DIA — DIA | Dow Jones Industrial Average ETF | Dow 30 Market Proxy 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
The baseline is a direct read-through of the disclosed ETF or index-like fund. It is led by GS (The Goldman Sachs Group, Inc.) 11.62%, CAT (Caterpillar Inc.) 11.14%, and MSFT (Microsoft Corporation) 5.15%, with sector exposure of Financials 26.95%, Industrials 18.51%, and Information Technology 17.77%. The baseline metrics show return 11.60%, alpha -1.10%, beta 0.92, Sharpe 0.72, Sortino 0.85, and max drawdown -37.07%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
The strongest recent period was 2025-11-30 (2.28% strategy return, 0.99% benchmark, 1.29% excess, 1.24% turnover), while the weakest was 2026-03-31 (5.54% strategy return, 9.42% benchmark, -3.88% excess, 1.17% turnover). Those periods should be read alongside baseline metrics of return 11.60%, alpha -1.10%, beta 0.92, Sharpe 0.72, Sortino 0.85, and max drawdown -37.07% to judge whether returns came from persistent exposure or a narrow timing window.
The latest change list shows GS unchanged to 11.62%; CAT unchanged to 11.14%; MSFT unchanged to 5.15%. Combined with top 5 36.75%, top 10 56.25%, top 20 86.51%, that tells the user whether the baseline is becoming more concentrated or simply refreshing existing exposure. For a static page, this is the best first check before deciding whether the raw disclosed book is still acceptable.