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DAX PERFORMANCE-INDEX

^GDAXI
Index · Currency in EUR

^GDAXIPrice Chart


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S&P 500

^GDAXIPerformance

The chart shows the growth of €10,000 invested in DAX PERFORMANCE-INDEX on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €25,907 for a total return of roughly 159.07%. All prices are adjusted for splits and dividends.


^GDAXI (DAX PERFORMANCE-INDEX)
Benchmark (S&P 500)

^GDAXIReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.21%
6M12.67%
YTD14.22%
1Y19.57%
5Y9.06%
10Y7.85%

^GDAXIMonthly Returns Heatmap


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^GDAXISharpe 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 DAX PERFORMANCE-INDEX Sharpe ratio is 1.23. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


^GDAXI (DAX PERFORMANCE-INDEX)
Benchmark (S&P 500)

^GDAXIDrawdowns Chart

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


^GDAXI (DAX PERFORMANCE-INDEX)
Benchmark (S&P 500)

^GDAXIWorst Drawdowns

The table below shows the maximum drawdowns of the DAX PERFORMANCE-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 DAX PERFORMANCE-INDEX is 38.78%, recorded on Mar 18, 2020. It took 197 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.78%Feb 20, 202020Mar 18, 2020197Dec 28, 2020217
-32.62%May 3, 201195Sep 12, 2011317Dec 6, 2012412
-29.27%Apr 13, 2015213Feb 11, 2016305Apr 24, 2017518
-23.44%Jan 24, 2018234Dec 27, 2018269Jan 24, 2020503
-14.53%Jul 4, 201473Oct 15, 201437Dec 5, 2014110
-12.29%Feb 21, 201118Mar 16, 201129Apr 28, 201147
-10.46%Apr 27, 201021May 25, 201052Aug 5, 201073
-10.15%Jan 5, 201024Feb 5, 201034Mar 25, 201058
-9.83%May 23, 201323Jun 24, 201360Sep 16, 201383
-7.47%Dec 8, 20146Dec 15, 201419Jan 16, 201525

^GDAXIVolatility Chart

Current DAX PERFORMANCE-INDEX volatility is 19.27%. 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.


^GDAXI (DAX PERFORMANCE-INDEX)
Benchmark (S&P 500)

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