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Performance

^IMXL Performance Chart

Dow Jones Islamic Market Titans 100 Index (^IMXL) is up 11.0% since the beginning of the year. ^IMXL is currently trading at $13,303 per share. Investors who bought $1,000 worth of ^IMXL shares 5 years ago would now be looking at an investment worth $1,924.


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S&P 500 Index

Returns By Period

Dow Jones Islamic Market Titans 100 Index (^IMXL) has returned 11.04% so far this year and 32.66% over the past 12 months. Looking at the last ten years, ^IMXL has achieved an annualized return of 15.54%, outperforming the S&P 500 Index benchmark, which averaged 13.61% per year.


Dow Jones Islamic Market Titans 100 Index

1D
-0.94%
1M
-0.22%
YTD
11.04%
6M
14.17%
1Y
32.66%
3Y*
21.68%
5Y*
13.98%
10Y*
15.54%

Benchmark (S&P 500 Index)

1D
-1.21%
1M
0.23%
YTD
8.39%
6M
10.39%
1Y
24.03%
3Y*
18.94%
5Y*
12.24%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^IMXL Monthly Returns History

Based on dividend-adjusted daily data since May 11, 2001, ^IMXL's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +13.4%, 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.23%-1.58%-6.91%13.41%8.35%-3.52%11.04%
20252.53%-2.77%-7.02%-0.33%6.93%5.37%2.47%1.97%5.23%4.99%-0.08%0.27%20.39%
20242.25%6.30%2.24%-3.29%5.57%5.65%-0.21%1.94%2.16%-2.04%3.00%0.26%26.01%
20237.64%-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%
20210.48%-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 1.79%, beta of 0.77, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since May 11, 2001.


Alpha
1.79%
Beta
0.77
0.77
Upside Capture
98.06%
Downside Capture
97.33%

Return for Risk

Risk / Return Rank

^IMXL ranks 82 for risk / return — in the top 82% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


^IMXL Risk / Return Rank: 8282
Overall Rank
^IMXL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
^IMXL Sortino Ratio Rank: 8484
Sortino Ratio Rank
^IMXL Omega Ratio Rank: 8585
Omega Ratio Rank
^IMXL Calmar Ratio Rank: 7777
Calmar Ratio Rank
^IMXL Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^IMXLBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

2.89

2.65

+0.24

Martin ratioReturn relative to average drawdown

11.90

11.88

+0.02

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 1046 trading sessions.

The current Dow Jones Islamic Market Titans 100 Index drawdown is 3.87%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-48.36%Mar 2009
1y 4mo4y 1mo
5y 6moOct 2007 - May 2013
2003 bear market2003
-40.88%Mar 2003
1y 9mo3y 8mo
5y 6moMay 2001 - Dec 2006
Bear market2022
-30.52%Oct 2022
9mo 20d1y 3mo
2y 22dDec 2021 - Jan 2024
COVID crash2020
-28.88%Mar 2020
1mo 2d3mo 15d
4mo 17dFeb 2020 - Jul 2020
2025 selloff2025
-20.41%Apr 2025
1mo 17d2mo 23d
4mo 10dFeb 2025 - Jun 2025

Drawdown Indicators


^IMXLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.36%

-56.78%

+8.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.34%

-9.10%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.41%

-18.90%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-30.52%

-25.43%

-5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-30.52%

-33.92%

+3.40%

Current Drawdown

Current decline from peak

-3.87%

-2.49%

-1.38%

Average Drawdown

Average peak-to-trough decline

-10.86%

-10.72%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.03%

+0.72%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Dow Jones Islamic Market Titans 100 Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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