DAX Performance Index (^GDAXI)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of €10,000 in DAX Performance 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
Return
DAX Performance Index had a return of 14.67% year-to-date (YTD) and 9.80% in the last 12 months. Over the past 10 years, DAX Performance Index had an annualized return of 5.41%, while the S&P 500 had an annualized return of 9.71%, indicating that DAX Performance Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 14.67% | 18.52% |
| 1 month | 8.71% | 10.52% |
| 6 months | 0.09% | 8.20% |
| 1 year | 9.80% | 13.02% |
| 5 years (annualized) | 7.11% | 10.68% |
| 10 years (annualized) | 5.41% | 9.71% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.88% | -1.62% | 3.09% | 1.85% | -3.04% | -3.51% | -3.75% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for DAX Performance Index (^GDAXI) 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 | |
|---|---|---|---|---|---|
^GDAXI DAX Performance Index | 0.72 | ||||
^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 DAX Performance 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 DAX Performance Index was 72.68%, occurring on Mar 12, 2003. Recovery took 1090 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.68% | Mar 8, 2000 | 763 | Mar 12, 2003 | 1090 | Jun 20, 2007 | 1853 |
| -54.77% | Jul 17, 2007 | 416 | Mar 6, 2009 | 1060 | May 3, 2013 | 1476 |
| -41.29% | Apr 18, 1986 | 442 | Jan 28, 1988 | 388 | Aug 2, 1989 | 830 |
| -38.78% | Feb 20, 2020 | 20 | Mar 18, 2020 | 197 | Dec 28, 2020 | 217 |
| -36.87% | Jul 21, 1998 | 58 | Oct 8, 1998 | 299 | Dec 14, 1999 | 357 |
Volatility Chart
The current DAX Performance Index volatility is 2.78%, 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.