Lyxor UCITS Daily Double Short BTP
ISINFR0011023621
TickerBTPS.PA
- Category
- ETF
- Data available from
- May 31, 2011
- Underlying assets
- 0
Metrics at a glance
CAGR
-11.45%
Volatility
17.94%
Sharpe
-0.75
Sortino
-0.77
Calmar
-0.15
Ulcer Index
74.67
Max Drawdown
88.31%
VaR 95%
8.46%
VaR 99%
12.03%
% Positive Months
38.24%
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 UCITS Daily Double Short BTP
No data available
Top holdings
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