Invesco Markets plc - Invesco S&P 500 UCITS ETF

ISINDE000A1JM6F5
TickerP500.F
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2011
Underlying assets
0

Metrics at a glance

CAGR
+15.54%
Volatility
13.88%
Sharpe
0.98
Sortino
0.95
Calmar
0.72
Ulcer Index
4.76
Max Drawdown
18.77%
VaR 95%
6.39%
VaR 99%
9.73%
% Positive Months
67.07%

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.

Invesco Markets plc - Invesco S&P 500 UCITS ETF
No data available

Top holdings

Top 10 Weight

0.0%

Total Assets

0

HHI

0.000

No data available

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