Amundi Index Solutions - Amundi Russell 2000

ISINFR0011636190
TickerRS2K.PA
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2014
Underlying assets
0

Metrics at a glance

Compound Return
+8.48%
Volatility
19.72%
Sharpe
0.33
Sortino
0.32
Calmar
0.24
Ulcer Index
9.18
Max Drawdown
27.48%
VaR 95%monthly
7.98%
VaR 99%monthly
11.84%
% Positive Months
59.42%

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 Index Solutions - Amundi Russell 2000
No data available

Top holdings

Top 10 Weight

Total Assets

HHI

No data available

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