Deka STOXX Europe Strong Growth 20 UCITS ETF

ISINDE000ETFL037
TickerEL4C
Backtest this ETF
Category
ETF
Data available from
Mar 31, 2008
Underlying assets
20

Metrics at a glance

CAGR
+5.51%
Volatility
18.73%
Sharpe
0.19
Sortino
0.17
Calmar
0.07
Ulcer Index
21.19
Max Drawdown
48.37%
VaR 95%
9.09%
VaR 99%
16.90%
% Positive Months
59.22%

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.

Deka STOXX Europe Strong Growth 20 UCITS ETF

Click a row name to exclude it from the calculation (remaining slices are renormalized).

22.1%
18.9%
17.0%
15.1%
5.7%
5.1%
4.9%
4.4%
3.7%
3.0%

Top holdings

Top 10 Weight

64.6%

Total Assets

20

HHI

0.000

  1. VAT Group
    8.5%
  2. BE Semiconductor Industries
    8.4%
  3. Siemens Energy AG Ordinary Shares
    7.6%
  4. ASML Holding
    7.5%
  5. Kongsberg Gruppen A
    7.2%
  6. Games Workshop Group
    5.9%
  7. Saab AB Class B
    5.7%
  8. Addtech AB Class B
    4.7%
  9. CD Projekt
    4.7%
  10. Hensoldt AG Ordinary Shares
    4.4%

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