HL US ISLAMIC OPTIMISED INDEX
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
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 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 INDEX | 10.79% | 0.00% | 5.14% | 24.09% | 20.72% | 13.55% |
| Portfolio components: | ||||||
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.34% | 3.99% | 2.03% | -1.02% | 1.49% | 10.79% | |||||||
| 2023 | 3.15% | 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% |
| 2021 | 0.17% | 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% |
| 2019 | 7.22% | 3.79% | 1.03% | 0.50% | -3.14% | 4.72% | -0.04% | -0.47% | 2.25% | -2.68% | 2.96% | 3.31% | 20.70% |
| 2018 | 4.10% | -1.88% | 1.11% | 2.16% | 1.85% | 0.69% | 3.71% | 1.52% | 1.84% | -3.35% | 4.59% | -2.33% | 14.55% |
| 2017 | 1.00% | 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% |
| 2013 | 6.74% | -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.
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.
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, 2008 | 217 | Mar 30, 2009 | 255 | Apr 5, 2010 | 472 |
| -19.49% | Nov 24, 2014 | 306 | Feb 11, 2016 | 264 | Mar 1, 2017 | 570 |
| -15.12% | Jan 21, 2020 | 34 | Mar 9, 2020 | 28 | Apr 17, 2020 | 62 |
| -11.23% | Apr 26, 2010 | 35 | Jun 14, 2010 | 88 | Oct 18, 2010 | 123 |
| -10.93% | Jan 2, 2008 | 14 | Jan 22, 2008 | 80 | May 15, 2008 | 94 |
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.