SPDR MSCI EM Asia UCITS ETF

ISINIE00B466KX20
TickerEMAD
Backtest this ETF
Category
ETF
Data available from
May 31, 2011
Underlying assets
839

Metrics at a glance

CAGR
+7.65%
Volatility
16.21%
Sharpe
0.35
Sortino
0.35
Calmar
0.20
Ulcer Index
10.90
Max Drawdown
28.57%
VaR 95%
8.05%
VaR 99%
10.43%
% Positive Months
58.79%

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 MSCI EM Asia UCITS ETF

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

33.5%
25.4%
19.1%
16.5%
1.5%
1.4%
1.1%
0.5%
0.5%
0.4%

Top holdings

Top 10 Weight

40.0%

Total Assets

839

HHI

0.000

  1. Taiwan Semiconductor Manufacturing Co
    16.7%
  2. Samsung Electronics Co
    6.4%
  3. Tencent Holdings
    4.9%
  4. SK Hynix
    3.6%
  5. Alibaba Group Holding Ltd Ordinary Shares
    3.2%
  6. China Construction Bank Corp Class H
    1.3%
  7. HDFC Bank
    1.1%
  8. Reliance Industries
    1.1%
  9. Delta Electronics
    1.0%
  10. Hon Hai Precision Industry Co
    0.9%

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