iShares J.P. Morgan EM Local Government Bond UCITS ETF

ISINIE00B5M4WH52
TickerIEML
Backtest this ETF
Total annual cost
0.52%

TER 0.51% + transaction cost 0.01%

Category
ETF
Data available from
Jul 31, 2011
Underlying assets
337

Metrics at a glance

CAGR
-3.86%
Volatility
9.20%
Sharpe
-0.64
Sortino
-0.59
Calmar
-0.12
Ulcer Index
33.47
Max Drawdown
48.87%
VaR 95%
4.52%
VaR 99%
6.63%
% Positive Months
45.56%

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 J.P. Morgan EM Local Government Bond UCITS ETF

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

10.6%
10.3%
10.3%
10.2%
10.2%
8.6%
8.3%
7.3%
4.9%
4.5%

Top holdings

Top 10 Weight

12.2%

Total Assets

337

HHI

0.000

  1. iSh Brzil LTN BRL Gvt Bnd
    2.9%
  2. Secretaria Do Tesouro Nacional 10%
    1.3%
  3. Secretaria Do Tesouro Nacional 10%
    1.1%
  4. India (Republic of) 7.18%
    1.1%
  5. India (Republic of) 7.26%
    1.0%
  6. South Africa (Republic of) 8.75%
    1.0%
  7. India (Republic of) 7.18%
    1.0%
  8. China (People's Republic Of) 1.43%
    1.0%
  9. India (Republic of) 5.77%
    0.9%
  10. China (People's Republic Of) 2.4%
    0.9%

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