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HL US ISLAMIC OPTIMISED INDEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Asset Allocation


Asset allocation is not available

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HL US ISLAMIC OPTIMISED INDEX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%2.00%4.00%6.00%8.00%May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23
5.13%
8.44%
HL US ISLAMIC OPTIMISED INDEX
Benchmark (^GSPC)

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
HL US ISLAMIC OPTIMISED INDEX10.79%0.00%5.14%24.09%20.72%13.55%

Monthly Returns

The table below presents the monthly returns of HL US ISLAMIC OPTIMISED INDEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.34%3.99%2.03%-1.02%1.49%10.79%
20233.15%0.94%5.34%-0.50%2.16%4.65%2.06%0.23%-1.69%-1.34%8.85%2.90%29.66%
2022-4.57%-1.97%3.23%0.00%2.35%-1.87%6.84%-0.63%-1.08%0.25%5.77%-4.36%3.29%
20210.17%3.61%1.00%2.24%1.93%1.72%2.43%1.97%-0.84%5.53%-0.63%2.86%24.16%
2020-2.27%-0.69%-5.02%7.32%4.16%4.05%3.24%5.77%-3.20%-3.30%8.18%3.11%22.24%
20197.22%3.79%1.03%0.50%-3.14%4.72%-0.04%-0.47%2.25%-2.68%2.96%3.31%20.70%
20184.10%-1.88%1.11%2.16%1.85%0.69%3.71%1.52%1.84%-3.35%4.59%-2.33%14.55%
20171.00%2.86%-0.31%0.22%0.25%0.10%1.04%-1.70%3.07%0.27%2.96%1.25%11.47%
2016-2.82%0.08%5.90%1.87%0.82%1.65%2.71%-1.13%-0.44%-3.36%2.91%1.41%9.62%
2015-2.81%1.15%-3.08%0.93%0.39%-2.57%-0.57%-3.94%-0.63%8.63%-2.02%-2.85%-7.70%
2014-3.27%4.22%1.31%0.57%1.38%2.20%-1.40%3.47%-2.56%6.90%0.70%-3.86%9.49%
20136.74%-0.55%2.76%0.78%1.54%-4.96%5.08%-1.54%1.60%1.75%2.17%2.61%18.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HL US ISLAMIC OPTIMISED INDEX is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of HL US ISLAMIC OPTIMISED INDEX is 8888
Combined Rank
The Sharpe Ratio Rank of HL US ISLAMIC OPTIMISED INDEX is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of HL US ISLAMIC OPTIMISED INDEX is 8585Sortino Ratio Rank
The Omega Ratio Rank of HL US ISLAMIC OPTIMISED INDEX is 9292Omega Ratio Rank
The Calmar Ratio Rank of HL US ISLAMIC OPTIMISED INDEX is 9494Calmar Ratio Rank
The Martin Ratio Rank of HL US ISLAMIC OPTIMISED INDEX is 8484Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for HL US ISLAMIC OPTIMISED INDEX. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio1.802.002.202.402.602.803.00May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23
2.20
2.22
HL US ISLAMIC OPTIMISED INDEX
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-4.00%-3.00%-2.00%-1.00%0.00%May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23
-0.29%
-0.48%
HL US ISLAMIC OPTIMISED INDEX
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HL US ISLAMIC OPTIMISED INDEX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the HL US ISLAMIC OPTIMISED INDEX was 28.16%, occurring on Mar 30, 2009. Recovery took 255 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.16%May 20, 2008217Mar 30, 2009255Apr 5, 2010472
-19.49%Nov 24, 2014306Feb 11, 2016264Mar 1, 2017570
-15.12%Jan 21, 202034Mar 9, 202028Apr 17, 202062
-11.23%Apr 26, 201035Jun 14, 201088Oct 18, 2010123
-10.93%Jan 2, 200814Jan 22, 200880May 15, 200894

Volatility

Volatility Chart

The current HL US ISLAMIC OPTIMISED INDEX volatility is 2.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23
2.45%
2.03%
HL US ISLAMIC OPTIMISED INDEX
Benchmark (^GSPC)