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Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1900068328
IssuerAmundi
Inception DateFeb 21, 2019
CategoryAsia Pacific Equities
Index TrackedMSCI AC Asia Pac Ex JPN NR USD
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AEJL.L has a high expense ratio of 0.60%, indicating higher-than-average management fees.


Expense ratio chart for AEJL.L: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%2024FebruaryMarchAprilMayJune
87.36%
305.27%
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E had a return of 9.40% year-to-date (YTD) and 12.10% in the last 12 months. Over the past 10 years, Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E had an annualized return of 6.45%, while the S&P 500 had an annualized return of 10.88%, indicating that Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.40%14.57%
1 month1.01%2.97%
6 months12.15%14.93%
1 year12.10%24.71%
5 years (annualized)3.44%13.14%
10 years (annualized)6.45%10.88%

Monthly Returns

The table below presents the monthly returns of AEJL.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.96%4.22%2.98%0.91%0.57%9.40%
20236.59%-5.85%0.83%-3.39%-1.90%1.47%4.38%-5.12%0.83%-3.91%3.30%3.72%0.04%
2022-3.31%-0.88%0.20%-0.67%-0.50%-1.72%-0.32%3.67%-7.71%-7.13%12.99%-1.39%-7.94%
20213.18%-0.54%-0.87%1.25%-1.42%3.13%-6.76%1.94%-1.53%0.10%-1.18%0.33%-2.74%
2020-5.20%-1.08%-9.52%6.87%1.44%8.75%0.79%4.02%0.32%1.48%5.88%4.39%18.01%
20194.27%0.23%3.74%1.49%-3.85%5.42%2.26%-4.39%1.64%-1.95%0.93%3.56%13.58%
20180.90%-2.13%-3.08%2.33%2.46%-2.96%1.84%-0.81%-1.52%-8.29%4.38%-2.31%-9.41%
20173.80%4.24%2.61%-1.99%2.52%1.45%3.31%3.41%-4.15%4.89%-0.92%2.95%23.99%
2016-3.67%1.87%7.35%-2.63%-0.81%12.06%6.19%2.26%3.80%3.90%-4.41%0.14%27.81%
20154.47%1.31%3.17%2.30%-2.77%-6.78%-3.77%-8.29%-1.63%5.12%0.68%1.05%-5.99%
2014-5.97%3.45%2.77%-0.61%3.77%-0.48%3.94%3.79%-5.76%4.51%0.42%-1.24%8.11%
2013-2.45%5.36%-2.60%-2.34%-2.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AEJL.L is 46, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AEJL.L is 4646
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
The Sharpe Ratio Rank of AEJL.L is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of AEJL.L is 4747Sortino Ratio Rank
The Omega Ratio Rank of AEJL.L is 4747Omega Ratio Rank
The Calmar Ratio Rank of AEJL.L is 4141Calmar Ratio Rank
The Martin Ratio Rank of AEJL.L is 4949Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AEJL.L
Sharpe ratio
The chart of Sharpe ratio for AEJL.L, currently valued at 1.05, compared to the broader market0.002.004.006.001.05
Sortino ratio
The chart of Sortino ratio for AEJL.L, currently valued at 1.57, compared to the broader market0.005.0010.001.57
Omega ratio
The chart of Omega ratio for AEJL.L, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.19
Calmar ratio
The chart of Calmar ratio for AEJL.L, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.56
Martin ratio
The chart of Martin ratio for AEJL.L, currently valued at 3.70, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.36

Sharpe Ratio

The current Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E Sharpe ratio is 1.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.502024FebruaryMarchAprilMayJune
1.05
2.06
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-11.55%
0
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E. 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 Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E was 31.72%, occurring on Aug 24, 2015. Recovery took 240 trading sessions.

The current Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E drawdown is 11.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.72%Apr 14, 201593Aug 24, 2015240Aug 8, 2016333
-28.13%Feb 16, 2021428Oct 28, 2022
-23.05%Jan 20, 202046Mar 23, 202071Jul 6, 2020117
-16.23%Jan 10, 2018192Oct 11, 2018180Jul 2, 2019372
-12%Oct 23, 201364Jan 27, 2014122Jul 22, 2014186

Volatility

Volatility Chart

The current Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E volatility is 3.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%2024FebruaryMarchAprilMayJune
3.90%
2.87%
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
Benchmark (^GSPC)