Dow Jones Islamic Market Titans 100 Index (^IMXL)
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.
Compare to other instruments
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%.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 27.24% | 18.49% |
1 month | 3.41% | 4.20% |
6 months | 6.53% | 6.60% |
1 year | 23.23% | 15.43% |
5 years (annualized) | 12.57% | 11.59% |
10 years (annualized) | 9.32% | 9.70% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 3.35% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
^IMXL Dow Jones Islamic Market Titans 100 Index | 1.36 | ||||
^GSPC S&P 500 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2007 | 341 | Mar 9, 2009 | 1054 | May 6, 2013 | 1395 |
-40.88% | May 23, 2001 | 450 | Mar 12, 2003 | 942 | Dec 5, 2006 | 1392 |
-30.56% | Dec 28, 2021 | 240 | Oct 16, 2022 | — | — | — |
-28.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
-17.27% | Oct 2, 2018 | 59 | Dec 25, 2018 | 69 | Apr 3, 2019 | 128 |
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.