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Dow Jones U.S. Growth Total Stock Market Index (^DWGROT)

Index · Currency in USD · Last updated Sep 17, 2022

^DWGROTShare Price Chart


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^DWGROTPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Growth Total Stock Market Index in Sep 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,344 for a total return of roughly 43.44%. All prices are adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-17.01%
-13.53%
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
Benchmark (^GSPC)

^DWGROTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-11.76%-9.21%
6M-12.59%-10.48%
YTD-25.19%-18.15%
1Y-21.07%-12.19%
5Y12.94%9.59%
10Y12.94%9.59%

^DWGROTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-9.26%-3.73%4.16%-12.88%-2.85%-7.78%12.73%-4.88%-1.77%
2021-0.09%0.79%0.98%7.00%-1.59%6.12%2.54%3.78%-5.28%8.51%-0.36%1.61%
20202.15%-6.82%-11.53%14.85%7.22%3.92%7.42%9.28%-3.80%-2.55%10.81%5.06%
2019-0.42%3.02%4.64%2.83%

^DWGROTSharpe 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. Growth Total Stock Market Index Sharpe ratio is -0.73. 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.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.73
-0.60
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
Benchmark (^GSPC)

^DWGROTDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-26.56%
-18.66%
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
Benchmark (^GSPC)

^DWGROTWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Growth Total Stock Market 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. Growth Total Stock Market Index is 33.20%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.2%Nov 22, 2021143Jun 16, 2022
-33.19%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-10.65%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-10.09%Feb 16, 202115Mar 8, 202123Apr 9, 202138
-7.79%Apr 27, 202112May 12, 202122Jun 14, 202134
-7.15%Sep 8, 202119Oct 4, 202113Oct 21, 202132
-4.17%Jan 26, 20214Jan 29, 20214Feb 4, 20218
-3.13%Nov 9, 20202Nov 10, 202011Nov 25, 202013
-3.01%Sep 27, 20194Oct 2, 20197Oct 11, 201911
-2.89%Jul 13, 20215Jul 19, 20213Jul 22, 20218

^DWGROTVolatility Chart

Current Dow Jones U.S. Growth Total Stock Market Index volatility is 36.72%. 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%20.00%30.00%40.00%50.00%AprilMayJuneJulyAugustSeptember
36.72%
30.28%
^DWGROT (Dow Jones U.S. Growth Total Stock Market Index)
Benchmark (^GSPC)