DowJones
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DOW Dow Inc. | Basic Materials | 100% |
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
The earliest data available for this chart is Mar 20, 2019, corresponding to the inception date of DOW
Returns By Period
Monthly Returns
The table below presents the monthly returns of DowJones, 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 | -2.26% | 5.57% | 3.67% | -1.78% | 2.53% | -7.95% | -1.21% | ||||||
| 2023 | 17.78% | -2.44% | -4.16% | -0.77% | -9.04% | 9.18% | 6.03% | -2.14% | -5.50% | -6.25% | 8.52% | 5.97% | 14.73% |
| 2022 | 5.31% | -0.10% | 8.07% | 4.36% | 3.29% | -24.08% | 3.10% | -2.88% | -13.86% | 6.40% | 10.59% | -1.14% | -6.65% |
| 2021 | -6.49% | 15.55% | 7.81% | -2.25% | 10.58% | -7.51% | -1.77% | 2.29% | -8.49% | -2.76% | -0.65% | 3.26% | 6.81% |
| 2020 | -15.82% | -10.84% | -27.64% | 25.48% | 7.09% | 5.60% | 0.74% | 11.58% | 4.28% | -3.32% | 17.99% | 4.70% | 7.88% |
| 2019 | 3.67% | 9.88% | -16.37% | 5.45% | -1.76% | -10.52% | 11.78% | 5.96% | 7.06% | 2.55% | 14.82% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DowJones is 6, indicating that it is in the bottom 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
DOW Dow Inc. | 0.21 | 0.43 | 1.05 | 0.15 | 0.63 |
Dividends
Dividend yield
DowJones granted a 5.30% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
| DowJones | 5.30% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% |
| Portfolio components: | ||||||
DOW Dow Inc. | 5.30% | 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.
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 15.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.87% | Apr 5, 2019 | 238 | Mar 16, 2020 | 172 | Nov 17, 2020 | 410 |
| -37.09% | May 5, 2022 | 99 | Sep 26, 2022 | — | — | — |
| -23.54% | Jun 4, 2021 | 126 | Dec 1, 2021 | 97 | Apr 21, 2022 | 223 |
| -14.97% | Jan 13, 2021 | 12 | Jan 29, 2021 | 15 | Feb 22, 2021 | 27 |
| -7.97% | Mar 18, 2021 | 4 | Mar 23, 2021 | 29 | May 4, 2021 | 33 |
Volatility
Volatility Chart
The current DowJones volatility is 5.52%, 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.