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AEX Index (^AEX)

Index · Currency in EUR · Last updated Nov 30, 2022

^AEXShare Price Chart


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^AEXPerformance

The chart shows the growth of €10,000 invested in AEX Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €21,404 for a total return of roughly 114.04%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovember
2.03%
-4.93%
^AEX (AEX Index)
Benchmark (^GSPC)

^AEXCompare to other instruments

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AEX Index

Popular comparisons: ^AEX vs. VOO

^AEXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.52%1.45%
6M1.33%-4.51%
YTD-10.31%-16.67%
1Y-8.17%-13.33%
5Y5.72%8.52%
10Y7.76%10.35%

^AEXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.63%-3.37%-0.76%-1.83%0.27%-7.53%10.65%-6.74%-5.83%4.68%7.03%
20212.00%2.22%7.46%1.10%0.25%2.84%3.40%4.42%-1.99%5.05%-4.13%2.94%
2020-2.49%-8.50%-10.37%6.10%3.83%5.10%-2.58%0.72%-0.27%-2.52%13.51%3.07%
20196.71%3.92%1.47%4.12%-5.44%3.94%1.84%-2.40%3.92%-0.62%3.58%1.22%
20182.93%-4.45%-1.13%4.95%-0.52%-0.21%4.09%-2.76%-1.58%-5.62%0.13%-6.06%
2017-1.34%3.91%4.28%0.89%0.56%-3.23%3.61%-1.79%4.07%3.04%-2.40%0.83%
2016-2.39%-0.93%3.01%-0.10%1.86%-2.68%3.20%1.01%-0.45%0.06%1.02%5.68%
20156.11%7.45%1.13%-0.32%1.17%-4.25%4.79%-10.14%-5.37%9.73%1.60%-5.90%
2014-3.72%3.02%1.17%-0.66%1.66%1.46%-2.14%2.19%1.94%-2.33%3.53%-0.33%
20133.40%-3.90%2.22%0.95%3.41%-5.17%7.32%-1.86%3.30%4.53%1.18%1.32%
20121.92%1.81%-0.23%-4.70%-5.91%5.94%6.23%0.86%-1.85%2.35%1.75%1.83%
20111.74%2.32%-0.95%-1.55%-2.92%-2.80%-3.09%-11.01%-4.35%9.75%-2.54%4.27%
2010-2.22%-3.10%8.33%0.49%-7.29%-1.21%4.37%-4.29%5.66%0.85%-2.91%8.30%

^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 -0.36. 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.


-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.36
-0.56
^AEX (AEX Index)
Benchmark (^GSPC)

^AEXDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-13.27%
-17.20%
^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, 2011480Aug 9, 2013632
-24.87%Apr 28, 2015205Feb 11, 2016278Mar 10, 2017483
-23.8%Nov 18, 2021233Oct 14, 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 7.49%. 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%JulyAugustSeptemberOctoberNovember
7.49%
12.66%
^AEX (AEX Index)
Benchmark (^GSPC)