PortfoliosLab logo

AEX Index (^AEX)

Index · Currency in EUR · Last updated Mar 26, 2023

Share Price Chart


Loading data...

Performance

The chart shows the growth of €10,000 invested in AEX Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €161,270 for a total return of roughly 1,512.70%. All prices are adjusted for splits and dividends.


1,500.00%2,000.00%2,500.00%NovemberDecember2023FebruaryMarch
1,512.70%
2,626.22%
^AEX (AEX Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

AEX Index

Popular comparisons: ^AEX vs. VOO, ^AEX vs. NOBL, ^AEX vs. ^GSPC

Return

AEX Index had a return of 6.21% year-to-date (YTD) and 1.39% in the last 12 months. Over the past 10 years, AEX Index had an annualized return of 7.58%, while the S&P 500 had an annualized return of 9.34%, indicating that AEX Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-3.41%-0.66%
Year-To-Date6.21%3.42%
6 months11.32%6.02%
1 year1.39%-10.58%
5 years (annualized)6.90%8.87%
10 years (annualized)7.58%9.34%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.15%1.04%
2022-5.83%4.68%7.97%-4.85%

Sharpe 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 AEX Index Sharpe ratio is -0.01. 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.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
-0.01
-0.58
^AEX (AEX Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-11.57%
-16.92%
^AEX (AEX Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the AEX 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 AEX Index is 71.60%, recorded on Mar 9, 2009. It took 3094 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.6%Sep 5, 20002219Mar 9, 20093094Apr 1, 20215313
-46.74%Aug 12, 198765Nov 10, 1987359Apr 11, 1989424
-37.09%Jul 21, 199858Oct 8, 1998279Nov 15, 1999337
-33.74%Aug 18, 1989357Jan 16, 1991624Jul 8, 1993981
-25.34%Feb 2, 1984118Jul 23, 1984112Jan 2, 1985230
-23.8%Nov 18, 2021233Oct 14, 2022
-19.26%May 23, 1986175Jan 28, 1987132Aug 7, 1987307
-17.33%Aug 8, 199758Oct 28, 199777Feb 18, 1998135
-14.09%Feb 1, 199497Jun 21, 1994265Jul 6, 1995362
-12.01%Jan 9, 198638Mar 3, 198653May 22, 198691

Volatility Chart

Current AEX Index volatility is 23.70%. 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%NovemberDecember2023FebruaryMarch
23.70%
19.50%
^AEX (AEX Index)
Benchmark (^GSPC)