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DAX PERFORMANCE-INDEX (^GDAXI)

Index · Currency in EUR · Last updated May 14, 2022

    ^GDAXIShare Price Chart


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    ^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 €23,193 for a total return of roughly 131.93%. All prices are adjusted for splits and dividends.


    ^GDAXI (DAX PERFORMANCE-INDEX)
    Benchmark (^GSPC)

    ^GDAXIReturns in periods

    Returns over 1 year are annualized

    PeriodReturnBenchmark
    1M-0.69%-8.48%
    YTD-11.69%-15.56%
    6M-12.78%-13.21%
    1Y-7.41%-1.66%
    5Y1.88%10.47%
    10Y8.03%10.99%

    ^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 -0.35. 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.


    ^GDAXI (DAX PERFORMANCE-INDEX)
    Benchmark (^GSPC)

    ^GDAXIDrawdowns Chart

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


    ^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, 2011317Dec 6, 2012412
    -29.27%Apr 13, 2015214Feb 11, 2016305Apr 24, 2017519
    -23.44%Jan 24, 2018235Dec 27, 2018269Jan 24, 2020504
    -21.14%Jan 6, 202244Mar 8, 2022
    -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 24.50%. 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 (^GSPC)

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