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Performance
^AMX Performance Chart
AMX Index (^AMX) is up 18.6% since the beginning of the year. ^AMX is currently trading at €1,100 per share. Investors who bought €1,000 worth of ^AMX shares 5 years ago would now be looking at an investment worth €1,059.
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Returns By Period
AMX Index (^AMX) has returned 18.58% so far this year and 25.23% over the past 12 months. Over the last ten years, ^AMX has returned 6.07% per year, falling short of the S&P 500 Index benchmark, which averaged 13.45% annually.
AMX Index
- 1D
- -0.04%
- 1M
- 2.66%
- YTD
- 18.58%
- 6M
- 20.03%
- 1Y
- 25.23%
- 3Y*
- 7.61%
- 5Y*
- 1.15%
- 10Y*
- 6.07%
Benchmark (S&P 500 Index)
- 1D
- -0.99%
- 1M
- 0.52%
- YTD
- 11.12%
- 6M
- 10.53%
- 1Y
- 24.44%
- 3Y*
- 17.50%
- 5Y*
- 12.61%
- 10Y*
- 13.45%
^AMX Monthly Returns History
Based on dividend-adjusted daily data since Dec 13, 2011, ^AMX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Mar 2020 at -21.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^AMX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 12, 2020 at -13.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.01% | 5.04% | -7.71% | 7.82% | 6.62% | 0.37% | 18.58% | ||||||
| 2025 | 1.08% | 2.67% | -1.95% | -2.60% | 7.37% | 1.89% | -0.20% | 1.96% | -3.00% | -0.44% | 2.67% | 1.50% | 11.04% |
| 2024 | -2.88% | 0.05% | 3.38% | -1.60% | 0.78% | -6.74% | 2.68% | 2.45% | -1.10% | -1.92% | -0.87% | -4.03% | -9.82% |
| 2023 | 8.57% | 0.71% | -5.40% | -2.86% | -3.17% | -0.89% | 4.32% | -5.83% | -5.09% | -6.29% | 9.48% | 7.98% | -0.39% |
| 2022 | -2.02% | -3.06% | 2.26% | -0.72% | -2.83% | -10.85% | 6.02% | -3.29% | -7.38% | 5.93% | 4.47% | -2.06% | -14.01% |
| 2021 | 2.86% | 1.83% | 4.84% | 1.02% | 2.42% | -1.92% | 1.17% | 5.15% | -3.81% | -1.11% | -2.41% | 5.12% | 15.68% |
Benchmark Metrics
AMX Index has an annualized alpha of -0.17%, beta of 0.46, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since December 13, 2011.
- This index participated in 84.57% of S&P 500 Index downside but only 54.50% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.46 may look defensive, but with R2 of 0.21 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 0.21 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
- -0.17%
- Beta
- 0.46
- R²
- 0.21
- Upside Capture
- 54.50%
- Downside Capture
- 84.57%
Return for Risk
Risk / Return Rank
^AMX ranks 59 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AMX Index (^AMX) 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.
| ^AMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 3.24 | -0.84 |
| Martin ratioReturn relative to average drawdown | 6.43 | 12.01 | -5.58 |
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 AMX 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 AMX Index was 42.29%, occurring on Mar 18, 2020. Recovery took 227 trading sessions.
The current AMX Index drawdown is 1.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.29%Mar 2020 | 1mo 3d | 10mo 24d | 11mo 27dFeb 2020 - Feb 2021 |
2025 selloff2025 | -32.36%Apr 2025 | 3y 7mo | — | 4y 9moSep 2021 - now |
2016 bear market2016 | -26.96%Jul 2016 | 1y 2mo | 10mo | 2y 17dApr 2015 - May 2017 |
Rate-hike selloffLate 2018 | -26.91%Dec 2018 | 11mo 8d | 9mo 28d | 1y 9moJan 2018 - Oct 2019 |
2014 bear market2014 | -20.24%Oct 2014 | 4mo 7d | 3mo 23d | 8moJun 2014 - Feb 2015 |
Drawdown Indicators
| ^AMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.29% | -51.62% | +9.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -7.57% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -21.31% | -23.99% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -32.36% | -23.99% | -8.37% |
Max Drawdown (10Y)Largest decline over 10 years | -42.29% | -33.42% | -8.87% |
Current DrawdownCurrent decline from peak | -1.23% | -1.04% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -9.08% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 2.04% | +1.81% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^AMX
Add AMX Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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