Dow Jones Industrial Average (DJI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Dow Jones Industrial Average (DJI): 1Y return 11.4%, Sharpe ratio 0.89, volatility 12.6%, max drawdown -10.0%. A Index in the Equity asset class. Compare DJI with other assets and invest through your own broker with pfolio.
Dow Jones Industrial Average (DJI) Overview
- Type: Index
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
DJI Performance
- MTD
- Return: 1.5%, Sharpe: 7.04, Volatility: 7.5%, Max Drawdown: -0.7%
- YTD
- Return: 7.5%, Sharpe: 0.76, Volatility: 12.9%, Max Drawdown: -10.0%
- 1Y
- Return: 11.4%, Sharpe: 0.89, Volatility: 12.6%, Max Drawdown: -10.0%
- 5Y
- Return: 48.7%, Sharpe: 0.60, Volatility: 14.6%, Max Drawdown: -21.9%
- 10Y
- Return: 183.2%, Sharpe: 0.67, Volatility: 17.3%, Max Drawdown: -37.1%
Frequently Asked Questions
- What is Dow Jones Industrial Average (DJI)?
- Dow Jones Industrial Average (DJI) is a Index in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does DJI compare to other assets?
- You can compare DJI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in DJI through pfolio?
- pfolio helps you build diversified portfolios that may include DJI. You invest through your own broker — pfolio provides the analytics.