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

Index · Currency in USD · Last updated Dec 9, 2023
Summary

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.


250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
374.36%
269.63%
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)

S&P 500

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Dow Jones Islamic Market U.S. Index

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%.


PeriodReturnBenchmark
Year-To-Date27.26%19.92%
1 month4.97%5.06%
6 months7.79%7.11%
1 year22.24%16.17%
5 years (annualized)13.35%11.84%
10 years (annualized)10.61%9.85%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.45%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^IMUS
Dow Jones Islamic Market U.S. Index
1.31
^GSPC
S&P 500
1.25

Sharpe Ratio

The current Dow Jones Islamic Market U.S. Index Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.31
1.02
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-5.97%
-4.01%
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)

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, 2007339Mar 9, 2009542Apr 29, 2011881
-42.69%May 22, 2001346Oct 9, 20021033Nov 14, 20061379
-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

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.82%
1.60%
^IMUS (Dow Jones Islamic Market U.S. Index)
Benchmark (^GSPC)