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Dow Jones Media Titans 30 Index (^DJTMDI)

Index · Currency in USD · Last updated Dec 2, 2023
Summary

Share Price Chart


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Performance

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.


50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
56.85%
195.80%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Dow Jones Media Titans 30 Index

Return

Dow Jones Media Titans 30 Index had a return of 17.82% year-to-date (YTD) and 9.38% in the last 12 months. Over the past 10 years, Dow Jones Media Titans 30 Index had an annualized return of 2.45%, while the S&P 500 had an annualized return of 9.87%, indicating that Dow Jones Media Titans 30 Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date17.82%19.67%
1 month7.92%8.42%
6 months6.14%7.29%
1 year9.38%12.71%
5 years (annualized)0.66%10.75%
10 years (annualized)2.45%9.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-4.76%7.72%3.02%-1.46%-5.96%-2.91%7.63%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Media Titans 30 Index (^DJTMDI) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^DJTMDI
Dow Jones Media Titans 30 Index
0.70
^GSPC
S&P 500
0.91

Sharpe Ratio

The current Dow Jones Media Titans 30 Index Sharpe ratio is 0.70. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.70
1.11
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.08%
-4.21%
^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.


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 Chart

The current Dow Jones Media Titans 30 Index volatility is 4.09%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.09%
2.72%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)