PortfoliosLab logo


Index · Currency in EUR

^AMXPrice Chart

Chart placeholderClick Calculate to get results


The chart shows the growth of €10,000 invested in AMX-INDEX on Dec 14, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €23,118 for a total return of roughly 131.18%. All prices are adjusted for splits and dividends.

Benchmark (S&P 500)

^AMXReturns in periods

Returns over 1 year are annualized


^AMXMonthly Returns Heatmap

Chart placeholderClick Calculate to get results

^AMXSharpe 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 1.06. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.

Benchmark (S&P 500)

^AMXDrawdowns Chart

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

Benchmark (S&P 500)

^AMXWorst 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 42.29%, recorded on Mar 18, 2020. It took 227 trading sessions for the portfolio to recover.



To Bottom


To Recover



-42.29%Feb 14, 202024Mar 18, 2020227Feb 5, 2021251
-26.96%Apr 16, 2015314Jul 6, 2016209May 2, 2017523
-26.91%Jan 23, 2018238Dec 27, 2018208Oct 21, 2019446
-20.24%Jun 10, 201492Oct 15, 201478Feb 5, 2015170
-16.55%Mar 20, 201241May 18, 2012335Sep 10, 2013376
-7.29%Sep 8, 202121Oct 6, 2021
-6.99%Jul 20, 201729Aug 29, 201722Sep 29, 201751
-5.89%Jun 3, 202133Jul 19, 202113Aug 5, 202146
-5.42%Apr 7, 201429May 20, 201414Jun 9, 201443
-5.12%Nov 3, 20179Nov 15, 201736Jan 9, 201845

^AMXVolatility Chart

Current AMX-INDEX volatility is 17.78%. 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.

Benchmark (S&P 500)

Portfolios with AMX-INDEX

Loading data...

More Tools for AMX-INDEX