RICI® EnhancedSM Diesel TR ETC

ISINDE000PB6R1D7
TickerBNQF.XETRA
Backtest this ETF
Category
ETF
Data available from
Sep 30, 2016
Underlying assets
0

Metrics at a glance

CAGR
+6.74%
Volatility
20.29%
Sharpe
0.23
Sortino
0.23
Calmar
0.12
Ulcer Index
20.71
Max Drawdown
40.93%
VaR 95%
7.99%
VaR 99%
11.72%
% Positive Months
35.85%

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.

RICI® EnhancedSM Diesel TR ETC
No data available

Top holdings

Top 10 Weight

0.0%

Total Assets

0

HHI

0.000

No data available

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