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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in AMX Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
^AMX is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
AMX Index (^AMX) has returned 2.76% so far this year and 12.14% over the past 12 months. Over the last ten years, ^AMX has returned 3.57% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.
AMX Index
- 1D
- 0.41%
- 1M
- -7.71%
- YTD
- 2.76%
- 6M
- 6.62%
- 1Y
- 12.14%
- 3Y*
- -0.30%
- 5Y*
- -1.70%
- 10Y*
- 3.57%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 1983, ^AMX's average daily return is +0.03%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +17.8%, while the worst month was Oct 1987 at -25.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^AMX closed higher 54% of trading days. The best single day was Aug 6, 1987 with a return of +9.7%, 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% | 2.76% | |||||||||
| 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 -2.43%, beta of 0.49, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since January 04, 1983.
- This index participated in 99.93% of S&P 500 Index downside but only 62.44% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.49 may look defensive, but with R² of 0.23 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 0.23 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
- -2.43%
- Beta
- 0.49
- R²
- 0.23
- Upside Capture
- 62.44%
- Downside Capture
- 99.93%
Return for Risk
Risk / Return Rank
^AMX ranks 49 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 a chosen benchmark (S&P 500 Index).
| ^AMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.43 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.08 | 0.73 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.67 | +0.84 |
Martin ratioReturn relative to average drawdown | 4.10 | 2.80 | +1.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^AMX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 72.09%, occurring on Mar 12, 2003. Recovery took 3769 trading sessions.
The current AMX Index drawdown is 14.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.09% | Jul 23, 1998 | 1202 | Mar 12, 2003 | 3769 | Oct 3, 2017 | 4971 |
| -42.29% | Feb 14, 2020 | 24 | Mar 18, 2020 | 227 | Feb 5, 2021 | 251 |
| -42.05% | Aug 11, 1987 | 66 | Nov 10, 1987 | 299 | Jan 13, 1989 | 365 |
| -32.36% | Sep 8, 2021 | 919 | Apr 7, 2025 | — | — | — |
| -26.91% | Jan 23, 2018 | 238 | Dec 27, 2018 | 208 | Oct 21, 2019 | 446 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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