Lyxor Portfolio Strategy UCITS ETF
ISINDE000ETF7011
TickerF701.XETRA
- Category
- ETF
- Data available from
- Apr 30, 2016
- Underlying assets
- 0
Metrics at a glance
CAGR
+6.13%
Volatility
8.52%
Sharpe
0.48
Sortino
0.44
Calmar
0.30
Ulcer Index
3.82
Max Drawdown
13.64%
VaR 95%
3.84%
VaR 99%
7.01%
% Positive Months
63.96%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
Rolling returns
Return computed over every rolling window of the selected length.
Fund composition
Estimated country, currency, and sector allocation from the underlying holdings.
Lyxor Portfolio Strategy UCITS ETF
No data available
Top holdings
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