SPDR® Bloomberg Euro High Yield Bond UCITS ETF

ISINIE00B6YX5M31
TickerSYBJ.XETRA
Backtest this ETF
Category
ETF
Data available from
Feb 29, 2012
Underlying assets
487

Metrics at a glance

CAGR
+4.25%
Volatility
6.84%
Sharpe
0.33
Sortino
0.27
Calmar
0.14
Ulcer Index
3.93
Max Drawdown
15.76%
VaR 95%
2.20%
VaR 99%
5.20%
% Positive Months
64.60%

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® Bloomberg Euro High Yield Bond UCITS ETF

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

21.8%
14.0%
13.3%
10.9%
10.9%
7.2%
6.6%
3.9%
2.8%
2.8%

Top holdings

Top 10 Weight

5.8%

Total Assets

487

HHI

0.000

  1. VMED O2 UK Financing I
    0.8%
  2. ZF Europe Finance B.V.
    0.7%
  3. Fibercop S.p.A.
    0.7%
  4. Grifols S.A.
    0.6%
  5. Zegona Finance
    0.6%
  6. Carnival
    0.5%
  7. AlmavivA S.p.A.
    0.5%
  8. Iron Mountain
    0.5%
  9. Beach Acquisition Bidco LLC
    0.5%
  10. Organon &
    0.5%

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