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Dow Jones Media Titans 30 Index (^DJTMDI)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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^DJTMDI vs. SPY ^DJTMDI vs. BST
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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.


100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
98.12%
264.64%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones Media Titans 30 Index (^DJTMDI) returned 1.97% year-to-date (YTD) and 18.22% over the past 12 months. Over the past 10 years, ^DJTMDI returned 3.20% annually, underperforming the S&P 500 benchmark at 10.43%.


^DJTMDI

YTD

1.97%

1M

19.60%

6M

0.68%

1Y

18.22%

5Y*

6.23%

10Y*

3.20%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^DJTMDI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.01%-1.26%-5.30%0.88%3.95%1.97%
20243.63%0.96%2.12%-6.14%5.77%-0.70%2.89%1.73%3.20%1.99%10.61%-5.60%21.15%
202316.77%-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%10.85%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%
2020-2.82%-8.88%-17.38%10.90%6.69%1.61%4.27%7.71%-2.78%-2.16%18.14%7.11%18.90%
20198.67%1.30%-1.31%9.10%-5.86%5.15%0.03%-2.40%0.89%3.03%3.87%2.43%26.69%
20185.24%-4.85%-5.18%-0.83%-1.73%7.70%0.24%0.02%1.00%-3.94%2.68%-8.13%-8.55%
20175.49%0.77%2.39%1.40%-0.31%-1.54%4.41%-3.28%-2.28%-3.27%2.44%3.33%9.45%
2016-3.34%-0.72%7.23%0.57%0.59%-2.88%3.13%-1.23%1.20%-2.19%1.98%2.43%6.47%
2015-4.47%7.34%-1.08%1.93%0.66%-0.46%2.05%-11.20%-2.15%8.37%-1.76%-4.72%-6.82%
2014-4.54%6.01%-2.59%-1.29%4.15%2.11%-0.36%2.15%-3.88%2.03%4.66%0.29%8.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 85, ^DJTMDI is among the top 15% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DJTMDI is 8585
Overall Rank
The Sharpe Ratio Rank of ^DJTMDI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJTMDI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^DJTMDI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^DJTMDI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^DJTMDI is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones Media Titans 30 Index (^DJTMDI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dow Jones Media Titans 30 Index Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.88
  • 5-Year: 0.30
  • 10-Year: 0.14
  • All Time: 0.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Dow Jones Media Titans 30 Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.87
0.48
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.00%
-7.82%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

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 50.40%, occurring on Oct 11, 2022. The portfolio has not yet recovered.

The current Dow Jones Media Titans 30 Index drawdown is 18.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.4%Mar 17, 2021410Oct 11, 2022
-49.26%Feb 18, 202024Mar 20, 2020235Feb 15, 2021259
-22.41%Jul 17, 2015148Feb 10, 2016294Mar 28, 2017442
-17.77%Jan 29, 2018237Dec 25, 201880Apr 17, 2019317
-10.63%Aug 2, 201768Nov 3, 201749Jan 12, 2018117

Volatility

Volatility Chart

The current Dow Jones Media Titans 30 Index volatility is 5.75%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.75%
11.21%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)