Amundi Index Solutions - Amundi MSCI Europe Momentum Factor
ISINFR0013140514
TickerMJMT.XETRA
- Category
- ETF
- Data available from
- Jul 31, 2016
- Underlying assets
- 0
Metrics at a glance
Compound Return
+10.10%
Volatility
12.06%
Sharpe
0.67
Sortino
0.65
Calmar
0.37
Ulcer Index
6.63
Max Drawdown
21.83%
VaR 95%monthly
5.45%
VaR 99%monthly
7.53%
% Positive Months
62.96%
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.
Amundi Index Solutions - Amundi MSCI Europe Momentum Factor
No data available
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