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Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1681045297
IssuerAmundi
Inception DateMar 22, 2018
CategoryLatin America Equities
Leveraged1x
Index TrackedMSCI EM Latin America NR USD
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ALAG.L has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for ALAG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


Popular comparisons: ALAG.L vs. EMIM.L, ALAG.L vs. LTAM.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Amundi MSCI Em Latin America UCITS ETF-C USD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%MayJuneJulyAugustSeptember
-13.68%
3.77%
ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD)
Benchmark (^GSPC)

Returns By Period

Amundi MSCI Em Latin America UCITS ETF-C USD had a return of -16.54% year-to-date (YTD) and -6.07% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-16.54%20.81%
1 month-1.22%2.02%
6 months-13.68%9.89%
1 year-6.07%34.38%
5 years (annualized)0.47%14.87%
10 years (annualized)N/A11.38%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.12%-0.43%1.27%-2.26%-4.94%-5.60%-0.59%0.22%-16.54%
20237.26%-4.54%-0.48%0.03%1.44%8.82%3.95%-5.12%0.15%-4.45%8.50%8.56%25.10%
20228.29%4.49%15.74%-6.15%4.56%-13.68%4.30%8.19%-0.17%5.18%-3.37%-3.63%22.41%
2021-7.08%-5.12%5.24%4.07%3.38%6.11%-3.35%0.43%-7.66%-6.80%-1.03%4.19%-8.75%
2020-6.02%-10.85%-29.41%2.49%6.23%7.56%4.45%-5.41%-5.06%-0.53%17.62%9.78%-16.56%
201911.95%-5.27%-0.99%0.50%1.65%5.41%3.87%-8.88%2.37%-1.38%-3.75%8.25%12.56%
20187.53%-0.06%-3.16%0.57%-11.16%-2.94%10.55%-8.46%5.06%4.59%-0.62%-1.28%-1.55%
20175.08%3.92%1.39%-3.63%-2.16%-0.71%6.72%7.06%-2.28%-2.61%-4.62%4.48%12.30%
20161.83%16.39%4.12%-9.58%20.22%6.05%1.76%1.29%15.13%-12.29%2.75%52.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ALAG.L is 4, indicating that it is in the bottom 4% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ALAG.L is 44
ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD)
The Sharpe Ratio Rank of ALAG.L is 55Sharpe Ratio Rank
The Sortino Ratio Rank of ALAG.L is 44Sortino Ratio Rank
The Omega Ratio Rank of ALAG.L is 55Omega Ratio Rank
The Calmar Ratio Rank of ALAG.L is 33Calmar Ratio Rank
The Martin Ratio Rank of ALAG.L is 55Martin 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 Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALAG.L
Sharpe ratio
The chart of Sharpe ratio for ALAG.L, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26
Sortino ratio
The chart of Sortino ratio for ALAG.L, currently valued at -0.26, compared to the broader market0.005.0010.00-0.26
Omega ratio
The chart of Omega ratio for ALAG.L, currently valued at 0.97, compared to the broader market1.001.502.002.503.000.97
Calmar ratio
The chart of Calmar ratio for ALAG.L, currently valued at -0.23, compared to the broader market0.005.0010.0015.00-0.23
Martin ratio
The chart of Martin ratio for ALAG.L, currently valued at -0.48, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.72, compared to the broader market0.002.004.006.002.72
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.62, compared to the broader market0.005.0010.003.62
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.40, compared to the broader market0.005.0010.0015.002.40
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.59, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.59

Sharpe Ratio

The current Amundi MSCI Em Latin America UCITS ETF-C USD Sharpe ratio is -0.26. 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 Amundi MSCI Em Latin America UCITS ETF-C USD 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-1.00-0.500.000.501.001.502.002.50MayJuneJulyAugustSeptember
-0.26
1.53
ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi MSCI Em Latin America UCITS ETF-C USD doesn't pay dividends

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.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-16.95%
-2.27%
ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi MSCI Em Latin America UCITS ETF-C USD. 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 Amundi MSCI Em Latin America UCITS ETF-C USD was 48.94%, occurring on Apr 24, 2020. Recovery took 626 trading sessions.

The current Amundi MSCI Em Latin America UCITS ETF-C USD drawdown is 16.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.94%Jul 11, 2019200Apr 24, 2020626Nov 3, 2022826
-20.18%Nov 7, 202228Dec 14, 2022155Jul 31, 2023183
-19.98%Oct 6, 2017166Jun 7, 2018164Jan 31, 2019330
-19.86%Dec 29, 2023152Aug 5, 2024
-18.82%Oct 26, 201613Nov 11, 201669Feb 22, 201782

Volatility

Volatility Chart

The current Amundi MSCI Em Latin America UCITS ETF-C USD volatility is 4.89%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptember
4.89%
4.67%
ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD)
Benchmark (^GSPC)