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Dow Jones U.S. Mid-Cap Index (^DJUSM)

Index · Currency in USD · Last updated Apr 1, 2023

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Mid-Cap Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $52,853 for a total return of roughly 428.53%. All prices are adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%NovemberDecember2023FebruaryMarch
428.53%
194.14%
^DJUSM (Dow Jones U.S. Mid-Cap Index)
Benchmark (^GSPC)

S&P 500

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Dow Jones U.S. Mid-Cap Index

Popular comparisons: ^DJUSM vs. SPY

Return

Dow Jones U.S. Mid-Cap Index had a return of 3.15% year-to-date (YTD) and -10.56% in the last 12 months. Over the past 10 years, Dow Jones U.S. Mid-Cap Index had an annualized return of 9.36%, while the S&P 500 had an annualized return of 10.12%, indicating that Dow Jones U.S. Mid-Cap Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-0.73%3.51%
Year-To-Date3.15%7.03%
6 months12.15%12.88%
1 year-10.56%-10.71%
5 years (annualized)7.49%9.31%
10 years (annualized)9.36%10.12%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.87%-2.77%
2022-9.18%9.52%5.82%-5.44%

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. Mid-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.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.44
-0.46
^DJUSM (Dow Jones U.S. Mid-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%-10.00%NovemberDecember2023FebruaryMarch
-15.60%
-14.33%
^DJUSM (Dow Jones U.S. Mid-Cap Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Mid-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. Mid-Cap Index is 60.72%, recorded on Mar 9, 2009. It took 767 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.72%Jul 16, 2007416Mar 9, 2009767Mar 19, 20121183
-39.59%Feb 20, 202023Mar 23, 2020141Oct 12, 2020164
-39.25%Sep 12, 2000520Oct 9, 2002313Jan 7, 2004833
-25.5%Nov 17, 2021228Oct 14, 2022
-20.91%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-19.07%May 22, 2015183Feb 11, 2016112Jul 22, 2016295
-13.77%Mar 27, 200015Apr 14, 200062Jul 14, 200077
-12.09%Mar 27, 201248Jun 4, 201271Sep 13, 2012119
-11.25%May 9, 200652Jul 21, 200680Nov 13, 2006132
-10.18%Sep 8, 201426Oct 13, 201426Nov 18, 201452

Volatility Chart

Current Dow Jones U.S. Mid-Cap Index volatility is 18.91%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
18.91%
15.42%
^DJUSM (Dow Jones U.S. Mid-Cap Index)
Benchmark (^GSPC)