Highlights
- Avg. Volume (1M)
- 45M
- Avg. Volume Value (1M)
- €49.55B
Share Price Chart
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Performance
^AEX Performance Chart
AEX Index (^AEX) is up 16.1% since the beginning of the year. ^AEX is currently trading at €1,105 per share. Investors who bought €1,000 worth of ^AEX shares 5 years ago would now be looking at an investment worth €1,465.
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Returns By Period
AEX Index (^AEX) has returned 16.13% so far this year and 24.84% over the past 12 months. Over the last ten years, ^AEX has returned 9.68% per year, falling short of the S&P 500 Index benchmark, which averaged 12.95% annually.
AEX Index
- 1D
- 0.00%
- 1M
- 2.98%
- 6M
- 10.29%
- YTD
- 16.13%
- 1Y
- 24.84%
- 3Y*
- 12.01%
- 5Y*
- 7.93%
- 10Y*
- 9.68%
- ALL TIME*
- 6.62%
Benchmark (S&P 500 Index)
- 1D
- 0.69%
- 1M
- -0.73%
- 6M
- 10.94%
- YTD
- 11.48%
- 1Y
- 20.66%
- 3Y*
- 16.08%
- 5Y*
- 11.89%
- 10Y*
- 12.95%
- ALL TIME*
- 10.27%
^AEX Monthly Returns History
Based on dividend-adjusted daily data since Oct 12, 1992, ^AEX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Oct 2002 with a return of +15.7%, while the worst month was Sep 2002 at -20.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^AEX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.6%, while the worst single day was Mar 12, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.29% | 2.53% | -6.55% | 5.66% | 2.06% | 4.37% | 2.27% | 16.13% | |||||
| 2025 | 4.93% | 0.00% | -2.51% | -2.33% | 5.13% | -1.05% | -1.23% | -0.60% | 5.15% | 3.04% | -2.89% | 0.84% | 8.27% |
| 2024 | 3.99% | 3.69% | 3.93% | -0.33% | 2.82% | 2.24% | -0.35% | -0.21% | -0.93% | -3.95% | 0.86% | -0.35% | 11.67% |
| 2023 | 8.15% | 1.04% | 0.43% | 0.31% | -1.27% | 3.35% | 2.33% | -6.11% | -1.99% | -1.40% | 6.46% | 2.85% | 14.20% |
| 2022 | -5.36% | -3.37% | -0.76% | -1.83% | 0.27% | -7.53% | 10.65% | -6.74% | -5.83% | 4.68% | 7.97% | -4.85% | -13.65% |
| 2021 | 2.00% | 2.22% | 7.46% | 1.10% | 0.25% | 2.84% | 3.40% | 4.42% | -1.99% | 5.05% | -4.13% | 2.64% | 27.75% |
Benchmark Metrics
AEX Index has an annualized alpha of -0.65%, beta of 0.53, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since October 12, 1992.
- This index participated in 97.36% of S&P 500 Index downside but only 69.37% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.53 may look defensive, but with R2 of 0.28 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.28 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.65%
- Beta
- 0.53
- R²
- 0.28
- Upside Capture
- 69.37%
- Downside Capture
- 97.36%
Return for Risk
Risk / Return Rank
^AEX ranks 80 for risk / return — above 80% of indices peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for AEX Index (^AEX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^AEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 2.25 | +1.00 |
| Martin ratioReturn relative to average drawdown | 9.56 | 8.33 | +1.22 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the AEX 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 AEX Index was 71.60%, occurring on Mar 9, 2009. Recovery took 3086 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-71.60%Mar 2009 | 8y 6mo | 12y 26d | 20y 7moSep 2000 - Apr 2021 | Financial crisis2007–2009 |
-37.09%Oct 1998 | 2mo 19d | 1y 1mo | 1y 3moJul 1998 - Nov 1999 | — |
-23.80%Oct 2022 | 11mo | 1y 3mo | 2y 2moNov 2021 - Feb 2024 | Bear market2022 |
-17.33%Oct 1997 | 2mo 21d | 3mo 23d | 6mo 14dAug 1997 - Feb 1998 | — |
-16.03%Apr 2025 | 1mo 20d | 5mo 26d | 7mo 16dFeb 2025 - Oct 2025 | 2025 selloff2025 |
Drawdown Indicators
| ^AEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.60% | -48.59% | -23.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.82% | -7.57% | +0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -23.99% | +7.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.80% | -23.99% | +0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -33.42% | -2.36% |
Current DrawdownCurrent decline from peak | 0.00% | -2.09% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -25.56% | -7.93% | -17.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.33% | 2.06% | +0.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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