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Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L)

ETF · Currency in GBp · Last updated Oct 4, 2023

AEJL.L is a passive ETF by Amundi tracking the investment results of the MSCI AC Asia Pac Ex JPN NR USD. AEJL.L launched on Feb 21, 2019 and has a 0.60% expense ratio.

Summary

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

Asset Class Style

Blend

Expense Ratio

The Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E has a high expense ratio of 0.60%, indicating higher-than-average management fees.


0.60%
0.00%2.15%

Share Price Chart


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Performance

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.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-3.33%
6.98%
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with AEJL.L

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

Return

Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E had a return of -3.84% year-to-date (YTD) and 0.91% 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 5.10%, while the S&P 500 had an annualized return of 11.67%, indicating that Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-1.64%-1.62%
6 months-3.90%6.07%
Year-To-Date-3.84%9.94%
1 year0.91%6.86%
5 years (annualized)2.45%6.97%
10 years (annualized)5.10%11.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.83%-3.39%-1.90%1.47%4.38%-5.12%0.83%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AEJL.L
Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E
0.06
^GSPC
S&P 500
1.05

Sharpe Ratio

The current Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E Sharpe ratio is 0.06. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60MayJuneJulyAugustSeptemberOctober
0.06
0.36
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
Benchmark (^GSPC)

Dividend History


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

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%MayJuneJulyAugustSeptemberOctober
-22.29%
-3.55%
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E. 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 Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E is 31.72%, recorded on Aug 24, 2015. It took 240 trading sessions for the portfolio to recover.


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 Chart

The current Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E volatility is 3.75%, 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%5.50%6.00%MayJuneJulyAugustSeptemberOctober
3.75%
3.01%
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E)
Benchmark (^GSPC)