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Dow Jones Global Index (^W1DOW)

Index · Currency in USD · Last updated Jan 31, 2023

^W1DOWShare Price Chart


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^W1DOWPerformance

The chart shows the growth of $10,000 invested in Dow Jones Global Index in Aug 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,208 for a total return of roughly 112.08%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2023
0.96%
-3.31%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

^W1DOWCompare to other instruments

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Dow Jones Global Index

Popular comparisons: ^W1DOW vs. SCHX

^W1DOWReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M6.20%4.64%
YTD6.20%4.64%
6M1.15%-2.72%
1Y-8.60%-9.34%
5Y2.75%5.98%
10Y5.12%8.47%

^W1DOWMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20226.77%-3.69%-9.78%5.80%7.64%-3.74%

^W1DOWSharpe 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 Global Index Sharpe ratio is -0.59. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20SeptemberOctoberNovemberDecember2023
-0.59
-0.46
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

^W1DOWDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2023
-15.59%
-16.24%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

^W1DOWWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Global 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 Global Index is 34.28%, recorded on Mar 23, 2020. It took 134 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.28%Feb 13, 202034Mar 23, 2020134Aug 28, 2020168
-27.87%Nov 9, 2021241Oct 12, 2022
-24.14%May 3, 2011111Oct 4, 2011371Mar 6, 2013482
-21.09%Jan 29, 2018281Dec 25, 2018297Dec 13, 2019578
-20.34%May 19, 2015230Feb 11, 2016312Feb 15, 2017542
-15.95%Apr 16, 201057Jul 5, 201073Oct 14, 2010130
-9.95%Jan 12, 201020Feb 8, 201038Apr 1, 201058
-9.79%Jul 4, 201490Oct 16, 2014150Apr 9, 2015240
-8.79%May 22, 201324Jun 24, 201367Sep 11, 201391
-7.25%Sep 3, 202019Sep 24, 202037Nov 6, 202056

^W1DOWVolatility Chart

Current Dow Jones Global Index volatility is 13.47%. 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%SeptemberOctoberNovemberDecember2023
13.47%
18.51%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)