Deka Euro Corporates 0-3 Liquid UCITS ETF

ISINDE000ETFL532
TickerELFF.XETRA
Backtest this ETF
Category
ETF
Data available from
Sep 30, 2019
Underlying assets
0

Metrics at a glance

Compound Return
+0.88%
Volatility
1.92%
Sharpe
-0.58
Sortino
-0.49
Calmar
-0.25
Ulcer Index
1.80
Max Drawdown
4.51%
VaR 95%monthly
0.82%
VaR 99%monthly
1.79%
% Positive Months
58.57%

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 Euro Corporates 0-3 Liquid UCITS ETF
No data available

Top holdings

Top 10 Weight

Total Assets

HHI

No data available

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