Amundi Index Solutions - Amundi S&P 500 Buyback

ISINFR0012395473
TickerB500.XETRA
Backtest this ETF
Category
ETF
Data available from
Apr 30, 2015
Underlying assets
0

Metrics at a glance

Compound Return
+9.98%
Volatility
17.74%
Sharpe
0.45
Sortino
0.44
Calmar
0.28
Ulcer Index
7.19
Max Drawdown
28.21%
VaR 95%monthly
7.31%
VaR 99%monthly
10.64%
% Positive Months
59.35%

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 S&P 500 Buyback
No data available

Top holdings

Top 10 Weight

Total Assets

HHI

No data available

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