DAX Performance Index (^GDAXI)
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Performance
Performance Chart
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.
Returns By Period
DAX Performance Index had a return of 14.29% year-to-date (YTD) and 19.98% in the last 12 months. Over the past 10 years, DAX Performance Index had an annualized return of 6.90%, while the S&P 500 had an annualized return of 11.16%, indicating that DAX Performance Index did not perform as well as the benchmark.
^GDAXI
14.29%
-1.42%
2.43%
19.98%
7.69%
6.90%
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of ^GDAXI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.91% | 4.58% | 4.61% | -3.03% | 3.16% | -1.42% | 1.50% | 2.15% | 2.21% | -1.28% | 14.29% | ||
| 2023 | 8.65% | 1.57% | 1.72% | 1.88% | -1.62% | 3.09% | 1.85% | -3.04% | -3.51% | -3.75% | 9.49% | 3.31% | 20.31% |
| 2022 | -2.60% | -6.53% | -0.32% | -2.20% | 2.06% | -11.15% | 5.48% | -4.81% | -5.61% | 9.41% | 8.63% | -3.29% | -12.35% |
| 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% | 15.79% |
| 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% | 3.55% |
| 2019 | 5.82% | 3.07% | 0.09% | 7.10% | -5.00% | 5.73% | -1.69% | -2.05% | 4.09% | 3.53% | 2.87% | 0.10% | 25.48% |
| 2018 | 2.10% | -5.71% | -2.73% | 4.26% | -0.06% | -2.37% | 4.06% | -3.45% | -0.95% | -6.53% | -1.66% | -6.20% | -18.26% |
| 2017 | 0.47% | 2.59% | 4.04% | 1.02% | 1.42% | -2.30% | -1.68% | -0.52% | 6.41% | 3.12% | -1.55% | -0.82% | 12.51% |
| 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% | 6.87% |
| 2015 | 9.06% | 6.61% | 4.95% | -4.28% | -0.35% | -4.11% | 3.33% | -9.28% | -5.84% | 12.32% | 4.90% | -5.62% | 9.56% |
| 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% | 2.65% |
| 2013 | 2.15% | -0.44% | 0.69% | 1.52% | 5.50% | -4.67% | 3.98% | -2.09% | 6.06% | 5.11% | 4.11% | 1.56% | 25.48% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^GDAXI is 60, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
The current DAX Performance Index drawdown is 2.60%.
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
Volatility Chart
The current DAX Performance Index volatility is 4.32%, 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.