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Dow Jones Islamic Market Titans 100 Index (^IMXL)

Index · Currency in USD · Last updated Sep 24, 2022

^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 Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $26,730 for a total return of roughly 167.30%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-21.62%
-18.71%
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)

^IMXLReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-11.69%-10.55%
6M-21.59%-18.29%
YTD-27.41%-22.51%
1Y-21.58%-15.98%
5Y8.13%7.82%
10Y8.33%9.47%

^IMXLMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.48%-4.23%3.80%-9.70%-1.20%-7.79%8.86%-5.60%-7.63%
20210.48%-0.53%2.43%5.04%0.19%3.93%2.67%3.24%-5.51%7.65%0.56%2.90%
20200.71%-7.63%-7.68%11.71%4.64%3.48%5.90%9.19%-3.46%-3.60%9.38%3.73%
20196.05%3.35%3.18%3.02%-6.27%7.05%1.21%-0.91%1.51%3.00%2.93%4.12%
20185.38%-4.52%-2.26%0.47%2.63%-0.26%3.30%2.66%0.48%-8.66%3.18%-7.09%
20172.19%3.96%1.33%1.89%2.73%-0.70%2.54%1.19%1.52%2.78%1.67%0.49%
2016-4.50%-1.34%6.14%0.23%0.90%0.10%4.31%-0.83%0.81%-2.80%-1.32%1.80%
2015-1.15%5.11%-2.31%2.16%-0.07%-2.92%2.16%-6.62%-2.80%9.49%-1.01%-1.53%
2014-4.03%5.36%-0.05%1.71%1.55%1.46%-0.83%2.38%-1.79%0.66%1.73%-1.99%
20134.85%-0.03%1.35%2.23%1.36%-3.74%4.36%-1.71%3.09%4.48%2.76%1.76%
20124.09%4.37%1.11%-0.92%-7.87%4.10%3.12%1.61%2.75%-2.41%0.42%0.13%
20111.93%2.24%-0.30%4.38%-1.87%-1.62%-0.95%-6.52%-7.19%10.95%-1.66%0.95%
2010-5.62%0.63%4.35%-0.92%-9.79%-3.87%6.56%-3.77%9.14%4.17%-2.34%7.37%

^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 -1.18. 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.


-1.00-0.500.000.501.00AprilMayJuneJulyAugustSeptember
-1.18
-0.97
^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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-27.99%
-23.00%
^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 28.88%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.88%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-27.99%Dec 28, 2021221Sep 23, 2022
-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 12.58%. 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%AprilMayJuneJulyAugustSeptember
12.58%
13.76%
^IMXL (Dow Jones Islamic Market Titans 100 Index)
Benchmark (^GSPC)