PortfoliosLab logo

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

Index · Currency in USD · Last updated Sep 22, 2022

^IMUSShare Price Chart


Chart placeholderClick Calculate to get results

^IMUSPerformance

The chart shows the growth of $10,000 invested in Dow Jones Islamic Market U.S. Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $35,669 for a total return of roughly 256.69%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-18.17%
-16.58%
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)

^IMUSReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-9.13%-8.41%
6M-16.69%-14.95%
YTD-24.80%-20.48%
1Y-17.93%-12.96%
5Y10.41%8.43%
10Y10.37%9.79%

^IMUSMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-7.72%-3.88%3.84%-9.81%-1.85%-8.27%10.83%-5.02%-4.49%
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%
20200.62%-7.46%-10.65%13.94%6.30%2.88%6.13%8.73%-3.93%-2.94%10.57%3.94%
20197.42%4.21%2.66%3.33%-7.06%7.51%1.69%-1.55%1.10%2.22%3.73%3.22%
20185.29%-3.98%-2.01%0.26%3.79%0.60%3.51%3.81%0.72%-8.01%1.53%-8.51%
20172.20%3.88%0.67%1.50%1.83%-0.25%1.92%0.82%1.84%2.84%2.58%0.82%
2016-5.14%-0.58%6.98%-0.38%1.73%-0.33%4.50%-0.35%0.36%-2.75%1.60%0.80%
2015-2.48%5.81%-1.82%0.68%0.93%-2.33%1.33%-6.00%-2.85%8.53%0.24%-2.08%
2014-3.23%5.33%-0.39%0.50%2.00%2.13%-1.62%4.01%-1.89%2.32%2.15%-0.65%
20135.90%1.03%2.45%1.08%3.54%-3.15%5.31%-2.22%3.35%4.21%2.83%2.53%
20124.96%4.24%2.60%-1.11%-6.50%2.85%2.49%2.37%2.00%-3.40%0.52%-0.62%
20112.28%2.95%0.86%3.32%-1.60%-1.58%-2.16%-5.82%-7.18%12.66%-1.41%0.69%
2010-5.79%2.92%4.59%1.05%-8.53%-5.33%6.40%-4.51%10.01%4.23%0.54%6.25%

^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 -0.92. 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.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-0.92
-0.86
^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%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-25.46%
-20.99%
^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
-28.26%Dec 28, 2021134Jun 16, 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 26.09%. 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%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
26.09%
24.38%
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)