iShares US Aggregate Bond UCITS ETF EUR Hedged (Acc)

ISINIE00BDFJYM28
TickerIUAE.LSE
Backtest this ETF
Category
ETF
Data available from
Apr 30, 2018
Underlying assets
10,000

Metrics at a glance

CAGR
-0.58%
Volatility
5.37%
Sharpe
-0.48
Sortino
-0.45
Calmar
-0.12
Ulcer Index
11.33
Max Drawdown
22.04%
VaR 95%
2.69%
VaR 99%
4.01%
% Positive Months
50.57%

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 US Aggregate Bond UCITS ETF EUR Hedged (Acc)

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

94.4%
1.2%
0.9%
0.6%
0.4%
0.2%
0.2%
0.2%
0.2%
0.1%

Top holdings

Top 10 Weight

7.8%

Total Assets

10,000

HHI

0.000

  1. BlackRock ICS USD LiqEnvtlyAwr Agcy
    4.5%
  2. United States Treasury Notes 1.875%
    0.4%
  3. Government National Mortgage Association 2%
    0.4%
  4. United States Treasury Notes 4.375%
    0.4%
  5. United States Treasury Notes 4.5%
    0.4%
  6. United States Treasury Notes 4%
    0.4%
  7. Federal National Mortgage Association 6%
    0.4%
  8. United States Treasury Notes 4%
    0.3%
  9. United States Treasury Notes 1.25%
    0.3%
  10. United States Treasury Notes 4.125%
    0.3%

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