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AMX Index (^AMX)

Index · Currency in EUR · Last updated Mar 18, 2023

Share Price Chart

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The chart shows the growth of €10,000 invested in AMX Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €206,137 for a total return of roughly 1,961.37%. All prices are adjusted for splits and dividends.

^AMX (AMX Index)
Benchmark (^GSPC)

S&P 500

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AMX Index


AMX Index had a return of 0.62% year-to-date (YTD) and -9.39% in the last 12 months. Over the past 10 years, AMX Index had an annualized return of 5.65%, while the S&P 500 had an annualized return of 9.24%, indicating that AMX Index did not perform as well as the benchmark.

1 month-8.09%-5.31%
6 months0.57%0.39%
1 year-9.39%-10.11%
5 years (annualized)2.89%7.13%
10 years (annualized)5.65%9.24%

Monthly Returns Heatmap


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 AMX Index Sharpe ratio is -0.55. 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.

^AMX (AMX Index)
Benchmark (^GSPC)

Drawdowns Chart

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

^AMX (AMX Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the AMX 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 AMX Index is 72.09%, recorded on Mar 12, 2003. It took 3769 trading sessions for the portfolio to recover.



To Bottom


To Recover



-72.09%Jul 23, 19981202Mar 12, 20033769Oct 3, 20174971
-42.29%Feb 14, 202024Mar 18, 2020227Feb 5, 2021251
-42.05%Aug 11, 198766Nov 10, 1987299Jan 13, 1989365
-26.91%Jan 23, 2018238Dec 27, 2018208Oct 21, 2019446
-25.49%Oct 9, 1989320Jan 16, 1991326May 4, 1992646
-24.71%Sep 8, 2021275Sep 29, 2022
-23.5%Jun 3, 1992141Dec 17, 1992161Aug 11, 1993302
-20.93%Feb 2, 198493Jun 18, 1984137Jan 2, 1985230
-17.37%Aug 8, 199792Dec 15, 199742Feb 17, 1998134
-16.59%Aug 22, 1986196Jun 3, 198745Aug 6, 1987241

Volatility Chart

Current AMX Index volatility is 32.33%. 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.

^AMX (AMX Index)
Benchmark (^GSPC)