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Dow Jones Media Titans 30 Index (^DJTMDI)

Index · Currency in USD · Last updated Sep 17, 2022

^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 Apr 2013 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,449 for a total return of roughly 34.49%. All prices are adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-29.63%
-14.15%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)

^DJTMDIReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-13.18%-10.03%
6M-28.57%-12.20%
YTD-37.06%-18.73%
1Y-41.38%-13.56%
5Y-1.90%8.85%
10Y3.08%9.82%

^DJTMDIMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.93%-2.08%-2.03%-19.21%2.17%-12.53%6.51%-4.06%-3.41%
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%
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%
20198.67%1.30%-1.31%9.10%-5.86%5.15%0.03%-2.40%0.89%3.03%3.87%2.43%
20185.24%-4.85%-5.18%-0.83%-1.73%7.70%0.24%0.02%1.00%-3.94%2.68%-8.13%
20175.49%0.77%2.39%1.40%-0.31%-1.54%4.41%-3.28%-2.28%-3.27%2.44%3.33%
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%
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%
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%
20132.68%0.37%1.51%6.56%-2.66%6.81%4.55%2.15%4.52%

^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 -1.59. 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.


-2.00-1.50-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-1.59
-0.52
^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%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-44.34%
-19.25%
^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 49.26%, recorded on Mar 20, 2020. It took 235 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.26%Feb 18, 202024Mar 20, 2020235Feb 15, 2021259
-45.57%Mar 17, 2021327Jun 16, 2022
-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 33.06%. 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%15.00%20.00%25.00%30.00%35.00%40.00%45.00%AprilMayJuneJulyAugustSeptember
33.06%
30.01%
^DJTMDI (Dow Jones Media Titans 30 Index)
Benchmark (^GSPC)