Source Markets plc - Source STOXX Europe 600 Optimised Basic Resources UCITS ETF

ISINIE00B5MTWY73
TickerSC0W.XETRA
Backtest this ETF
Category
ETF
Data available from
Aug 31, 2009
Underlying assets
0

Metrics at a glance

CAGR
+4.80%
Volatility
24.63%
Sharpe
0.11
Sortino
0.12
Calmar
0.04
Ulcer Index
24.80
Max Drawdown
63.18%
VaR 95%
11.31%
VaR 99%
15.64%
% Positive Months
51.83%

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.

Source Markets plc - Source STOXX Europe 600 Optimised Basic Resources UCITS ETF
No data available

Top holdings

Top 10 Weight

0.0%

Total Assets

0

HHI

0.000

No data available

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