iShares MSCI Japan EUR Hedged UCITS ETF (Acc)

ISINIE00B42Z5J44
TickerIBCG
Backtest this ETF
Category
ETF
Data available from
May 31, 2016
Underlying assets
178

Metrics at a glance

CAGR
+9.82%
Volatility
13.81%
Sharpe
0.57
Sortino
0.50
Calmar
0.36
Ulcer Index
6.54
Max Drawdown
21.44%
VaR 95%
6.12%
VaR 99%
10.10%
% Positive Months
65.57%

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 MSCI Japan EUR Hedged UCITS ETF (Acc)

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

100.0%

Top holdings

Top 10 Weight

26.7%

Total Assets

178

HHI

0.000

  1. Toyota Motor
    4.1%
  2. Mitsubishi UFJ Financial Group
    4.0%
  3. Hitachi
    2.8%
  4. Sony Group
    2.7%
  5. Sumitomo Mitsui Financial Group
    2.5%
  6. Mitsubishi
    2.3%
  7. Tokyo Electron
    2.3%
  8. Advantest
    2.1%
  9. Mizuho Financial Group
    2.1%
  10. Mitsui & Co
    2.0%

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