Invesco Markets III plc - Invesco EuroMTS Cash 3 Months UCITS ETF

ISINIE00B3BPCH51
TickerPJEU.XETRA
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2008
Underlying assets
50

Metrics at a glance

CAGR
+0.49%
Volatility
0.44%
Sharpe
-3.42
Sortino
-6.85
Calmar
-0.33
Ulcer Index
1.85
Max Drawdown
4.52%
VaR 95%
0.08%
VaR 99%
0.14%
% Positive Months
48.11%

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.

Invesco Markets III plc - Invesco EuroMTS Cash 3 Months UCITS ETF

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

34.4%
20.8%
18.9%
10.9%
7.8%
5.8%
1.3%

Top holdings

Top 10 Weight

29.4%

Total Assets

50

HHI

0.000

  1. Germany (Federal Republic Of) 0%
    3.6%
  2. Germany (Federal Republic Of) 0%
    3.1%
  3. Germany (Federal Republic Of) 0%
    3.1%
  4. Germany (Federal Republic Of) 0%
    3.0%
  5. France (Republic Of) 0%
    2.9%
  6. Italy (Republic Of) 0%
    2.9%
  7. Germany (Federal Republic Of) 0%
    2.8%
  8. France (Republic Of) 0%
    2.7%
  9. Germany (Federal Republic Of) 0%
    2.7%
  10. Italy (Republic Of) 0%
    2.6%

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