L&G Russell 2000 US Small Cap UCITS ETF (DE)

ISINDE000A0Q8NE4
TickerETLZ
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2010
Underlying assets
0

Metrics at a glance

Compound Return
+12.71%
Volatility
20.31%
Sharpe
0.53
Sortino
0.58
Calmar
0.37
Ulcer Index
8.39
Max Drawdown
29.34%
VaR 95%monthly
7.88%
VaR 99%monthly
11.82%
% Positive Months
58.29%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

L&G Russell 2000 US Small Cap UCITS ETF (DE)
No data available

Top holdings

Top 10 Weight

Total Assets

HHI

No data available

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