PortfoliosLab logo

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

Index · Currency in USD · Last updated Dec 8, 2022

^DWRTFTShare Price Chart


Loading data...

^DWRTFTPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Select REIT Total Return Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $29,552 for a total return of roughly 195.52%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.87%
0.85%
^DWRTFT (Dow Jones U.S. Select REIT Total Return Index)
Benchmark (^GSPC)

^DWRTFTCompare to other instruments

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

^DWRTFTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M4.26%4.33%
6M-11.26%-5.45%
YTD-24.16%-17.46%
1Y-19.69%-14.32%
5Y3.18%8.34%
10Y6.23%10.93%

^DWRTFTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.46%-3.53%6.71%-4.65%-6.89%-7.75%8.90%-6.21%-12.25%4.49%5.79%-2.93%
2021-0.20%5.33%4.64%8.28%0.90%2.30%5.32%1.75%-5.52%8.18%-0.60%9.01%
20200.42%-8.41%-22.28%7.83%-0.63%1.84%3.33%0.70%-3.10%-2.59%12.28%3.24%
201911.41%0.96%2.88%-0.19%-0.34%1.36%1.60%2.37%2.71%1.07%-1.35%-0.94%
2018-3.96%-7.20%3.88%1.48%3.98%4.24%0.55%2.98%-2.73%-2.55%4.85%-8.59%
2017-0.86%3.50%-2.81%-0.24%-0.55%2.45%0.92%-0.79%0.27%-1.09%3.07%0.03%
2016-3.95%-0.90%10.43%-2.93%2.01%6.47%4.37%-3.38%-2.06%-5.63%-1.35%4.69%
20159.05%-5.67%1.79%-5.79%-0.04%-4.42%5.93%-5.86%3.37%5.83%-0.55%2.18%
20144.06%5.12%0.88%3.68%2.46%0.86%0.21%2.79%-5.82%10.73%2.11%1.80%
20133.39%0.83%2.66%6.88%-5.99%-1.76%0.77%-6.86%3.19%4.07%-5.49%0.56%
20126.43%-1.11%5.24%3.01%-4.56%5.53%1.90%-0.27%-1.97%-0.91%-0.50%3.77%
20113.55%4.57%-1.46%5.93%1.55%-3.35%1.82%-5.48%-11.20%14.69%-3.93%4.70%
2010-5.14%5.68%10.22%7.07%-5.39%-5.36%9.89%-1.34%4.43%4.63%-1.95%4.74%

^DWRTFTSharpe 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 Total Return Index Sharpe ratio is -0.85. 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.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.85
-0.67
^DWRTFT (Dow Jones U.S. Select REIT Total Return Index)
Benchmark (^GSPC)

^DWRTFTDrawdowns 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
-24.16%
-17.98%
^DWRTFT (Dow Jones U.S. Select REIT Total Return Index)
Benchmark (^GSPC)

^DWRTFTWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Select REIT Total Return 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 Total Return Index is 44.29%, recorded on Mar 23, 2020. It took 279 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.29%Feb 24, 202021Mar 23, 2020279Apr 30, 2021300
-32.35%Jan 3, 2022198Oct 14, 2022
-22.98%Jul 25, 201111Aug 8, 2011123Feb 1, 2012134
-17.9%May 22, 201362Aug 19, 2013193May 27, 2014255
-17.33%May 4, 201044Jul 6, 201053Sep 20, 201097
-16.59%Aug 2, 2016383Feb 8, 2018132Aug 17, 2018515
-16.52%Jan 27, 2015154Sep 4, 2015142Mar 31, 2016296
-13.5%Dec 7, 201812Dec 24, 201825Jan 31, 201937
-10.03%Jan 20, 201015Feb 9, 201017Mar 5, 201032
-9.37%Nov 8, 20107Nov 16, 201048Jan 26, 201155

^DWRTFTVolatility Chart

Current Dow Jones U.S. Select REIT Total Return Index volatility is 26.70%. 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%45.00%JulyAugustSeptemberOctoberNovemberDecember
26.70%
22.83%
^DWRTFT (Dow Jones U.S. Select REIT Total Return Index)
Benchmark (^GSPC)