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Dow Jones Transportation Average (^DJT)

Index · Currency in USD · Last updated Sep 22, 2022

^DJTShare Price Chart


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^DJTPerformance

The chart shows the growth of $10,000 invested in Dow Jones Transportation Average in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,624 for a total return of roughly 206.24%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-22.80%
-16.58%
^DJT (Dow Jones Transportation Average)
Benchmark (^GSPC)

^DJTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-14.36%-10.37%
6M-23.39%-16.00%
YTD-22.77%-20.48%
1Y-10.26%-12.80%
5Y5.54%8.75%
10Y9.95%9.94%

^DJTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.70%-0.09%6.64%-8.71%-3.79%-8.00%11.04%-5.12%-8.73%
2021-3.35%10.29%9.75%4.89%2.63%-5.52%-2.82%1.39%-4.50%13.60%-0.40%3.39%
2020-3.07%-11.15%-17.64%8.34%7.08%2.26%8.96%11.91%0.40%-1.10%12.10%0.46%
20199.69%4.05%-0.57%4.22%-10.22%7.43%2.29%-5.37%2.34%1.31%3.42%0.40%
20183.39%-5.38%0.14%0.26%3.13%-3.77%7.08%2.05%0.67%-10.44%6.17%-15.25%
20171.64%2.48%-3.22%-0.21%0.73%4.36%-3.98%1.48%6.39%-1.57%5.29%3.28%
2016-8.02%6.35%8.16%-0.91%-0.93%-4.02%4.83%0.41%2.54%-0.26%11.46%0.69%
2015-5.37%4.34%-3.14%-1.70%-3.41%-2.50%3.70%-6.52%-0.76%4.40%-0.33%-7.32%
2014-1.51%0.81%3.08%1.28%5.64%1.21%-0.74%3.27%0.51%3.60%5.06%-0.63%
20139.37%3.26%4.37%-1.24%1.82%-1.85%4.66%-3.28%5.32%5.97%3.73%2.28%
20125.97%-3.12%1.94%-0.44%-2.97%2.65%-2.32%-1.59%-2.29%3.93%0.67%3.67%
2011-1.60%1.19%4.23%4.06%-0.82%-0.84%-4.42%-9.97%-10.23%16.79%1.10%1.49%
2010-5.70%6.14%5.81%6.77%-7.17%-7.57%10.36%-6.79%9.70%5.13%2.13%5.17%

^DJTSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dow Jones Transportation Average Sharpe ratio is -0.37. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.37
-0.59
^DJT (Dow Jones Transportation Average)
Benchmark (^GSPC)

^DJTDrawdowns 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%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-25.76%
-20.99%
^DJT (Dow Jones Transportation Average)
Benchmark (^GSPC)

^DJTWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Transportation Average. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dow Jones Transportation Average is 42.06%, recorded on Mar 23, 2020. It took 138 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.06%Sep 17, 2018381Mar 23, 2020138Oct 7, 2020519
-28.12%Dec 30, 2014266Jan 20, 2016223Dec 7, 2016489
-28.11%Jul 8, 201162Oct 3, 2011323Jan 15, 2013385
-25.76%Nov 3, 2021221Sep 21, 2022
-18.72%May 4, 201044Jul 6, 201084Nov 2, 2010128
-12.18%May 10, 202195Sep 22, 202129Nov 2, 2021124
-11.05%Sep 19, 201417Oct 13, 201411Oct 28, 201428
-11.03%Jan 16, 201858Apr 9, 201894Aug 21, 2018152
-11.02%Jan 12, 201019Feb 8, 201020Mar 9, 201039
-8.7%Oct 16, 20209Oct 28, 20209Nov 10, 202018

^DJTVolatility Chart

Current Dow Jones Transportation Average volatility is 41.08%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%AprilMayJuneJulyAugustSeptember
41.08%
28.72%
^DJT (Dow Jones Transportation Average)
Benchmark (^GSPC)