PortfoliosLab logo

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

Index · Currency in USD · Last updated Mar 18, 2023

Share Price Chart


Loading data...

Performance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Large-Cap Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,510 for a total return of roughly 145.10%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
7.20%
6.48%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^DJUSL

Dow Jones U.S. Large-Cap Index

Return

Dow Jones U.S. Large-Cap Index had a return of 3.81% year-to-date (YTD) and -10.58% in the last 12 months. Over the past 10 years, Dow Jones U.S. Large-Cap Index had an annualized return of 9.91%, while the S&P 500 benchmark had an annualized return of 9.66%, indicating that Dow Jones U.S. Large-Cap Index performed slightly bigger than the benchmark.


PeriodReturnBenchmark
1 month-3.93%-5.31%
Year-To-Date3.81%2.01%
6 months0.96%0.39%
1 year-10.58%-10.12%
5 years (annualized)7.65%7.38%
10 years (annualized)9.91%9.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.16%-2.37%
2022-9.39%7.29%5.07%-6.16%

Sharpe 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 -0.44. 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.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.44
-0.43
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-19.70%
-18.34%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)

Worst 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 60.82%, recorded on Mar 9, 2009. It took 1191 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.82%Mar 27, 20002250Mar 9, 20091191Nov 22, 20133441
-32.75%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-27.28%Jan 4, 2022195Oct 12, 2022
-19.65%Oct 4, 201856Dec 24, 201884Apr 26, 2019140
-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
-7.37%Sep 22, 201419Oct 16, 201411Oct 31, 201430
-7.01%May 1, 201923Jun 3, 201913Jun 20, 201936
-6.1%Jul 29, 201913Aug 14, 201952Oct 28, 201965

Volatility Chart

Current Dow Jones U.S. Large-Cap Index volatility is 21.21%. 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%NovemberDecember2023FebruaryMarch
21.21%
21.17%
^DJUSL (Dow Jones U.S. Large-Cap Index)
Benchmark (^GSPC)