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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones Transportation Average, 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 Transportation Average (^DJT) has returned 7.22% so far this year and 26.20% over the past 12 months. Over the last ten years, ^DJT has returned 8.96% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones Transportation Average
- 1D
- 3.22%
- 1M
- -5.48%
- YTD
- 7.22%
- 6M
- 18.41%
- 1Y
- 26.20%
- 3Y*
- 8.83%
- 5Y*
- 4.76%
- 10Y*
- 8.96%
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 Jan 4, 1988, ^DJT's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, your investment would double in approximately 6.6 years.
Historically, 59% of months were positive and 41% were negative. The best month was Aug 1989 with a return of +18.1%, 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% | 7.22% | |||||||||
| 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 0.96%, beta of 1.00, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since January 05, 1988.
- This index captured 109.85% of S&P 500 Index gains and 109.84% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- 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
- 0.96%
- Beta
- 1.00
- R²
- 0.61
- Upside Capture
- 109.85%
- Downside Capture
- 109.84%
Return for Risk
Risk / Return Rank
^DJT ranks 68 for risk / return — better than 68% 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 a chosen benchmark (S&P 500 Index).
| ^DJT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.90 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.39 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.40 | +0.35 |
Martin ratioReturn relative to average drawdown | 5.70 | 6.61 | -0.91 |
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 ^DJT 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 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 6.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.92% | Jun 6, 2008 | 190 | Mar 9, 2009 | 540 | Apr 28, 2011 | 730 |
| -48.67% | May 13, 1999 | 961 | Mar 11, 2003 | 450 | Dec 21, 2004 | 1411 |
| -46.35% | Sep 6, 1989 | 283 | Oct 17, 1990 | 581 | Feb 3, 1993 | 864 |
| -42.06% | Sep 17, 2018 | 381 | Mar 23, 2020 | 138 | Oct 7, 2020 | 519 |
| -36.38% | Apr 17, 1998 | 122 | Oct 8, 1998 | 141 | May 3, 1999 | 263 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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