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Performance
^DJT Performance Chart
Dow Jones Transportation Average (^DJT) is up 24.1% since the beginning of the year. ^DJT is currently trading at $21,535 per share. Investors who bought $1,000 worth of ^DJT shares 5 years ago would now be looking at an investment worth $1,473.
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Returns By Period
Dow Jones Transportation Average (^DJT) has returned 24.07% so far this year and 45.85% over the past 12 months. Over the last ten years, ^DJT has returned 10.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.
Dow Jones Transportation Average
- 1D
- 0.00%
- 1M
- 3.69%
- YTD
- 24.07%
- 6M
- 22.65%
- 1Y
- 45.85%
- 3Y*
- 13.33%
- 5Y*
- 8.05%
- 10Y*
- 10.87%
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
^DJT Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1992, ^DJT's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +17.1%, while the worst month was Sep 2001 at -22.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^DJT closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.5%, while the worst single day was Sep 17, 2001 at -15.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.43% | 7.59% | -5.48% | 11.74% | 2.97% | 0.58% | 24.07% | ||||||
| 2025 | 2.59% | -1.96% | -7.76% | -7.50% | 7.67% | 4.82% | 0.34% | 2.97% | -1.19% | 1.11% | 4.38% | 4.65% | 9.19% |
| 2024 | -2.41% | 2.10% | 2.34% | -8.03% | 2.21% | 1.16% | 4.34% | -0.25% | 1.56% | -0.26% | 8.41% | -9.78% | -0.02% |
| 2023 | 9.38% | 0.51% | -1.93% | -2.89% | -2.23% | 13.28% | 7.00% | -5.36% | -4.81% | -7.17% | 8.08% | 5.86% | 18.72% |
| 2022 | -7.25% | -0.09% | 6.64% | -8.71% | -3.79% | -8.00% | 11.04% | -5.12% | -13.00% | 12.65% | 7.84% | -8.58% | -18.73% |
| 2021 | -3.35% | 10.29% | 9.75% | 4.89% | 2.63% | -5.52% | -2.82% | 1.39% | -4.50% | 13.60% | -0.40% | 4.01% | 31.75% |
Benchmark Metrics
Dow Jones Transportation Average has an annualized alpha of 0.70%, beta of 1.00, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 02, 1992.
- This index participated in 105.16% of S&P 500 Index downside but only 103.57% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R2 of 0.61, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.70%
- Beta
- 1.00
- R²
- 0.61
- Upside Capture
- 103.57%
- Downside Capture
- 105.16%
Return for Risk
Risk / Return Rank
^DJT ranks 64 for risk / return — better than 64% 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 Transportation Average (^DJT) 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.
| ^DJT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.66 | -0.09 |
| Martin ratioReturn relative to average drawdown | 7.49 | 11.86 | -4.37 |
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 Transportation Average. 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 Transportation Average was 60.92%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.
The current Dow Jones Transportation Average drawdown is 10.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.92%Mar 2009 | 9mo 6d | 2y 1mo | 2y 10moJun 2008 - Apr 2011 |
2003 bear market2003 | -48.67%Mar 2003 | 3y 10mo | 1y 9mo | 5y 7moMay 1999 - Dec 2004 |
COVID crash2020 | -42.06%Mar 2020 | 1y 6mo | 6mo 18d | 2y 21dSep 2018 - Oct 2020 |
1998 bear market1998 | -36.38%Oct 1998 | 5mo 24d | 6mo 27d | 1y 16dApr 1998 - May 1999 |
Bear market2022 | -29.58%Sep 2022 | 10mo 27d | 2y 1mo | 3y 4dNov 2021 - Nov 2024 |
Drawdown Indicators
| ^DJT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.92% | -56.78% | -4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -18.08% | -9.10% | -8.98% |
Max Drawdown (3Y)Largest decline over 3 years | -28.82% | -18.90% | -9.92% |
Max Drawdown (5Y)Largest decline over 5 years | -29.58% | -25.43% | -4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | -33.92% | -8.14% |
Current DrawdownCurrent decline from peak | -10.02% | -2.49% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -12.50% | -10.72% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 2.03% | +4.16% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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