Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^DJUSM Performance Chart
Dow Jones U.S. Mid-Cap Index (^DJUSM) is up 12.9% since the beginning of the year. ^DJUSM is currently trading at $2,335 per share. Investors who bought $1,000 worth of ^DJUSM shares 5 years ago would now be looking at an investment worth $1,444.
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Returns By Period
Dow Jones U.S. Mid-Cap Index (^DJUSM) has returned 12.87% so far this year and 15.96% over the past 12 months. Over the last ten years, ^DJUSM has returned 10.78% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Dow Jones U.S. Mid-Cap Index
- 1D
- 0.05%
- 1M
- 0.21%
- 6M
- 10.72%
- YTD
- 12.87%
- 1Y
- 15.96%
- 3Y*
- 14.16%
- 5Y*
- 7.62%
- 10Y*
- 10.78%
- ALL TIME*
- 8.41%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^DJUSM Monthly Returns History
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSM's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +15.5%, while the worst month was Oct 2008 at -22.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^DJUSM closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -12.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.94% | 3.39% | -5.78% | 7.78% | 2.48% | 2.90% | -0.01% | 12.87% | |||||
| 2025 | 4.20% | -1.40% | -4.34% | 0.14% | 5.66% | 3.70% | 2.24% | 1.15% | 2.11% | -1.26% | 0.22% | -0.88% | 11.70% |
| 2024 | -0.73% | 4.67% | 4.36% | -4.58% | 1.87% | -0.31% | 3.34% | 2.52% | 2.03% | -0.74% | 8.64% | -6.79% | 14.17% |
| 2023 | 6.87% | -2.77% | -0.73% | -0.50% | -2.91% | 7.49% | 3.59% | -3.49% | -4.65% | -3.85% | 9.79% | 6.13% | 14.40% |
| 2022 | -6.79% | -1.52% | 2.89% | -7.67% | 0.10% | -9.78% | 8.91% | -2.74% | -9.18% | 9.52% | 5.82% | -5.44% | -16.97% |
| 2021 | -0.97% | 5.55% | 2.53% | 5.14% | 1.16% | 1.72% | 2.02% | 2.00% | -3.99% | 6.19% | -2.84% | 4.52% | 24.91% |
Benchmark Metrics
Dow Jones U.S. Mid-Cap Index has an annualized alpha of 1.79%, beta of 1.02, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since February 14, 2000.
- This index captured 109.95% of S&P 500 Index gains and 101.04% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.02 and R2 of 0.92, 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
- 1.79%
- Beta
- 1.02
- R²
- 0.92
- Upside Capture
- 109.95%
- Downside Capture
- 101.04%
Return for Risk
Risk / Return Rank
^DJUSM ranks 46 for risk / return — above 46% of indices peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Mid-Cap Index (^DJUSM) 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.
| ^DJUSM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 2.00 | -0.16 |
| Martin ratioReturn relative to average drawdown | 6.73 | 8.49 | -1.76 |
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. Mid-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. Mid-Cap Index was 60.72%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.
The current Dow Jones U.S. Mid-Cap Index drawdown is 0.53%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-60.72%Mar 2009 | 1y 7mo | 3y 11d | 4y 8moJul 2007 - Mar 2012 | Financial crisis2007–2009 |
-39.59%Mar 2020 | 1mo 2d | 6mo 23d | 7mo 25dFeb 2020 - Oct 2020 | COVID crash2020 |
-39.25%Oct 2002 | 2y 27d | 1y 3mo | 3y 3moSep 2000 - Jan 2004 | Dot-com crash2000–2002 |
-25.50%Oct 2022 | 11mo 1d | 1y 5mo | 2y 4moNov 2021 - Mar 2024 | Bear market2022 |
-20.91%Dec 2018 | 3mo 1d | 3mo 19d | 6mo 20dSep 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| ^DJUSM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.72% | -56.78% | -3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -9.10% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -18.88% | -18.90% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -25.50% | -25.43% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -39.59% | -33.92% | -5.67% |
Current DrawdownCurrent decline from peak | -0.53% | -1.58% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -10.70% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.14% | 0.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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