Deka MSCI Japan UCITS ETF

ISINDE000ETFL300
TickerEL44
Backtest this ETF
Category
ETF
Data available from
Jun 30, 2009
Underlying assets
179

Metrics at a glance

CAGR
-21.33%
Volatility
28.22%
Sharpe
-0.83
Sortino
-0.59
Calmar
-0.23
Ulcer Index
97.94
Max Drawdown
99.33%
VaR 95%
5.95%
VaR 99%
8.90%
% Positive Months
48.70%

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 MSCI Japan UCITS ETF

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

100.0%

Top holdings

Top 10 Weight

27.6%

Total Assets

179

HHI

0.000

  1. Mitsubishi UFJ Financial Group
    4.2%
  2. Toyota Motor
    4.1%
  3. Hitachi
    2.9%
  4. Sony Group
    2.7%
  5. Sumitomo Mitsui Financial Group
    2.6%
  6. Mitsubishi
    2.3%
  7. Tokyo Electron
    2.3%
  8. Advantest
    2.2%
  9. Mizuho Financial Group
    2.1%
  10. Mitsui & Co
    2.1%

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