Amundi MSCI Europe II UCITS ETF Acc

ISINFR0010261198
TickerLYMEU
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2006
Underlying assets
408

Metrics at a glance

CAGR
+3.90%
Volatility
14.25%
Sharpe
0.13
Sortino
0.12
Calmar
0.03
Ulcer Index
21.82
Max Drawdown
57.08%
VaR 95%
6.70%
VaR 99%
12.14%
% Positive Months
57.72%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

Amundi MSCI Europe II UCITS ETF Acc

Click a row name to exclude it from the calculation (remaining slices are renormalized).

21.9%
14.5%
14.5%
14.1%
9.1%
5.6%
5.4%
4.4%
3.0%
1.8%

Top holdings

Top 10 Weight

20.5%

Total Assets

408

HHI

0.000

  1. ASML Holding
    3.9%
  2. AstraZeneca
    2.3%
  3. Novartis AG Registered Shares
    2.2%
  4. HSBC Holdings
    2.2%
  5. Roche Holding AG Ordinary Shares new
    2.1%
  6. Shell
    2.0%
  7. Nestle
    1.9%
  8. Siemens
    1.4%
  9. TotalEnergies
    1.4%
  10. SAP
    1.3%

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