Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L)
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.
ETF Info
| ISIN | LU1900068328 |
|---|---|
| Issuer | Amundi |
| Inception Date | Feb 21, 2019 |
| Category | Asia Pacific Equities |
| Index Tracked | MSCI AC Asia Pac Ex JPN NR USD |
| Asset Class | Equity |
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.
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -1.64% | -1.62% |
| 6 months | -3.90% | 6.07% |
| Year-To-Date | -3.84% | 9.94% |
| 1 year | 0.91% | 6.86% |
| 5 years (annualized) | 2.45% | 6.97% |
| 10 years (annualized) | 5.10% | 11.67% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.83% | -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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AEJL.L Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E | 0.06 | ||||
^GSPC S&P 500 | 1.05 |
Dividend History
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2015 | 93 | Aug 24, 2015 | 240 | Aug 8, 2016 | 333 |
| -28.13% | Feb 16, 2021 | 428 | Oct 28, 2022 | — | — | — |
| -23.05% | Jan 20, 2020 | 46 | Mar 23, 2020 | 71 | Jul 6, 2020 | 117 |
| -16.23% | Jan 10, 2018 | 192 | Oct 11, 2018 | 180 | Jul 2, 2019 | 372 |
| -12% | Oct 23, 2013 | 64 | Jan 27, 2014 | 122 | Jul 22, 2014 | 186 |
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.