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Dow Jones U.S. Index (^DJUS)

Index · Currency in USD · Last updated Sep 24, 2022

^DJUSShare Price Chart


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^DJUSPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $32,132 for a total return of roughly 221.32%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-19.81%
-19.28%
^DJUS (Dow Jones U.S. Index)
Benchmark (^GSPC)

^DJUSReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.67%-10.55%
6M-18.89%-18.29%
YTD-23.82%-22.51%
1Y-18.29%-15.76%
5Y7.64%8.16%
10Y9.54%9.72%

^DJUSMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.16%-2.83%3.22%-9.06%-0.38%-8.48%9.21%-4.03%-6.86%
2021-0.84%2.85%3.63%5.29%0.31%2.40%2.08%2.76%-4.75%6.80%-1.45%4.13%
2020-0.09%-8.38%-13.53%13.05%5.04%2.06%5.61%7.11%-3.80%-2.45%11.61%4.07%
20198.33%3.19%1.47%3.92%-6.63%6.84%1.38%-2.10%1.64%1.99%3.54%2.68%
20185.37%-3.91%-2.32%0.20%2.38%0.51%3.39%3.14%0.21%-7.28%1.81%-9.36%
20171.94%3.59%-0.11%0.92%0.97%0.61%1.82%0.02%2.07%2.14%2.81%0.94%
2016-5.58%-0.30%6.80%0.43%1.55%0.01%3.77%-0.06%-0.05%-2.13%3.84%1.74%
2015-2.83%5.55%-1.35%0.53%1.10%-2.03%1.67%-6.19%-3.00%7.88%0.15%-2.06%
2014-3.28%4.50%0.46%0.23%2.06%2.19%-1.89%3.94%-2.08%2.49%2.34%-0.34%
20135.35%1.06%3.72%1.67%2.03%-1.49%5.20%-3.09%3.36%4.24%2.61%2.47%
20124.83%4.11%2.94%-0.72%-6.43%3.71%1.02%2.21%2.32%-1.83%0.48%0.91%
20112.24%3.30%0.18%2.90%-1.30%-1.91%-2.28%-6.06%-7.77%11.24%-0.57%0.66%
2010-5.22%3.09%6.03%1.84%-8.18%-5.69%6.88%-4.79%9.19%3.83%0.22%6.60%

^DJUSSharpe 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 U.S. Index Sharpe ratio is -0.82. 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.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.82
-0.73
^DJUS (Dow Jones U.S. Index)
Benchmark (^GSPC)

^DJUSDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-24.03%
-23.00%
^DJUS (Dow Jones U.S. Index)
Benchmark (^GSPC)

^DJUSWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. 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 U.S. Index is 45.22%, recorded on Mar 23, 2020. It took 226 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.22%Feb 18, 202025Mar 23, 2020226Feb 12, 2021251
-24.7%Dec 28, 2021118Jun 16, 2022
-20.6%May 2, 2011109Oct 3, 2011102Feb 28, 2012211
-20.25%Sep 21, 201865Dec 24, 201884Apr 26, 2019149
-16.4%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-15.82%May 22, 2015183Feb 11, 2016106Jul 14, 2016289
-10.22%Apr 3, 201243Jun 4, 201266Sep 6, 2012109
-10.03%Jan 29, 20189Feb 8, 2018134Aug 21, 2018143
-8.17%Jan 20, 201014Feb 8, 201021Mar 10, 201035
-7.81%Sep 17, 201242Nov 15, 201231Jan 2, 201373

^DJUSVolatility Chart

Current Dow Jones U.S. Index volatility is 23.05%. 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.


15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
23.05%
23.28%
^DJUS (Dow Jones U.S. Index)
Benchmark (^GSPC)