RICI Enhanced Brent Crude Oil (ER) Index EUR Hedge ETC
ISINDE000PZ9REB6
TickerB4NY.XETRA
- Category
- ETF
- Data available from
- Aug 31, 2019
- Underlying assets
- 0
Metrics at a glance
CAGR
+4.55%
Volatility
26.76%
Sharpe
0.10
Sortino
0.08
Calmar
0.05
Ulcer Index
21.52
Max Drawdown
54.72%
VaR 95%
11.67%
VaR 99%
20.37%
% Positive Months
60.56%
Performance over time
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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 Enhanced Brent Crude Oil (ER) Index EUR Hedge ETC
No data available
Top holdings
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