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AMX Index (^AMX)

Index · Currency in EUR · Last updated Sep 27, 2022

^AMXShare Price Chart


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^AMXPerformance

The chart shows the growth of €10,000 invested in AMX Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €16,704 for a total return of roughly 67.04%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-18.74%
-19.31%
^AMX (AMX Index)
Benchmark (^GSPC)

^AMXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-9.76%-9.92%
6M-18.50%-19.53%
YTD-21.08%-23.30%
1Y-21.15%-17.95%
5Y0.98%7.76%
10Y4.96%9.32%

^AMXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.02%-3.06%2.26%-0.72%-2.83%-10.85%6.02%-3.29%-7.85%
20212.86%1.83%4.84%1.02%2.42%-1.92%1.17%5.15%-3.81%-1.11%-2.41%5.12%
20200.03%-7.43%-21.00%9.44%-1.05%4.14%1.27%5.66%0.25%-3.65%16.35%3.47%
201910.37%5.43%0.06%6.62%-10.01%8.33%3.38%-1.32%2.75%2.93%2.83%3.13%
20181.27%-3.13%-4.58%-0.88%1.82%-1.55%1.33%-0.23%0.24%-6.38%-5.39%-5.64%
20170.45%4.90%2.61%5.19%2.11%-0.56%0.65%-1.88%5.37%2.56%-2.47%1.03%
2016-5.07%-0.35%2.09%-1.60%0.54%-8.74%3.63%2.35%1.50%0.33%-0.90%5.48%
20155.19%7.27%4.12%0.29%0.65%-6.20%2.96%-8.08%-7.38%12.33%0.16%-0.02%
20140.50%5.21%0.38%-3.40%2.71%-3.69%-4.42%-0.31%-1.46%0.16%5.29%0.72%
20132.99%-1.56%-2.69%0.09%2.29%-2.60%3.66%-1.55%6.79%5.81%2.19%1.63%
20128.75%4.56%2.16%-5.82%-3.04%1.66%-0.55%0.48%2.90%0.53%0.49%1.88%
2011-0.76%1.60%0.73%0.56%-2.43%-4.58%-8.53%-11.88%-4.84%4.30%-5.84%2.26%
20101.97%-0.42%8.53%0.38%-8.02%-1.81%3.24%-3.52%11.34%3.71%-0.24%9.10%

^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 -0.89. 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.


-1.00-0.500.000.50AprilMayJuneJulyAugustSeptember
-0.89
-0.74
^AMX (AMX Index)
Benchmark (^GSPC)

^AMXDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-23.36%
-23.78%
^AMX (AMX Index)
Benchmark (^GSPC)

^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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.29%Feb 14, 202024Mar 18, 2020227Feb 5, 2021251
-36.93%Apr 5, 2011165Nov 23, 2011578Feb 25, 2014743
-26.96%Apr 16, 2015315Jul 6, 2016210May 2, 2017525
-26.91%Jan 23, 2018238Dec 27, 2018208Oct 21, 2019446
-23.36%Sep 8, 2021272Sep 26, 2022
-20.24%Jun 10, 201492Oct 15, 201478Feb 5, 2015170
-17.22%Apr 27, 201021May 25, 2010104Oct 18, 2010125
-8.84%Jan 19, 201141Mar 16, 201113Apr 4, 201154
-6.99%Jul 20, 201729Aug 29, 201723Sep 29, 201752
-6.8%Jan 20, 201014Feb 8, 201019Mar 5, 201033

^AMXVolatility Chart

Current AMX Index volatility is 19.17%. 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%AprilMayJuneJulyAugustSeptember
19.17%
13.19%
^AMX (AMX Index)
Benchmark (^GSPC)