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Dow Jones Islamic Market U.S. Index (^IMUS)

Index · Currency in USD · Last updated Feb 4, 2023

^IMUSShare Price Chart


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^IMUSPerformance

The chart shows the growth of $10,000 invested in Dow Jones Islamic Market U.S. Index in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $38,809 for a total return of roughly 288.09%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
3.81%
4.28%
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)

^IMUSCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^IMUS

^IMUSReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M10.45%8.17%
YTD9.75%7.73%
6M-2.62%-0.37%
1Y-12.81%-9.87%
5Y10.03%8.08%
10Y11.15%10.38%

^IMUSMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.02%
2022-5.02%-9.35%6.15%5.37%-6.62%

^IMUSSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dow Jones Islamic Market U.S. Index Sharpe ratio is -0.44. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.44
-0.39
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)

^IMUSDrawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%OctoberNovemberDecember2023February
-18.90%
-13.76%
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)

^IMUSWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Islamic Market U.S. Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dow Jones Islamic Market U.S. Index is 32.20%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.2%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-29.97%Dec 28, 2021234Oct 14, 2022
-20.39%Oct 2, 201858Dec 24, 201876Apr 12, 2019134
-20.08%May 2, 2011109Oct 4, 201188Feb 9, 2012197
-15.98%Apr 26, 201049Jul 2, 201087Nov 4, 2010136
-14.91%May 19, 2015191Feb 11, 2016109Jul 14, 2016300
-10.87%Apr 3, 201243Jun 4, 201266Sep 6, 2012109
-10.6%Jan 29, 20189Feb 8, 2018109Jul 17, 2018118
-9.91%Sep 3, 202015Sep 23, 202044Nov 24, 202059
-8.98%Sep 17, 201242Nov 15, 201247Jan 25, 201389

^IMUSVolatility Chart

Current Dow Jones Islamic Market U.S. Index volatility is 21.56%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%OctoberNovemberDecember2023February
21.56%
16.28%
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)