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Dow Jones Global Index (^W1DOW)

Index · Currency in USD · Last updated Sep 11, 2022

^W1DOWShare Price Chart


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^W1DOWPerformance

The chart shows the growth of $10,000 invested in Dow Jones Global Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,498 for a total return of roughly 104.98%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-8.99%
-6.67%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

^W1DOWReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.27%-1.34%
6M-7.36%-4.51%
YTD-17.74%-14.66%
1Y-16.75%-9.66%
5Y4.25%8.56%
10Y5.52%9.02%

^W1DOWMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.24%-2.50%1.72%-8.06%-0.17%-8.64%6.77%-3.69%1.52%
2021-0.42%2.49%2.38%4.20%1.33%1.03%0.48%2.35%-4.14%4.73%-2.80%3.93%
2020-1.31%-8.15%-14.39%10.66%4.37%2.98%4.81%6.05%-3.23%-2.31%12.37%4.67%
20197.89%2.51%0.89%3.12%-6.12%6.15%-0.09%-2.45%1.97%2.70%2.27%3.37%
20185.41%-4.30%-2.16%0.69%-0.07%-0.80%2.66%0.51%0.18%-7.82%1.43%-7.23%
20172.72%2.64%0.93%1.44%1.83%0.36%2.63%0.18%1.81%2.03%1.72%1.66%
2016-6.28%-0.73%7.27%1.37%-0.18%-0.98%4.38%0.14%0.51%-1.86%0.67%2.01%
2015-1.46%5.21%-1.49%2.67%-0.29%-2.46%0.42%-6.91%-3.81%7.62%-0.86%-1.90%
2014-3.83%4.66%0.19%0.53%1.83%1.96%-1.51%2.05%-3.60%0.65%1.40%-1.88%
20134.62%-0.10%1.72%2.58%-0.45%-3.22%4.72%-2.31%5.21%3.84%1.19%1.65%
20126.05%4.84%0.30%-1.37%-9.34%4.54%1.07%2.03%3.02%-0.69%1.09%2.29%
20111.37%2.74%-0.19%3.85%-2.49%-1.70%-1.66%-7.69%-9.88%10.54%-3.29%-0.44%
2010-5.88%1.13%6.35%0.32%-9.77%-3.14%7.90%-3.62%9.54%3.52%-2.16%7.38%

^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 -0.91. 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
-0.91
-0.40
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

^W1DOWDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-18.41%
-15.20%
^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
-24.14%May 3, 2011111Oct 4, 2011371Mar 6, 2013482
-23.35%Nov 9, 2021158Jun 17, 2022
-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 14.02%. 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%AprilMayJuneJulyAugustSeptember
14.02%
17.03%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)