Invesco Russell 2000 UCITS ETF
ISINIE00B60SX402
TickerRTYS
- Category
- ETF
- Data available from
- Apr 30, 2009
- Underlying assets
- 1,964
Metrics at a glance
CAGR
+12.74%
Volatility
19.17%
Sharpe
0.56
Sortino
0.57
Calmar
0.37
Ulcer Index
8.16
Max Drawdown
28.97%
VaR 95%
7.74%
VaR 99%
11.04%
% Positive Months
60.39%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
Rolling returns
Return computed over every rolling window of the selected length.
Fund composition
Estimated country, currency, and sector allocation from the underlying holdings.
Invesco Russell 2000 UCITS ETF
Click a row name to exclude it from the calculation (remaining slices are renormalized).
97.7%
0.8%
0.5%
0.3%
0.3%
0.2%
0.1%
0.1%
0.0%
0.0%
Top holdings
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