iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)

ISINIE00B1FZS806
TickerIBCM
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2007
Underlying assets
30

Metrics at a glance

CAGR
+2.15%
Volatility
5.80%
Sharpe
0.03
Sortino
0.03
Calmar
0.01
Ulcer Index
8.42
Max Drawdown
22.87%
VaR 95%
2.23%
VaR 99%
4.43%
% Positive Months
56.05%

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.

iShares Euro Government Bond 7-10yr UCITS ETF EUR (Dist)

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

30.6%
24.1%
20.8%
19.8%
4.7%

Top holdings

Top 10 Weight

51.0%

Total Assets

30

HHI

0.000

  1. France (Republic Of) 3.5%
    7.2%
  2. France (Republic Of) 3.2%
    6.8%
  3. France (Republic Of) 3%
    5.9%
  4. France (Republic Of) 3.5%
    5.5%
  5. France (Republic Of) 3%
    5.3%
  6. Germany (Federal Republic Of) 2.6%
    4.3%
  7. Germany (Federal Republic Of) 2.5%
    4.2%
  8. Germany (Federal Republic Of) 2.2%
    4.1%
  9. Germany (Federal Republic Of) 2.6%
    4.1%
  10. Germany (Federal Republic Of) 2.6%
    3.7%

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