Lyxor Index Fund - Lyxor MSCI EMU Value (DR) UCITS ETF
ISINFR0010168781
TickerVALD.F
- Category
- ETF
- Data available from
- Feb 28, 2017
- Underlying assets
- 0
Metrics at a glance
Compound Return
+1.04%
Volatility
16.68%
Sharpe
-0.06
Sortino
-0.05
Calmar
-0.03
Ulcer Index
15.18
Max Drawdown
34.04%
VaR 95%monthly
6.30%
VaR 99%monthly
12.23%
% Positive Months
55.45%
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.
Lyxor Index Fund - Lyxor MSCI EMU Value (DR) UCITS ETF
No data available
Top holdings
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