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Dow Jones Islamic Market Titans 100 Index (^IMXL)

Index · Currency in USD · Last updated Dec 7, 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 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.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.53%
6.60%
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Dow Jones Islamic Market Titans 100 Index

Popular comparisons: ^IMXL vs. SCHG, ^IMXL vs. URTH

Return

Dow Jones Islamic Market Titans 100 Index had a return of 27.24% year-to-date (YTD) and 23.23% in the last 12 months. Over the past 10 years, Dow Jones Islamic Market Titans 100 Index had an annualized return of 9.32%, which was very close to the S&P 500 benchmark's annualized return of 9.70%.


PeriodReturnBenchmark
Year-To-Date27.24%18.49%
1 month3.41%4.20%
6 months6.53%6.60%
1 year23.23%15.43%
5 years (annualized)12.57%11.59%
10 years (annualized)9.32%9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.35%5.46%3.26%-1.25%-5.21%-2.42%9.22%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Islamic Market Titans 100 Index (^IMXL) 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
^IMXL
Dow Jones Islamic Market Titans 100 Index
1.36
^GSPC
S&P 500
1.00

Sharpe Ratio

The current Dow Jones Islamic Market Titans 100 Index Sharpe ratio is 1.36. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.36
0.84
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-5.96%
-5.15%
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)

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 1054 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.36%Oct 30, 2007341Mar 9, 20091054May 6, 20131395
-40.88%May 23, 2001450Mar 12, 2003942Dec 5, 20061392
-30.56%Dec 28, 2021240Oct 16, 2022
-28.88%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-17.27%Oct 2, 201859Dec 25, 201869Apr 3, 2019128

Volatility Chart

The current Dow Jones Islamic Market Titans 100 Index volatility is 1.51%, 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.51%
1.38%
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)