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Performance
^DJTMDI Performance Chart
Dow Jones Media Titans 30 Index (^DJTMDI) is down 7.3% since the beginning of the year. ^DJTMDI is currently trading at $706 per share. Investors who bought $1,000 worth of ^DJTMDI shares 5 years ago would now be looking at an investment worth $840.
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Returns By Period
Dow Jones Media Titans 30 Index (^DJTMDI) has returned -7.28% so far this year and -9.13% over the past 12 months. Over the last ten years, ^DJTMDI has returned 3.26% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Dow Jones Media Titans 30 Index
- 1D
- 0.03%
- 1M
- 0.72%
- YTD
- -7.28%
- 6M
- -2.61%
- 1Y
- -9.13%
- 3Y*
- 8.45%
- 5Y*
- -3.43%
- 10Y*
- 3.26%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^DJTMDI Monthly Returns History
Based on dividend-adjusted daily data since Apr 5, 2013, ^DJTMDI's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 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% | -6.50% | 1.48% | 0.98% | 0.03% | -7.28% | ||||||
| 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 -6.81%, 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 123.64% of S&P 500 Index downside but only 77.82% of its upside - more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -6.81% 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
- -6.81%
- Beta
- 0.85
- R²
- 0.57
- Upside Capture
- 77.82%
- Downside Capture
- 123.64%
Return for Risk
Risk / Return Rank
^DJTMDI ranks 2 for risk / return — in the bottom 2% 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 S&P 500 Index.
| ^DJTMDI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.59 | 2.39 | -2.98 |
Sortino ratioReturn per unit of downside risk | -0.75 | 3.25 | -4.00 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.43 | -0.52 |
Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.11 | -3.59 |
Martin ratioReturn relative to average drawdown | -0.84 | 14.38 | -15.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 21.99%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -50.37%Oct 2022 | 1y 6mo | — | 5y 2moMar 2021 - now |
COVID crash2020 | -49.26%Mar 2020 | 1mo 1d | 11mo 2d | 12mo 3dFeb 2020 - Feb 2021 |
2016 bear market2016 | -22.41%Feb 2016 | 6mo 28d | 1y 1mo | 1y 8moJul 2015 - Mar 2017 |
Rate-hike selloffLate 2018 | -17.77%Dec 2018 | 11mo | 3mo 23d | 1y 2moJan 2018 - Apr 2019 |
2017 correction2017 | -10.63%Nov 2017 | 3mo 3d | 2mo 10d | 5mo 13dAug 2017 - Jan 2018 |
Drawdown Indicators
| ^DJTMDI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.37% | -56.78% | +6.41% |
Max Drawdown (1Y)Largest decline over 1 year | -18.96% | -9.10% | -9.86% |
Max Drawdown (3Y)Largest decline over 3 years | -21.57% | -18.90% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -49.71% | -25.43% | -24.28% |
Max Drawdown (10Y)Largest decline over 10 years | -50.37% | -33.92% | -16.45% |
Current DrawdownCurrent decline from peak | -21.99% | 0.00% | -21.99% |
Average DrawdownAverage peak-to-trough decline | -14.62% | -10.72% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.78% | 1.97% | +8.81% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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