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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones Media Titans 30 Index, 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 Media Titans 30 Index (^DJTMDI) has returned -11.78% so far this year and -5.09% over the past 12 months. Over the last ten years, ^DJTMDI has returned 3.01% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones Media Titans 30 Index
- 1D
- -1.05%
- 1M
- -8.81%
- YTD
- -11.78%
- 6M
- -15.47%
- 1Y
- -5.09%
- 3Y*
- 7.11%
- 5Y*
- -3.93%
- 10Y*
- 3.01%
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 Apr 5, 2013, ^DJTMDI's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +18.1%, while the worst month was Apr 2022 at -19.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^DJTMDI closed higher 53% of trading days. The best single day was Feb 17, 2020 with a return of +28.6%, while the worst single day was Feb 18, 2020 at -22.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.43% | 1.22% | -8.81% | -11.78% | |||||||||
| 2025 | 4.01% | -1.26% | -5.30% | 0.88% | 8.96% | 6.55% | -7.30% | 0.30% | 3.11% | -4.04% | -4.61% | 4.68% | 4.63% |
| 2024 | 3.63% | 0.96% | 2.12% | -6.14% | 5.77% | -0.70% | 2.89% | 1.73% | 3.20% | 1.99% | 10.61% | -5.60% | 21.15% |
| 2023 | 16.77% | -3.48% | 1.62% | -0.30% | -4.76% | 7.72% | 3.02% | -1.46% | -5.96% | -2.91% | 7.63% | 3.09% | 20.46% |
| 2022 | -7.93% | -2.08% | -2.03% | -19.21% | 2.17% | -12.53% | 6.51% | -4.06% | -12.67% | 10.84% | 5.26% | -6.16% | -37.69% |
| 2021 | -0.63% | 7.54% | -2.76% | 2.90% | 0.68% | 2.67% | -2.08% | 3.37% | -3.74% | 0.52% | -7.92% | 2.16% | 1.83% |
Benchmark Metrics
Dow Jones Media Titans 30 Index has an annualized alpha of -6.19%, beta of 0.85, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since April 08, 2013.
- This index participated in 123.27% of S&P 500 Index downside but only 81.27% of its upside — more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -6.19% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 0.85 and R² of 0.57, 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
- -6.19%
- Beta
- 0.85
- R²
- 0.57
- Upside Capture
- 81.27%
- Downside Capture
- 123.27%
Return for Risk
Risk / Return Rank
^DJTMDI ranks 14 for risk / return — in the bottom 14% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Media Titans 30 Index (^DJTMDI) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJTMDI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.35 | 0.90 | -1.25 |
Sortino ratioReturn per unit of downside risk | -0.37 | 1.39 | -1.76 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.21 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.40 | -0.96 |
Martin ratioReturn relative to average drawdown | 0.94 | 6.61 | -5.67 |
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 ^DJTMDI 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 Media Titans 30 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 Media Titans 30 Index was 50.37%, occurring on Oct 11, 2022. The portfolio has not yet recovered.
The current Dow Jones Media Titans 30 Index drawdown is 25.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.37% | Mar 17, 2021 | 410 | Oct 11, 2022 | — | — | — |
| -49.26% | Feb 18, 2020 | 24 | Mar 20, 2020 | 235 | Feb 15, 2021 | 259 |
| -22.41% | Jul 17, 2015 | 148 | Feb 10, 2016 | 294 | Mar 28, 2017 | 442 |
| -17.77% | Jan 29, 2018 | 237 | Dec 25, 2018 | 80 | Apr 17, 2019 | 317 |
| -10.63% | Aug 2, 2017 | 68 | Nov 3, 2017 | 49 | Jan 12, 2018 | 117 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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