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Dow Jones Islamic Market Titans 100 Index (^IMXL)

Index · Currency in USD · Last updated Feb 2, 2023

^IMXLShare Price Chart


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^IMXLPerformance

The chart shows the growth of $10,000 invested in Dow Jones Islamic Market Titans 100 Index in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $29,900 for a total return of roughly 199.00%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%OctoberNovemberDecember2023February
3.68%
3.84%
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)

^IMXLCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^IMXL

^IMXLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.93%7.29%
YTD8.99%7.29%
6M-3.25%-0.87%
1Y-13.86%-9.40%
5Y8.72%7.92%
10Y9.20%10.14%

^IMXLMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.64%
2022-5.60%-9.84%4.04%7.43%-5.92%

^IMXLSharpe 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 Titans 100 Index Sharpe ratio is -0.39. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.39
-0.28
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)

^IMXLDrawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%OctoberNovemberDecember2023February
-19.45%
-14.12%
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)

^IMXLWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Islamic Market Titans 100 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 Titans 100 Index is 30.56%, recorded on Oct 16, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.56%Dec 28, 2021240Oct 16, 2022
-28.88%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-20.18%May 3, 2011108Oct 4, 2011113Mar 15, 2012221
-17.27%Oct 2, 201859Dec 25, 201869Apr 3, 2019128
-16.77%Apr 16, 201054Jul 1, 201088Nov 4, 2010142
-14.09%Apr 29, 2015205Feb 11, 2016127Aug 9, 2016332
-11.73%Apr 3, 201244Jun 4, 201267Sep 7, 2012111
-10.39%Jan 29, 20189Feb 8, 2018141Aug 29, 2018150
-8.51%Jan 15, 201017Feb 8, 201045Apr 14, 201062
-8.44%Sep 20, 201241Nov 16, 201241Jan 17, 201382

^IMXLVolatility Chart

Current Dow Jones Islamic Market Titans 100 Index volatility is 14.57%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2023February
14.57%
13.16%
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)