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Dow Jones U.S. Large-Cap Index (^DJUSL)

Index · Currency in USD · Last updated Sep 22, 2022

^DJUSLShare Price Chart


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^DJUSLPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Large-Cap Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,151 for a total return of roughly 231.51%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-17.53%
-16.58%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

^DJUSLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.62%-10.37%
6M-17.03%-16.00%
YTD-22.27%-20.48%
1Y-15.01%-12.80%
5Y8.94%8.75%
10Y10.09%9.98%

^DJUSLMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.72%-3.68%3.60%-9.58%-0.57%-7.93%9.10%-4.53%-4.17%
2021-1.04%1.63%4.09%5.36%0.16%2.85%2.37%3.01%-5.06%7.18%-0.61%4.08%
20200.38%-8.15%-11.18%12.63%4.39%2.13%5.49%8.49%-4.13%-3.49%10.76%3.89%
20197.38%2.81%1.91%3.97%-6.61%6.87%1.40%-1.69%1.58%2.33%3.51%2.88%
20185.96%-3.78%-3.15%0.39%2.36%0.48%3.73%3.28%0.64%-6.74%1.63%-8.93%
20171.75%3.89%-0.02%0.97%1.25%0.54%2.00%0.31%1.78%2.39%2.67%0.97%
2016-5.02%-0.81%6.35%0.25%1.55%0.06%3.49%-0.07%-0.09%-1.70%3.07%2.08%
2015-3.19%5.45%-1.98%1.10%0.98%-2.09%2.14%-6.48%-2.57%8.50%0.06%-1.59%
2014-3.67%4.07%0.76%0.68%2.10%1.74%-1.26%3.67%-1.35%2.19%2.48%-0.56%
20134.87%1.02%3.50%1.98%1.91%-1.53%4.89%-3.12%2.91%4.55%2.82%2.32%
20124.33%4.13%3.22%-0.74%-6.20%3.98%1.41%1.95%2.43%-2.10%0.18%0.44%
20112.29%2.98%-0.36%2.93%-1.48%-1.79%-1.80%-5.57%-7.04%10.49%-0.59%0.98%
2010-5.22%2.36%5.60%1.05%-8.49%-5.33%6.86%-4.73%8.65%3.84%-0.46%6.53%

^DJUSLSharpe 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. Large-Cap Index Sharpe ratio is -0.67. 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.


-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.67
-0.59
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

^DJUSLDrawdowns 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
-22.66%
-20.99%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

^DJUSLWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Large-Cap 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. Large-Cap Index is 32.75%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.75%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-25.06%Jan 4, 2022114Jun 16, 2022
-19.65%Oct 4, 201856Dec 24, 201884Apr 26, 2019140
-18.88%May 2, 2011109Oct 3, 201195Feb 17, 2012204
-16.08%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-14.07%Jul 21, 2015143Feb 11, 2016104Jul 12, 2016247
-10.38%Jan 29, 201844Apr 2, 2018102Aug 24, 2018146
-9.81%Sep 3, 202014Sep 23, 202044Nov 24, 202058
-9.79%Apr 3, 201242Jun 1, 201254Aug 17, 201296
-8.14%Jan 20, 201014Feb 8, 201025Mar 16, 201039

^DJUSLVolatility Chart

Current Dow Jones U.S. Large-Cap Index volatility is 29.80%. 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
29.80%
28.72%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)