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DAX Performance Index (^GDAXI)

Index · Currency in EUR · 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 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.


-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
0.09%
5.94%
^GDAXI (DAX Performance Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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DAX Performance Index

Popular comparisons: ^GDAXI vs. ^FCHI, ^GDAXI vs. EURUSD=X, ^GDAXI vs. ^AEX, ^GDAXI vs. VOO, ^GDAXI vs. ^GSPC, ^GDAXI vs. DIA, ^GDAXI vs. SPY, ^GDAXI vs. BZ=F, ^GDAXI vs. BOND, ^GDAXI vs. IWDA.L

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.


PeriodReturnBenchmark
Year-To-Date14.67%18.52%
1 month8.71%10.52%
6 months0.09%8.20%
1 year9.80%13.02%
5 years (annualized)7.11%10.68%
10 years (annualized)5.41%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.88%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GDAXI
DAX Performance Index
0.72
^GSPC
S&P 500
0.91

Sharpe Ratio

The current DAX Performance Index Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.72
0.47
^GDAXI (DAX Performance Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.06%
-3.61%
^GDAXI (DAX Performance Index)
Benchmark (^GSPC)

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, 2000763Mar 12, 20031090Jun 20, 20071853
-54.77%Jul 17, 2007416Mar 6, 20091060May 3, 20131476
-41.29%Apr 18, 1986442Jan 28, 1988388Aug 2, 1989830
-38.78%Feb 20, 202020Mar 18, 2020197Dec 28, 2020217
-36.87%Jul 21, 199858Oct 8, 1998299Dec 14, 1999357

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.


2.50%3.00%3.50%4.00%4.50%JuneJulyAugustSeptemberOctoberNovember
2.78%
2.65%
^GDAXI (DAX Performance Index)
Benchmark (^GSPC)

Recent discussions