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Performance
^DJAT Performance Chart
Dow Jones Asian Titans 50 Index (^DJAT) is up 31.4% since the beginning of the year. ^DJAT is currently trading at $400 per share. Investors who bought $1,000 worth of ^DJAT shares 5 years ago would now be looking at an investment worth $1,723.
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Returns By Period
Dow Jones Asian Titans 50 Index (^DJAT) has returned 31.39% so far this year and 57.76% over the past 12 months. Over the last ten years, ^DJAT has returned 12.27% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Dow Jones Asian Titans 50 Index
- 1D
- 0.65%
- 1M
- 7.31%
- YTD
- 31.39%
- 6M
- 33.56%
- 1Y
- 57.76%
- 3Y*
- 26.85%
- 5Y*
- 11.50%
- 10Y*
- 12.27%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
^DJAT Monthly Returns History
Based on dividend-adjusted daily data since Dec 5, 2000, ^DJAT's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +16.3%, 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 52% of trading days. The best single day was Mar 24, 2008 with a return of +10.8%, while the worst single day was Jan 22, 2008 at -10.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.03% | 6.43% | -13.84% | 12.77% | 12.32% | 3.74% | 31.39% | ||||||
| 2025 | 1.66% | 0.58% | -1.53% | 2.31% | 4.88% | 3.29% | 1.73% | 2.68% | 6.77% | 5.05% | -3.77% | 3.08% | 29.68% |
| 2024 | -0.01% | 4.61% | 3.81% | -1.19% | 2.34% | 4.28% | 1.33% | 0.44% | 3.19% | -2.87% | -1.03% | -0.28% | 15.27% |
| 2023 | 8.36% | -6.47% | 3.31% | -1.82% | 0.28% | 4.81% | 2.78% | -5.13% | -2.98% | -3.26% | 7.70% | 4.72% | 11.50% |
| 2022 | -2.09% | -3.13% | 0.49% | -7.59% | 1.12% | -8.93% | 2.39% | -2.18% | -13.08% | 0.52% | 16.30% | -0.52% | -17.88% |
| 2021 | 2.92% | 3.31% | -1.88% | 0.48% | 1.49% | -1.57% | -4.49% | 2.06% | -1.59% | -0.22% | -2.86% | 3.11% | 0.37% |
Benchmark Metrics
Dow Jones Asian Titans 50 Index has an annualized alpha of 4.65%, beta of 0.19, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since December 05, 2000.
- This index participated in 90.83% of S&P 500 Index downside but only 78.78% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.19 may look defensive, but with R2 of 0.03 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 0.03 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
- 4.65%
- Beta
- 0.19
- R²
- 0.03
- Upside Capture
- 78.78%
- Downside Capture
- 90.83%
Return for Risk
Risk / Return Rank
^DJAT ranks 92 for risk / return — in the top 92% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Asian Titans 50 Index (^DJAT) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DJAT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.37 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 2.78 | +1.41 |
| Martin ratioReturn relative to average drawdown | 15.66 | 12.44 | +3.23 |
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 2235 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -58.24%Mar 2009 | 1y 4mo | 8y 10mo | 10y 2moNov 2007 - Jan 2018 |
2003 bear market2003 | -49.89%Apr 2003 | 2y 4mo | 2y 7mo | 5y 9dDec 2000 - Dec 2005 |
Bear market2022 | -38.57%Oct 2022 | 1y 8mo | 2y 6mo | 4y 2moFeb 2021 - May 2025 |
COVID crash2020 | -31.05%Mar 2020 | 2y 1mo | 7mo 17d | 2y 9moJan 2018 - Nov 2020 |
2006 correction2006 | -18.35%Jun 2006 | 1mo 5d | 8mo 7d | 9mo 12dMay 2006 - Feb 2007 |
Drawdown Indicators
| ^DJAT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.24% | -56.78% | -1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.84% | -9.10% | -4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -17.04% | -18.90% | +1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -34.16% | -25.43% | -8.73% |
Max Drawdown (10Y)Largest decline over 10 years | -38.57% | -33.92% | -4.65% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -20.34% | -10.71% | -9.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.03% | +1.67% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DJAT
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