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Dow Jones Transportation Average (^DJT)

Index · Currency in USD · Last updated Jan 28, 2023

^DJTShare Price Chart


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^DJTPerformance

The chart shows the growth of $10,000 invested in Dow Jones Transportation Average in Aug 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $35,062 for a total return of roughly 250.62%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2023
1.40%
-0.51%
^DJT (Dow Jones Transportation Average)
Benchmark (^GSPC)

^DJTCompare to other instruments

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Dow Jones Transportation Average

^DJTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD8.15%6.02%
1M7.04%6.30%
6M1.46%-0.05%
1Y-3.63%-6.42%
5Y5.43%7.29%
10Y9.46%10.42%

^DJTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202211.04%-5.12%-13.00%12.65%7.84%-8.58%

^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 -0.12. 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.


-0.80-0.60-0.40-0.200.000.20SeptemberOctoberNovemberDecember2023
-0.12
-0.27
^DJT (Dow Jones Transportation Average)
Benchmark (^GSPC)

^DJTDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2023
-15.00%
-15.14%
^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
-29.58%Nov 3, 2021224Sep 26, 2022
-28.12%Dec 30, 2014266Jan 20, 2016223Dec 7, 2016489
-28.11%Jul 8, 201162Oct 3, 2011323Jan 15, 2013385
-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 18.34%. 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%15.00%20.00%25.00%30.00%35.00%40.00%45.00%SeptemberOctoberNovemberDecember2023
18.34%
16.76%
^DJT (Dow Jones Transportation Average)
Benchmark (^GSPC)