Dow Jones Media Titans 30 Index (^DJTMDI)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 17.82% | 19.67% |
| 1 month | 7.92% | 8.42% |
| 6 months | 6.14% | 7.29% |
| 1 year | 9.38% | 12.71% |
| 5 years (annualized) | 0.66% | 10.75% |
| 10 years (annualized) | 2.45% | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^DJTMDI Dow Jones Media Titans 30 Index | 0.70 | ||||
^GSPC S&P 500 | 0.91 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 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.