Amundi ETF PEA S&P 500 UCITS ETF EUR

ISINFR0013412285
TickerPE500.PA
Backtest this ETF
Category
ETF
Data available from
May 31, 2019
Underlying assets
162

Metrics at a glance

CAGR
+14.23%
Volatility
15.13%
Sharpe
0.81
Sortino
0.80
Calmar
0.69
Ulcer Index
6.02
Max Drawdown
17.63%
VaR 95%
6.21%
VaR 99%
9.27%
% Positive Months
64.86%

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 ETF PEA S&P 500 UCITS ETF EUR

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

29.2%
20.0%
16.4%
12.4%
6.5%
5.9%
3.7%
2.7%
2.1%
0.6%

Top holdings

Top 10 Weight

37.4%

Total Assets

162

HHI

0.000

  1. STELLANTIS
    7.3%
  2. UNICREDIT-REGS
    4.8%
  3. JDE PEET'S BV
    4.1%
  4. ENI SPA
    3.9%
  5. NOVO NORDISK AS
    3.4%
  6. INTESA SANPAOLO SPA
    3.3%
  7. FINECOBANK SPA
    2.8%
  8. SNAM SPA
    2.7%
  9. WOLTERS KLUWER
    2.6%
  10. STMICROELECTRONI
    2.6%

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