RICI Enhanced Metals Excess Return Index
ISINDE000PZ9RME3
Ticker0GZL.XETRA
- Category
- ETF
- Data available from
- Sep 30, 2019
- Underlying assets
- 0
Metrics at a glance
CAGR
+7.36%
Volatility
14.47%
Sharpe
0.37
Sortino
0.40
Calmar
0.21
Ulcer Index
11.88
Max Drawdown
25.55%
VaR 95%
5.86%
VaR 99%
8.09%
% Positive Months
55.71%
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 Metals Excess Return Index
No data available
Top holdings
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