Deka STOXX Europe Strong Value 20 UCITS ETF

ISINDE000ETFL045
TickerEL4D.XETRA
Backtest this ETF
Category
ETF
Data available from
Mar 31, 2008
Underlying assets
0

Metrics at a glance

CAGR
+3.53%
Volatility
23.49%
Sharpe
0.07
Sortino
0.07
Calmar
0.03
Ulcer Index
19.03
Max Drawdown
53.30%
VaR 95%
8.92%
VaR 99%
14.32%
% Positive Months
52.43%

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 Value 20 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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