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
CAGR
+1.04%
Volatility
16.68%
Sharpe
-0.06
Sortino
-0.05
Calmar
-0.03
Ulcer Index
15.18
Max Drawdown
34.04%
VaR 95%
6.30%
VaR 99%
12.23%
% Positive Months
55.45%
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.
Lyxor Index Fund - Lyxor MSCI EMU Value (DR) UCITS ETF
No data available
Top holdings
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