RICI Enhanced Lead Excess Return Index
ISINDE000PZ9REL5
Ticker0GZK.XETRA
- Category
- ETF
- Data available from
- Aug 31, 2019
- Underlying assets
- 0
Metrics at a glance
CAGR
-0.41%
Volatility
18.74%
Sharpe
-0.13
Sortino
-0.15
Calmar
-0.10
Ulcer Index
13.17
Max Drawdown
25.35%
VaR 95%
6.07%
VaR 99%
10.97%
% Positive Months
43.66%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
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 Lead Excess Return Index
No data available
Top holdings
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