PIMCO Euro Short Maturity Source UCITS

ISINIE00B5ZR2157
TickerPJS1.XETRA
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2011
Underlying assets
247

Metrics at a glance

CAGR
+0.47%
Volatility
0.77%
Sharpe
-1.99
Sortino
-1.70
Calmar
-0.28
Ulcer Index
1.77
Max Drawdown
5.42%
VaR 95%
0.26%
VaR 99%
0.54%
% Positive Months
56.90%

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.

PIMCO Euro Short Maturity Source UCITS

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

18.2%
17.7%
12.2%
11.9%
11.3%
4.1%
3.2%
2.8%
2.7%
2.6%

Top holdings

Top 10 Weight

24.4%

Total Assets

247

HHI

0.000

  1. Italy (Republic Of) 2.35%
    8.8%
  2. United Kingdom of Great Britain and Northern Ireland 4%
    3.0%
  3. Kreditanstalt Fuer Wiederaufbau 2.625%
    2.1%
  4. Italy (Republic Of) 2.4%
    1.8%
  5. Westpac Securities Nz Ltd London Branch 3.75%
    1.6%
  6. Municipality Finance PLC (Kuntarahoitus OYJ) 4.625%
    1.6%
  7. BNG Bank N.V. 4.5%
    1.6%
  8. Bank Of Queensland Ltd. 1.839%
    1.5%
  9. Santander UK PLC 2.625%
    1.3%
  10. Argenta Spaarbank NV 2.5%
    1.1%

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