RICI Enhanced WTI Crude Oil (ER) Index EUR Hedge ETC
ISINDE000PZ9REW2
TickerB4NZ.XETRA
- Category
- ETF
- Data available from
- Aug 31, 2019
- Underlying assets
- 0
Metrics at a glance
CAGR
+3.25%
Volatility
29.13%
Sharpe
0.04
Sortino
0.04
Calmar
0.02
Ulcer Index
24.34
Max Drawdown
59.89%
VaR 95%
12.41%
VaR 99%
26.16%
% Positive Months
61.97%
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 WTI Crude Oil (ER) Index EUR Hedge ETC
No data available
Top holdings
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