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DowJones
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


DOW 100%EquityEquity
PositionCategory/SectorWeight
DOW
Dow Inc.
Basic Materials

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DowJones, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


20.00%30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2024FebruaryMarchApril
48.26%
75.88%
DowJones
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
DowJones4.62%-1.77%18.72%8.90%5.09%N/A
DOW
Dow Inc.
4.62%-1.77%18.72%8.90%5.09%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.26%5.57%3.67%
2023-5.50%-6.24%8.52%5.97%

Expense Ratio

The DowJones has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.


DowJones
Sharpe ratio
The chart of Sharpe ratio for DowJones, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.000.28
Sortino ratio
The chart of Sortino ratio for DowJones, currently valued at 0.56, compared to the broader market-2.000.002.004.006.000.56
Omega ratio
The chart of Omega ratio for DowJones, currently valued at 1.06, compared to the broader market0.801.001.201.401.601.801.07
Calmar ratio
The chart of Calmar ratio for DowJones, currently valued at 0.21, compared to the broader market0.002.004.006.008.000.22
Martin ratio
The chart of Martin ratio for DowJones, currently valued at 1.01, compared to the broader market0.0010.0020.0030.0040.001.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DOW
Dow Inc.
0.280.561.070.221.01

Sharpe Ratio

The current DowJones Sharpe ratio is 0.28. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.28

The Sharpe ratio of DowJones is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.28
1.66
DowJones
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DowJones granted a 4.94% dividend yield in the last twelve months.


TTM20232022202120202019
DowJones4.94%5.11%5.56%4.94%5.05%3.84%
DOW
Dow Inc.
4.94%5.11%5.56%4.94%5.05%3.84%

Drawdowns

Drawdowns 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%NovemberDecember2024FebruaryMarchApril
-11.06%
-5.46%
DowJones
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DowJones. 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 DowJones was 60.87%, occurring on Mar 16, 2020. Recovery took 172 trading sessions.

The current DowJones drawdown is 11.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.87%Apr 5, 2019238Mar 16, 2020172Nov 17, 2020410
-37.09%May 5, 202299Sep 26, 2022
-23.54%Jun 4, 2021126Dec 1, 202197Apr 21, 2022223
-14.97%Jan 13, 202112Jan 29, 202115Feb 22, 202127
-7.97%Mar 18, 20214Mar 23, 202129May 4, 202133

Volatility

Volatility Chart

The current DowJones volatility is 4.12%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.12%
3.15%
DowJones
Benchmark (^GSPC)
Portfolio components