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DAX Performance Index (^GDAXI)

Index · Currency in EUR · Last updated Nov 29, 2022

^GDAXIShare Price Chart


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^GDAXIPerformance

The chart shows the growth of €10,000 invested in DAX Performance Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €23,781 for a total return of roughly 137.81%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-0.03%
-4.07%
^GDAXI (DAX Performance Index)
Benchmark (^GSPC)

^GDAXICompare to other instruments

Search for stocks, ETFs, and funds to compare with ^GDAXI

^GDAXIReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.61%1.61%
6M-0.55%-4.67%
YTD-9.45%-16.81%
1Y-5.73%-13.48%
5Y1.94%7.96%
10Y6.85%10.07%

^GDAXIMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.60%-6.53%-0.32%-2.20%2.06%-11.15%5.48%-4.81%-5.61%9.41%8.52%
2021-2.08%2.63%8.86%0.85%1.88%0.71%0.09%1.87%-3.63%2.81%-3.75%5.20%
2020-2.02%-8.41%-16.44%9.32%6.68%6.25%0.02%5.13%-1.43%-9.44%15.01%3.22%
20195.82%3.07%0.09%7.10%-5.00%5.73%-1.69%-2.05%4.09%3.53%2.87%0.10%
20182.10%-5.71%-2.73%4.26%-0.06%-2.37%4.06%-3.45%-0.95%-6.53%-1.66%-6.20%
20170.47%2.59%4.04%1.02%1.42%-2.30%-1.68%-0.52%6.41%3.12%-1.55%-0.82%
2016-8.80%-3.09%4.95%0.74%2.23%-5.68%6.79%2.47%-0.77%1.47%-0.23%7.90%
20159.06%6.61%4.95%-4.28%-0.35%-4.11%3.33%-9.28%-5.84%12.32%4.90%-5.62%
2014-2.57%4.14%-1.40%0.50%3.54%-1.11%-4.33%0.67%0.04%-1.56%7.01%-1.76%
20132.15%-0.44%0.69%1.52%5.50%-4.67%3.98%-2.09%6.06%5.11%4.11%1.56%
20129.50%6.15%1.32%-2.67%-7.35%2.42%5.55%2.93%3.52%0.62%2.00%2.79%
20112.36%2.75%-3.18%6.72%-2.94%1.13%-2.95%-19.19%-4.89%11.62%-0.85%-3.13%
2010-7.27%-0.18%9.92%-0.29%-2.79%0.02%3.06%-3.62%5.13%5.98%1.32%3.37%

^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 -0.22. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.00JuneJulyAugustSeptemberOctoberNovember
-0.22
-0.52
^GDAXI (DAX Performance Index)
Benchmark (^GSPC)

^GDAXIDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-11.61%
-17.34%
^GDAXI (DAX Performance Index)
Benchmark (^GSPC)

^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, 2011319Dec 6, 2012414
-29.27%Apr 13, 2015213Feb 11, 2016305Apr 24, 2017518
-26.4%Jan 6, 2022189Sep 29, 2022
-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

^GDAXIVolatility Chart

Current DAX Performance Index volatility is 11.79%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
11.79%
13.39%
^GDAXI (DAX Performance Index)
Benchmark (^GSPC)