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AEX-INDEX

^AEX
Index · Currency in EUR

^AEXPrice Chart


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^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 €23,700 for a total return of roughly 137.00%. All prices are adjusted for splits and dividends.


^AEX (AEX-INDEX)
Benchmark (S&P 500)

^AEXReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.39%
6M14.03%
YTD30.16%
1Y45.85%
5Y12.00%
10Y10.03%

^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 3.70. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


^AEX (AEX-INDEX)
Benchmark (S&P 500)

^AEXDrawdowns Chart

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


^AEX (AEX-INDEX)
Benchmark (S&P 500)

^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, 2011480Aug 9, 2013632
-24.87%Apr 28, 2015204Feb 11, 2016278Mar 10, 2017482
-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
-8.11%Dec 8, 20146Dec 15, 201421Jan 16, 201527

^AEXVolatility Chart

Current AEX-INDEX volatility is 10.78%. 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 (S&P 500)

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