 202021Mar 23, 2020279Apr 30, 2021300
-32.35%Jan 3, 2022198Oct 14, 2022
-31.91%Aug 31, 198915Oct 31, 199025Nov 30, 199240
-26.44%Oct 7, 1997572Dec 15, 1999161Jul 27, 2000733

Volatility Chart

The current Dow Jones U.S. Select REIT Total Return Index volatility is 7.34%, 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%JuneJulyAugustSeptemberOctoberNovember
7.34%
3.31%
^DWRTFT (Dow Jones U.S. Select REIT Total Return Index)
Benchmark (^GSPC)

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