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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones Islamic Market Titans 100 Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dow Jones Islamic Market Titans 100 Index (^IMXL) has returned -6.43% so far this year and 21.52% over the past 12 months. Looking at the last ten years, ^IMXL has achieved an annualized return of 13.46%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Dow Jones Islamic Market Titans 100 Index
- 1D
- 2.44%
- 1M
- -6.84%
- YTD
- -6.43%
- 6M
- -1.58%
- 1Y
- 21.52%
- 3Y*
- 18.97%
- 5Y*
- 11.19%
- 10Y*
- 13.46%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 11, 2001, ^IMXL's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Oct 2008 at -13.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^IMXL closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.6%, while the worst single day was Mar 16, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.23% | -1.58% | -7.00% | -6.43% | |||||||||
| 2025 | 2.53% | -2.77% | -7.02% | -0.33% | 6.93% | 5.37% | 2.47% | 1.91% | 5.29% | 4.99% | -0.06% | 0.25% | 20.39% |
| 2024 | 2.25% | 6.30% | 2.24% | -3.29% | 5.57% | 5.65% | -0.21% | 1.94% | 2.16% | -2.04% | 3.00% | 0.26% | 26.01% |
| 2023 | 7.64% | -3.10% | 7.89% | 1.48% | 3.38% | 5.46% | 3.26% | -1.25% | -5.21% | -2.42% | 9.22% | 4.09% | 33.51% |
| 2022 | -6.48% | -4.23% | 3.80% | -9.70% | -1.20% | -7.79% | 8.85% | -5.59% | -9.84% | 4.04% | 7.43% | -5.92% | -25.49% |
| 2021 | 0.48% | -0.53% | 2.43% | 5.04% | 0.19% | 3.93% | 2.67% | 3.24% | -5.51% | 7.65% | 0.56% | 2.90% | 24.93% |
Benchmark Metrics
Dow Jones Islamic Market Titans 100 Index has an annualized alpha of 1.44%, beta of 0.77, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since May 14, 2001.
- Alpha
- 1.44%
- Beta
- 0.77
- R²
- 0.77
- Upside Capture
- 95.60%
- Downside Capture
- 96.45%
Return for Risk
Risk / Return Rank
^IMXL ranks 62 for risk / return — better than 62% 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 Titans 100 Index (^IMXL) and compare them to a chosen benchmark (S&P 500 Index).
| ^IMXL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.90 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.39 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.40 | -0.47 |
Martin ratioReturn relative to average drawdown | 3.92 | 6.61 | -2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^IMXL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Titans 100 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 Titans 100 Index was 48.36%, occurring on Mar 9, 2009. Recovery took 1052 trading sessions.
The current Dow Jones Islamic Market Titans 100 Index drawdown is 9.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.36% | Oct 30, 2007 | 341 | Mar 9, 2009 | 1052 | May 6, 2013 | 1393 |
| -40.88% | May 23, 2001 | 450 | Mar 12, 2003 | 942 | Dec 5, 2006 | 1392 |
| -30.52% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -28.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -20.41% | Feb 20, 2025 | 34 | Apr 8, 2025 | 66 | Jun 30, 2025 | 100 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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