Dow Jones U.S. Select REIT Total Return Index (^DWRTFT)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.85% | 18.52% |
| 1 month | 11.44% | 10.52% |
| 6 months | 2.19% | 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.69% | -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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^DWRTFT Dow Jones U.S. Select REIT Total Return Index | -0.08 | ||||
^GSPC S&P 500 | 0.91 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2007 | 542 | Mar 6, 2009 | 1031 | Apr 2, 2013 | 1573 |
| -44.29% | Feb 24, 2020 | 21 | Mar 23, 2020 | 279 | Apr 30, 2021 | 300 |
| -32.35% | Jan 3, 2022 | 198 | Oct 14, 2022 | — | — | — |
| -31.91% | Aug 31, 1989 | 15 | Oct 31, 1990 | 25 | Nov 30, 1992 | 40 |
| -26.44% | Oct 7, 1997 | 572 | Dec 15, 1999 | 161 | Jul 27, 2000 | 733 |
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.