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ISIN
LU1287022708
Issuer
Amundi
Inception Date
Feb 25, 2016
Leveraged
1x (No leverage)
Index Tracked
SGI Pan Africa Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Amundi Pan Africa UCITS ETF (Acc)

Performance

LGQM.DE Performance Chart

Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) is up 1.7% since the beginning of the year. LGQM.DE is currently trading at €15 per share. Investors who bought €1,000 worth of LGQM.DE shares 5 years ago would now be looking at an investment worth €1,636.


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S&P 500 Index

Returns By Period

Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) has returned 1.72% so far this year and 34.79% over the past 12 months. Over the last ten years, LGQM.DE has returned 5.74% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Amundi Pan Africa UCITS ETF (Acc)

1D
2.07%
1M
-0.87%
6M
1.37%
YTD
1.72%
1Y
34.79%
3Y*
18.21%
5Y*
10.34%
10Y*
5.74%

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGQM.DE Monthly Returns History

Based on dividend-adjusted daily data since Sep 22, 2008, LGQM.DE's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 54% of months were positive and 46% were negative. The best month was Apr 2020 with a return of +18.1%, while the worst month was Mar 2020 at -24.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, LGQM.DE closed higher 49% of trading days. The best single day was Mar 23, 2020 with a return of +16.2%, while the worst single day was Mar 19, 2020 at -15.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.53%5.87%-15.78%4.92%4.69%-6.65%4.45%1.72%
20256.56%-0.39%2.25%-0.67%2.90%1.50%4.25%5.50%10.34%2.44%2.38%5.66%51.40%
20242.22%-3.77%3.68%2.52%1.45%3.85%0.95%-0.63%6.55%-1.88%1.82%-4.66%12.14%
20232.26%-2.21%-0.56%-0.45%-3.54%4.62%8.03%-5.45%-0.66%-6.91%1.80%0.82%-3.16%
20223.40%3.49%3.77%-3.06%-4.94%-9.87%3.69%-1.33%-6.08%-1.92%13.45%-4.63%-5.95%
20212.32%-0.91%2.75%0.11%3.56%-3.55%-0.11%1.56%-3.41%7.96%-2.95%2.17%9.29%

Benchmark Metrics

Amundi Pan Africa UCITS ETF (Acc) has an annualized alpha of 0.97%, beta of 0.30, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since September 22, 2008.

  • This ETF participated in 70.13% of S&P 500 Index downside but only 39.93% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.30 may look defensive, but with R2 of 0.06 this ETF 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 ETF's risk.
  • R2 of 0.06 means this ETF 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
0.97%
Beta
0.30
0.06
Upside Capture
39.93%
Downside Capture
70.13%

Expense Ratio

LGQM.DE has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LGQM.DE ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LGQM.DE Risk / Return Rank: 3636
Overall Rank
LGQM.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LGQM.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
LGQM.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LGQM.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LGQM.DE Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amundi Pan Africa UCITS ETF (Acc) (LGQM.DE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LGQM.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

1.78

3.18

-1.40

Martin ratioReturn relative to average drawdown

4.45

11.76

-7.32

Dividends

Dividend History


Amundi Pan Africa UCITS ETF (Acc) 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Pan Africa UCITS ETF (Acc). 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 Pan Africa UCITS ETF (Acc) was 61.98%, occurring on Mar 19, 2020. Recovery took 1409 trading sessions.

The current Amundi Pan Africa UCITS ETF (Acc) drawdown is 11.27%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-61.98%Mar 2020
9y 2mo5y 6mo
14y 8moJan 2011 - Sep 2025
Financial crisis2007–2009
-39.10%Nov 2008
1mo 28d6mo
7mo 28dSep 2008 - May 2009
2026 correction2026
-19.42%Mar 2026
1mo 24d
5mo 6dJan 2026 - now
Financial crisis2007–2009
-11.51%Jun 2009
21d28d
1mo 19dJun 2009 - Jul 2009
2010 correction2010
-11.21%Feb 2010
16d1mo 19d
2mo 5dJan 2010 - Mar 2010

Drawdown Indicators


LGQM.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.98%

-51.62%

-10.36%

Max Drawdown (1Y)

Largest decline over 1 year

-19.42%

-7.57%

-11.85%

Max Drawdown (3Y)

Largest decline over 3 years

-19.42%

-23.99%

+4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.12%

-23.99%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-50.35%

-33.42%

-16.93%

Current Drawdown

Current decline from peak

-11.27%

-0.43%

-10.84%

Average Drawdown

Average peak-to-trough decline

-26.95%

-9.08%

-17.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.80%

2.04%

+5.76%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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