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AEX-INDEX (^AEX)

Index · Currency in EUR · Last updated May 17, 2022

    ^AEXShare Price Chart

    Chart placeholderClick Calculate to get results

    ^AEXPerformance

    The chart shows the growth of €10,000 invested in AEX-INDEX on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €20,528 for a total return of roughly 105.28%. All prices are adjusted for splits and dividends.

    ^AEX (AEX-INDEX)
    Benchmark (^GSPC)

    ^AEXReturns in periods

    Returns over 1 year are annualized
    PeriodReturnBenchmark
    1M-2.16%-8.74%
    YTD-11.75%-15.89%
    6M-14.46%-14.39%
    1Y0.12%-3.95%
    5Y5.79%10.99%
    10Y9.19%11.63%

    ^AEXMonthly Returns Heatmap

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    ^AEXSharpe 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 -0.05. 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.

    ^AEX (AEX-INDEX)
    Benchmark (^GSPC)

    ^AEXDrawdowns Chart

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

    ^AEX (AEX-INDEX)
    Benchmark (^GSPC)

    ^AEXWorst 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 35.78%, recorded on Mar 18, 2020. It took 203 trading sessions for the portfolio to recover.

    Depth

    Start

    To Bottom

    Bottom

    To Recover

    End

    Total

    -35.78%Feb 17, 202023Mar 18, 2020203Jan 4, 2021226
    -29.6%Feb 21, 2011152Sep 22, 2011481Aug 9, 2013633
    -24.87%Apr 28, 2015204Feb 11, 2016278Mar 10, 2017482
    -20.64%Nov 18, 202179Mar 8, 2022———
    -17.39%Jul 30, 2018107Dec 27, 2018144Jul 23, 2019251
    -14.66%Apr 27, 201021May 25, 2010156Dec 29, 2010177
    -11.62%Sep 22, 201419Oct 16, 201430Nov 27, 201449
    -9.2%Jan 23, 201814Feb 9, 201869May 22, 201883
    -8.3%Jul 25, 201916Aug 15, 201951Oct 25, 201967
    -8.22%Jan 5, 201038Feb 25, 201014Mar 17, 201052

    ^AEXVolatility Chart

    Current AEX-INDEX volatility is 27.87%. 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.

    ^AEX (AEX-INDEX)
    Benchmark (^GSPC)

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