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Performance
^DJUSL Performance Chart
Dow Jones U.S. Large-Cap Index (^DJUSL) is up 7.6% since the beginning of the year. ^DJUSL is currently trading at $1,677 per share. Investors who bought $1,000 worth of ^DJUSL shares 5 years ago would now be looking at an investment worth $1,811.
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Returns By Period
Dow Jones U.S. Large-Cap Index (^DJUSL) has returned 7.63% so far this year and 25.71% over the past 12 months. Looking at the last ten years, ^DJUSL has achieved an annualized return of 14.66%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Dow Jones U.S. Large-Cap Index
- 1D
- -0.71%
- 1M
- -1.00%
- YTD
- 7.63%
- 6M
- 7.34%
- 1Y
- 25.71%
- 3Y*
- 20.90%
- 5Y*
- 12.61%
- 10Y*
- 14.66%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
^DJUSL Monthly Returns History
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSL's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Oct 2008 at -16.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^DJUSL closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.8%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.81% | -2.28% | -4.79% | 11.18% | 5.88% | -2.52% | 7.63% | ||||||
| 2025 | 2.48% | -1.50% | -6.40% | -0.81% | 6.53% | 5.42% | 2.30% | 2.07% | 3.99% | 3.30% | -0.22% | 0.04% | 17.84% |
| 2024 | 2.30% | 5.39% | 2.60% | -4.00% | 5.37% | 4.69% | 0.46% | 2.28% | 1.92% | -0.86% | 5.27% | -1.19% | 26.52% |
| 2023 | 6.16% | -2.37% | 4.91% | 1.82% | 1.62% | 6.14% | 3.23% | -1.38% | -4.79% | -1.77% | 9.05% | 3.99% | 28.92% |
| 2022 | -5.36% | -3.68% | 3.60% | -9.58% | -0.57% | -7.93% | 9.10% | -4.53% | -9.39% | 7.29% | 5.07% | -6.16% | -21.96% |
| 2021 | -1.04% | 1.63% | 4.09% | 5.36% | 0.16% | 2.85% | 2.37% | 3.01% | -5.06% | 7.18% | -0.61% | 3.69% | 25.66% |
Benchmark Metrics
Dow Jones U.S. Large-Cap Index has an annualized alpha of -0.38%, beta of 1.01, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since February 14, 2000.
- With beta of 1.01 and R2 of 0.99, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.38%
- Beta
- 1.01
- R²
- 0.99
- Upside Capture
- 99.63%
- Downside Capture
- 101.32%
Return for Risk
Risk / Return Rank
^DJUSL ranks 67 for risk / return — better than 67% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Large-Cap Index (^DJUSL) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DJUSL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 2.78 | -0.31 |
| Martin ratioReturn relative to average drawdown | 10.39 | 12.44 | -2.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones U.S. Large-Cap 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 U.S. Large-Cap Index was 60.82%, occurring on Mar 9, 2009. Recovery took 1188 trading sessions.
The current Dow Jones U.S. Large-Cap Index drawdown is 2.76%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.82%Mar 2009 | 8y 11mo | 4y 8mo | 13y 8moMar 2000 - Nov 2013 |
COVID crash2020 | -32.75%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -27.28%Oct 2022 | 9mo 11d | 1y 3mo | 2y 6dJan 2022 - Jan 2024 |
Rate-hike selloffLate 2018 | -19.65%Dec 2018 | 2mo 21d | 4mo 3d | 6mo 24dOct 2018 - Apr 2019 |
2025 selloff2025 | -19.59%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 |
Drawdown Indicators
| ^DJUSL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.82% | -56.78% | -4.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -9.10% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -18.90% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -27.28% | -25.43% | -1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -32.75% | -33.92% | +1.17% |
Current DrawdownCurrent decline from peak | -2.76% | -1.80% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -10.71% | -6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.03% | +0.45% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DJUSL
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