iShares Italy Government Bond UCITS

ISINIE00B7LW6Y90
TickerIS0M.XETRA
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2012
Underlying assets
95

Metrics at a glance

CAGR
+3.07%
Volatility
6.27%
Sharpe
0.17
Sortino
0.16
Calmar
0.05
Ulcer Index
7.63
Max Drawdown
19.89%
VaR 95%
2.75%
VaR 99%
4.48%
% Positive Months
61.54%

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 Italy Government Bond UCITS

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

100.0%

Top holdings

Top 10 Weight

17.8%

Total Assets

95

HHI

0.000

  1. Italy (Republic Of) 4%
    2.1%
  2. Italy (Republic Of) 6%
    2.0%
  3. Italy (Republic Of) 5%
    2.0%
  4. Italy (Republic Of) 3.5%
    1.8%
  5. Italy (Republic Of) 5.75%
    1.8%
  6. Italy (Republic Of) 5%
    1.8%
  7. Italy (Republic Of) 5.25%
    1.7%
  8. Italy (Republic Of) 5%
    1.6%
  9. Italy (Republic Of) 4.75%
    1.6%
  10. Italy (Republic Of) 6.5%
    1.5%

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