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Dow Jones Media Titans 30 Index (^DJTMDI)

Index · Currency in USD · Last updated Feb 3, 2023

^DJTMDIShare Price Chart


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^DJTMDIPerformance

The chart shows the growth of $10,000 invested in Dow Jones Media Titans 30 Index in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,263 for a total return of roughly 62.63%. All prices are adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%OctoberNovemberDecember2023February
16.57%
5.36%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

^DJTMDICompare to other instruments

Search for stocks, ETFs, and funds to compare with ^DJTMDI

Dow Jones Media Titans 30 Index

^DJTMDIReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M21.03%9.30%
YTD22.16%8.86%
6M7.69%0.67%
1Y-18.09%-8.93%
5Y0.48%8.35%
10Y4.91%10.24%

^DJTMDIMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202316.77%
2022-4.06%-12.67%10.85%5.26%-6.16%

^DJTMDISharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dow Jones Media Titans 30 Index Sharpe ratio is -0.64. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.50-1.00-0.50OctoberNovemberDecember2023February
-0.64
-0.28
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

^DJTMDIDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%OctoberNovemberDecember2023February
-32.69%
-12.86%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

^DJTMDIWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Media Titans 30 Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dow Jones Media Titans 30 Index is 50.40%, recorded on Oct 11, 2022. The portfolio has not recovered from it yet.


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
-10.13%Sep 4, 201430Oct 15, 201428Nov 24, 201458
-8.55%Jul 16, 201923Aug 15, 201961Nov 8, 201984
-7.31%Mar 7, 201426Apr 11, 201441Jun 9, 201467
-6.93%May 16, 201328Jun 24, 201311Jul 9, 201339
-6.61%Apr 30, 201922May 29, 201925Jul 3, 201947

^DJTMDIVolatility Chart

Current Dow Jones Media Titans 30 Index volatility is 19.77%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2023February
19.77%
14.42%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)