L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating

ISINIE0001UQQ933
TickerGERD
Backtest this ETF
Total annual cost
0.53%

TER 0.45% + transaction cost 0.08%

Category
ETF
Data available from
Jun 30, 2023
Underlying assets
4,236

Metrics at a glance

CAGR
+15.97%
Volatility
11.51%
Sharpe
1.21
Sortino
1.33
Calmar
1.34
Ulcer Index
2.81
Max Drawdown
10.42%
VaR 95%
4.55%
VaR 99%
5.87%
% 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.

L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating

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

47.2%
5.4%
5.3%
4.0%
3.8%
3.6%
3.1%
3.0%
2.5%
2.4%

Top holdings

Top 10 Weight

9.2%

Total Assets

4,236

HHI

0.000

  1. Deutsche Telekom
    1.1%
  2. Taiwan Semiconductor Manufacturing Co
    1.0%
  3. Micron Technology
    1.0%
  4. Apple
    0.9%
  5. NVIDIA
    0.9%
  6. Meta Platforms Inc Class A
    0.9%
  7. Mastercard Inc Class A
    0.9%
  8. Visa Inc Class A
    0.9%
  9. Microsoft
    0.8%
  10. Netflix
    0.8%

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