SPDR Bloomberg Euro Aggregate Bond UCITS ETF

ISINIE00B41RYL63
TickerEAGG
Backtest this ETF
Category
ETF
Data available from
May 31, 2011
Underlying assets
2,563

Metrics at a glance

CAGR
+0.49%
Volatility
4.65%
Sharpe
-0.32
Sortino
-0.30
Calmar
-0.07
Ulcer Index
9.28
Max Drawdown
21.03%
VaR 95%
2.45%
VaR 99%
3.56%
% Positive Months
54.95%

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.

SPDR Bloomberg Euro Aggregate Bond UCITS ETF

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

21.5%
19.0%
13.8%
9.7%
6.8%
6.2%
3.8%
2.7%
2.3%
1.6%

Top holdings

Top 10 Weight

4.1%

Total Assets

2,563

HHI

0.000

  1. France (Republic Of)
    0.5%
  2. France (Republic Of)
    0.4%
  3. France (Republic Of)
    0.4%
  4. France (Republic Of)
    0.4%
  5. France (Republic Of)
    0.4%
  6. France (Republic Of)
    0.4%
  7. France (Republic Of)
    0.4%
  8. France (Republic Of)
    0.4%
  9. France (Republic Of)
    0.4%
  10. France (Republic Of)
    0.4%

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