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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones Asian Titans 50 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dow Jones Asian Titans 50 Index (^DJAT) has returned -0.02% so far this year and 28.66% over the past 12 months. Over the last ten years, ^DJAT has returned 9.27% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones Asian Titans 50 Index
- 1D
- -1.56%
- 1M
- -12.10%
- YTD
- -0.02%
- 6M
- 4.19%
- 1Y
- 28.66%
- 3Y*
- 16.76%
- 5Y*
- 5.30%
- 10Y*
- 9.27%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 5, 2000, ^DJAT's average daily return is +0.03%, while the average monthly return is +0.38%. At this rate, your investment would double in approximately 15.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +15.4%, while the worst month was Oct 2008 at -18.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^DJAT closed higher 51% of trading days. The best single day was May 1, 2023 with a return of +76.3%, while the worst single day was May 2, 2023 at -43.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.03% | 6.43% | -13.84% | -0.02% | |||||||||
| 2025 | 1.66% | 0.58% | -1.43% | 2.21% | 4.88% | 3.29% | 1.73% | 2.25% | 7.22% | 5.05% | -3.64% | 2.95% | 29.68% |
| 2024 | 0.30% | 4.45% | 4.10% | -1.45% | 2.16% | 4.28% | 1.12% | 0.84% | 3.33% | -3.19% | -1.22% | -0.09% | 15.27% |
| 2023 | 8.76% | -6.39% | 3.18% | -1.79% | 0.04% | 4.97% | 2.85% | -5.13% | -2.88% | -3.31% | 7.93% | 4.44% | 11.88% |
| 2022 | -2.16% | -3.14% | 0.75% | -7.52% | 0.94% | -9.12% | 2.45% | -1.95% | -13.07% | 0.35% | 15.44% | -0.11% | -18.15% |
| 2021 | 2.99% | 3.34% | -1.91% | 0.49% | 1.87% | -1.91% | -4.59% | 2.06% | -1.59% | -0.20% | -3.21% | 3.44% | 0.37% |
Benchmark Metrics
Dow Jones Asian Titans 50 Index has an annualized alpha of 4.69%, beta of 0.19, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since December 06, 2000.
- This index participated in 86.97% of S&P 500 Index downside but only 71.17% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.19 may look defensive, but with R² of 0.02 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.02 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.69%
- Beta
- 0.19
- R²
- 0.02
- Upside Capture
- 71.17%
- Downside Capture
- 86.97%
Return for Risk
Risk / Return Rank
^DJAT ranks 66 for risk / return — better than 66% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Asian Titans 50 Index (^DJAT) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJAT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.39 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.40 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.94 | 6.61 | -1.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^DJAT risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones Asian Titans 50 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 Dow Jones Asian Titans 50 Index was 58.24%, occurring on Mar 9, 2009. Recovery took 2307 trading sessions.
The current Dow Jones Asian Titans 50 Index drawdown is 13.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.24% | Nov 2, 2007 | 348 | Mar 9, 2009 | 2307 | Jan 23, 2018 | 2655 |
| -49.89% | Dec 13, 2000 | 579 | Apr 28, 2003 | 691 | Dec 21, 2005 | 1270 |
| -46.54% | Feb 17, 2020 | 26 | Mar 23, 2020 | 229 | Feb 17, 2021 | 255 |
| -45.58% | May 2, 2023 | 128 | Oct 26, 2023 | 624 | Jan 28, 2026 | 752 |
| -38.51% | Feb 18, 2021 | 437 | Oct 24, 2022 | 135 | May 1, 2023 | 572 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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