iShares MSCI Europe Mid Cap UCITS ETF EUR (Acc)

ISINIE00BF20LF40
TickerEUMD
Backtest this ETF
Category
ETF
Data available from
May 31, 2017
Underlying assets
224

Metrics at a glance

CAGR
+6.72%
Volatility
15.82%
Sharpe
0.30
Sortino
0.28
Calmar
0.18
Ulcer Index
8.98
Max Drawdown
26.96%
VaR 95%
6.72%
VaR 99%
9.71%
% Positive Months
59.18%

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 MSCI Europe Mid Cap UCITS ETF EUR (Acc)

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

18.7%
11.7%
9.7%
9.2%
8.4%
7.8%
6.5%
6.2%
4.2%
4.1%

Top holdings

Top 10 Weight

12.5%

Total Assets

224

HHI

0.000

  1. Danske Bank AS
    1.4%
  2. Sandoz Group AG Registered Shares
    1.4%
  3. Repsol
    1.4%
  4. Prysmian SpA
    1.4%
  5. Swiss Life Holding
    1.3%
  6. Vestas Wind Systems AS
    1.3%
  7. Leonardo SpA Az nom Post raggruppamento
    1.2%
  8. Aviva
    1.1%
  9. AerCap Holdings
    1.0%
  10. Geberit
    1.0%

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