Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST)
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. Small-Cap Total Stock Market Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Return
Dow Jones U.S. Small-Cap Total Stock Market Index had a return of 2.63% year-to-date (YTD) and 10.64% in the last 12 months. Over the past 10 years, Dow Jones U.S. Small-Cap Total Stock Market Index had an annualized return of 6.95%, while the S&P 500 had an annualized return of 9.61%, indicating that Dow Jones U.S. Small-Cap Total Stock Market Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -4.90% | -3.58% |
| 6 months | 0.92% | 6.12% |
| Year-To-Date | 2.63% | 11.33% |
| 1 year | 10.64% | 17.20% |
| 5 years (annualized) | 2.98% | 7.98% |
| 10 years (annualized) | 6.95% | 9.61% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.88% | -4.26% | -1.74% | -1.75% | 8.71% | 5.16% | -4.10% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST) 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 | |
|---|---|---|---|---|---|
^DWST Dow Jones U.S. Small-Cap Total Stock Market Index | 0.51 | ||||
^GSPC S&P 500 | 0.98 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Dow Jones U.S. Small-Cap Total Stock Market 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. Small-Cap Total Stock Market Index is 60.13%, recorded on Mar 9, 2009. It took 452 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.13% | Jul 16, 2007 | 431 | Mar 9, 2009 | 452 | Dec 9, 2010 | 883 |
| -56.57% | Feb 18, 2020 | 22 | Mar 18, 2020 | 225 | Feb 8, 2021 | 247 |
| -46.84% | Mar 10, 2000 | 674 | Oct 9, 2002 | 338 | Jan 26, 2004 | 1012 |
| -30.86% | Nov 9, 2021 | 152 | Jun 16, 2022 | — | — | — |
| -28.39% | Jul 8, 2011 | 62 | Oct 3, 2011 | 235 | Sep 6, 2012 | 297 |
Volatility Chart
The current Dow Jones U.S. Small-Cap Total Stock Market Index volatility is 4.11%, 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.