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Performance
^IMUS Performance Chart
Dow Jones Islamic Market U.S. Index (^IMUS) is up 14.5% since the beginning of the year. ^IMUS is currently trading at $16,120 per share. Investors who bought $1,000 worth of ^IMUS shares 5 years ago would now be looking at an investment worth $1,945.
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Returns By Period
Dow Jones Islamic Market U.S. Index (^IMUS) has returned 14.54% so far this year and 36.28% over the past 12 months. Looking at the last ten years, ^IMUS has achieved an annualized return of 15.68%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.
Dow Jones Islamic Market U.S. Index
- 1D
- 0.24%
- 1M
- 7.21%
- YTD
- 14.54%
- 6M
- 14.21%
- 1Y
- 36.28%
- 3Y*
- 22.91%
- 5Y*
- 14.23%
- 10Y*
- 15.68%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^IMUS Monthly Returns History
Based on dividend-adjusted daily data since May 11, 2001, ^IMUS's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +13.9%, while the worst month was Oct 2008 at -15.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^IMUS closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.5%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.56% | -1.74% | -5.37% | 12.54% | 6.91% | 0.80% | 14.54% | ||||||
| 2025 | 2.19% | -3.10% | -7.24% | -0.63% | 7.01% | 5.74% | 3.40% | 1.79% | 4.22% | 3.97% | -0.46% | -0.38% | 16.79% |
| 2024 | 1.56% | 6.35% | 2.40% | -4.35% | 5.00% | 4.82% | -0.18% | 1.80% | 2.17% | -1.36% | 5.22% | -1.05% | 24.16% |
| 2023 | 7.02% | -1.90% | 6.19% | 0.96% | 2.45% | 6.77% | 3.06% | -1.38% | -5.31% | -2.75% | 9.46% | 4.70% | 32.07% |
| 2022 | -7.72% | -3.88% | 3.84% | -9.81% | -1.85% | -8.27% | 10.83% | -5.02% | -9.35% | 6.15% | 5.37% | -6.62% | -25.45% |
| 2021 | -0.33% | 0.85% | 2.87% | 5.46% | -0.57% | 4.73% | 3.72% | 2.82% | -5.58% | 8.01% | 0.41% | 3.04% | 27.79% |
Benchmark Metrics
Dow Jones Islamic Market U.S. Index has an annualized alpha of 1.29%, beta of 0.99, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 14, 2001.
- This index captured 106.47% of S&P 500 Index gains and 100.92% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 0.99 and R2 of 0.94, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.29%
- Beta
- 0.99
- R²
- 0.94
- Upside Capture
- 106.47%
- Downside Capture
- 100.92%
Return for Risk
Risk / Return Rank
^IMUS ranks 73 for risk / return — better than 73% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) and compare them to S&P 500 Index.
| ^IMUS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.33 | 2.39 | -0.06 |
Sortino ratioReturn per unit of downside risk | 3.18 | 3.25 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.43 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.11 | -0.46 |
Martin ratioReturn relative to average drawdown | 11.17 | 14.38 | -3.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones Islamic Market U.S. 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 Dow Jones Islamic Market U.S. Index was 47.72%, occurring on Mar 9, 2009. Recovery took 542 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -47.72%Mar 2009 | 1y 4mo | 2y 1mo | 3y 6moNov 2007 - Apr 2011 |
Dot-com crash2000–2002 | -42.69%Oct 2002 | 1y 4mo | 4y 1mo | 5y 5moMay 2001 - Nov 2006 |
COVID crash2020 | -32.20%Mar 2020 | 1mo 2d | 3mo 15d | 4mo 17dFeb 2020 - Jul 2020 |
Bear market2022 | -29.97%Oct 2022 | 9mo 20d | 1y 3mo | 2y 26dDec 2021 - Jan 2024 |
2025 selloff2025 | -22.09%Apr 2025 | 2mo 14d | 2mo 26d | 5mo 10dJan 2025 - Jul 2025 |
Drawdown Indicators
| ^IMUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.72% | -56.78% | +9.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.00% | -9.10% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -18.90% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -25.43% | -4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -33.92% | +1.72% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.60% | -10.72% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 1.97% | +0.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^IMUS
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