A globally diversified, ethically screened index of 442 companies across 40+ countries — delivering +36.6% over 12 months. More than double the S&P 500.
Backtested 12-month total returns. Titan indices shown in green.
| Index | 12M Return | Ann. Vol | Sharpe | Max DD | Win Rate | Best Day | Worst Day | Calmar |
|---|---|---|---|---|---|---|---|---|
| ● Titan Ethical 500 v2 | +36.6% | 12.86% | 2.5 | -9.85% | 57.4% | 3.46% | -4.33% | 3.71 |
| ● Titan Ethical Tech 100 | +62.08% | 16.92% | 2.95 | -10.81% | 59.0% | 4.23% | -5.32% | 5.74 |
| ● S&P 500 | +17.82% | 11.32% | 1.51 | -8.88% | 44.2% | 2.91% | -2.7% | 2.01 |
| ● NASDAQ 100 | +26.02% | 15.36% | 1.59 | -11.96% | 45.8% | 3.39% | -3.47% | 2.17 |
| ● MSCI World | +18.0% | 11.5% | 1.5 | -9.06% | 46.6% | 2.9% | -2.45% | 1.99 |
| ● MSCI World Islamic | +21.89% | 10.82% | 1.89 | -5.59% | 45.4% | 1.77% | -2.22% | 3.92 |
442 companies across 11 GICS sectors
Top 10 countries by number of constituents (40+ countries total)
Largest positions by weight in the v2 index
| # | Company | Ticker | Sector | Weight | Screen |
|---|---|---|---|---|---|
| 1 | Telkom Indonesia | TLKM.JK | Communication Services | 4.73% | PASS |
| 2 | Samsung Electronics | 005930.KS | Technology | 4.51% | PASS |
| 3 | Astra International | ASII.JK | Industrials | 4.22% | PASS |
| 4 | Adaro Energy | ADRO.JK | Energy | 2.39% | PASS |
| 5 | Unilever Indonesia | UNVR.JK | Consumer Staples | 2.28% | PASS |
| 6 | Samsung Electro-Mechanics | 009150.KS | Technology | 1.97% | PASS |
| 7 | Samsung C&T | 028260.KS | Industrials | 1.95% | PASS |
| 8 | Kia Corporation | 000270.KS | Consumer Discretionary | 1.87% | PASS |
| 9 | Perusahaan Gas Negara | PGAS.JK | Utilities | 1.85% | PASS |
| 10 | Bank Central Asia | BBCA.JK | Financials | ~1.8% | PASS |
Every constituent passes five independent tests before inclusion. Failing any single test results in exclusion from the index.
Companies must derive no meaningful revenue from alcohol, tobacco, conventional weapons, adult entertainment, gambling, or interest-based financial services. Revenue thresholds apply per category.
Debt-to-equity and interest-income ratios are evaluated. Companies with disproportionate interest income relative to total revenue are excluded to maintain financial alignment with ethical principles.
Minimum average daily trading volume and market capitalisation thresholds ensure each constituent can be entered and exited at institutional scale without significant market impact.
Operating profitability, free cash flow generation, and balance sheet strength are assessed. Companies with sustained losses or excessive leverage are excluded regardless of ethical compliance.
Companies must operate in markets with adequate reporting standards and corporate governance requirements. Minimal disclosure thresholds apply. Regulatory sanctions and legal proceedings are factored in.
Weights are proportional to the square root of market capitalisation, dampening concentration risk from mega-caps while preserving size-based signal. No single constituent exceeds 5% at rebalance.
Constituent review and weight rebalancing occurs quarterly. Companies that fail screening tests mid-period are flagged and removed at the next scheduled rebalance date to minimise unnecessary turnover.
All exchanges with sufficient liquidity and reporting standards are eligible. Developed and emerging markets are included. No regional bias — companies are selected on merit against uniform screening criteria.
Performance is calculated in local currency first, then converted to USD for index-level aggregation. Backtested returns reflect this multi-currency framework using daily spot rates.
Important Notice: All performance figures shown on this page are based on backtested historical simulation. Backtested performance does not represent actual trading results and is subject to inherent limitations, including the benefit of hindsight. Past performance does not guarantee future results. The Titan Ethical 500 index is not a tradeable instrument. This page is for informational purposes only and does not constitute investment advice. Always conduct your own research before making any investment decision.