Dow Jones Islamic Market U.S. Index (^IMUS)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Dow Jones Islamic Market U.S. Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Dow Jones Islamic Market U.S. Index had a return of 27.26% year-to-date (YTD) and 22.24% in the last 12 months. Over the past 10 years, Dow Jones Islamic Market U.S. Index had an annualized return of 10.61%, outperforming the S&P 500 benchmark which had an annualized return of 9.85%.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 27.26% | 19.92% |
1 month | 4.97% | 5.06% |
6 months | 7.79% | 7.11% |
1 year | 22.24% | 16.17% |
5 years (annualized) | 13.35% | 11.84% |
10 years (annualized) | 10.61% | 9.85% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 2.45% | 6.77% | 3.06% | -1.38% | -5.31% | -2.75% | 9.46% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market U.S. Index (^IMUS) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
^IMUS Dow Jones Islamic Market U.S. Index | 1.31 | ||||
^GSPC S&P 500 | 1.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-47.72% | Nov 1, 2007 | 339 | Mar 9, 2009 | 542 | Apr 29, 2011 | 881 |
-42.69% | May 22, 2001 | 346 | Oct 9, 2002 | 1033 | Nov 14, 2006 | 1379 |
-32.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
-29.97% | Dec 28, 2021 | 234 | Oct 14, 2022 | — | — | — |
-20.39% | Oct 2, 2018 | 58 | Dec 24, 2018 | 76 | Apr 12, 2019 | 134 |
Volatility Chart
The current Dow Jones Islamic Market U.S. Index volatility is 1.82%, 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.