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

Index · Currency in USD · Last updated Oct 4, 2022

^DJUSMShare Price Chart


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^DJUSMPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Mid-Cap Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,321 for a total return of roughly 243.21%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-16.48%
-17.91%
^DJUSM (Dow Jones U.S. Mid-Cap Index)
Benchmark (^GSPC)

^DJUSMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-5.43%-6.26%
6M-17.83%-19.08%
YTD-22.03%-22.82%
1Y-16.82%-15.35%
5Y6.54%7.81%
10Y9.75%9.65%

^DJUSMMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.87%-1.52%2.89%-7.67%0.10%-9.78%8.91%-2.74%-9.18%3.00%
2021-0.97%5.55%2.53%5.14%1.16%1.72%2.02%2.00%-3.99%6.19%-2.84%4.61%
2020-0.88%-9.03%-18.51%14.08%6.90%1.91%6.67%3.10%-2.59%-0.27%13.54%3.57%
201910.37%3.88%0.96%3.93%-6.11%6.67%1.56%-2.87%1.96%1.00%3.48%2.35%
20184.28%-4.18%-0.42%-0.35%1.41%0.76%2.80%1.97%-0.52%-7.99%2.48%-9.98%
20172.70%2.93%-0.27%0.97%0.94%0.42%1.38%-0.73%2.40%1.52%3.34%1.09%
2016-6.82%1.15%7.95%0.64%1.58%-0.02%4.32%-0.18%0.10%-3.02%4.85%0.51%
2015-1.69%5.78%0.40%-0.78%1.26%-2.10%0.58%-5.13%-3.53%6.50%0.21%-2.60%
2014-2.24%5.93%-0.40%-0.66%2.13%3.21%-3.08%4.66%-3.83%2.89%2.17%0.08%
20137.07%1.17%4.33%0.95%2.39%-1.34%5.95%-2.89%4.60%3.43%1.78%3.11%
20126.25%4.31%1.98%-0.70%-7.45%2.51%-0.14%3.06%2.07%-1.16%1.46%2.32%
20112.42%3.94%1.64%2.79%-0.53%-2.17%-3.49%-7.30%-9.57%13.11%-0.33%-0.44%
2010-5.22%5.13%6.89%3.58%-7.20%-6.19%7.07%-4.38%10.36%3.79%1.80%6.51%

^DJUSMSharpe 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 -0.70. 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.


-1.00-0.500.000.50MayJuneJulyAugustSeptemberOctober
-0.70
-0.65
^DJUSM (Dow Jones U.S. Mid-Cap Index)
Benchmark (^GSPC)

^DJUSMDrawdowns 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%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctober
-23.10%
-23.31%
^DJUSM (Dow Jones U.S. Mid-Cap Index)
Benchmark (^GSPC)

^DJUSMWorst 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 39.59%, recorded on Mar 23, 2020. It took 141 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.59%Feb 20, 202023Mar 23, 2020141Oct 12, 2020164
-25.34%Nov 17, 2021218Sep 30, 2022
-24.59%Jul 8, 201162Oct 3, 2011114Mar 15, 2012176
-20.91%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-19.07%May 22, 2015183Feb 11, 2016112Jul 22, 2016295
-16.46%Apr 26, 201049Jul 2, 201085Nov 2, 2010134
-12.09%Mar 27, 201248Jun 4, 201271Sep 13, 2012119
-10.18%Sep 8, 201426Oct 13, 201426Nov 18, 201452
-9.7%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-8.13%Jan 12, 201020Feb 8, 201016Mar 3, 201036

^DJUSMVolatility Chart

Current Dow Jones U.S. Mid-Cap Index volatility is 30.67%. 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%40.00%45.00%MayJuneJulyAugustSeptemberOctober
30.67%
26.66%
^DJUSM (Dow Jones U.S. Mid-Cap Index)
Benchmark (^GSPC)