PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS

Last updated Mar 2, 2024

Asset Allocation


Asset allocation is not available

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS, 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


50.00%100.00%150.00%200.00%250.00%Sep 03Sep 10Sep 17Sep 24OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31
242.89%
47.64%
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS
Benchmark (^GSPC)

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS0.00%0.00%12.60%44.82%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.09%-4.62%0.99%12.49%4.10%

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.001.002.003.004.00Sep 03Sep 10Sep 17Sep 24OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31
3.69
1.98
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS
Benchmark (^GSPC)

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%Sep 03Sep 10Sep 17Sep 24OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31
-0.35%
-0.56%
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS. 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 ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS was 18.48%, occurring on Apr 3, 2020. Recovery took 43 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.48%Feb 20, 202032Apr 3, 202043Jun 5, 202075
-14.45%Aug 16, 202253Oct 27, 202266Jan 27, 2023119
-14.19%Dec 28, 202155Mar 16, 202298Aug 3, 2022153
-11.63%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-9.4%Feb 16, 202128Mar 25, 202113Apr 15, 202141

Volatility Chart

The current HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS volatility is 3.16%, 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%3.00%4.00%5.00%Sep 03Sep 10Sep 17Sep 24OctoberOct 08Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31
3.16%
2.72%
HL ISLAMIC GLOBAL TECHNOLOGY TITAN 50 - 3BPS
Benchmark (^GSPC)
0 comments