PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF EUR Hedged Dist

ISINIE00BF8HV600
TickerSTHE.L
Backtest this ETF
Category
ETF
Data available from
Oct 31, 2013
Underlying assets
790

Metrics at a glance

CAGR
-2.74%
Volatility
5.61%
Sharpe
-0.84
Sortino
-0.76
Calmar
-0.16
Ulcer Index
19.27
Max Drawdown
30.36%
VaR 95%
2.38%
VaR 99%
4.45%
% Positive Months
41.83%

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.

PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF EUR Hedged Dist

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

100.0%

Top holdings

Top 10 Weight

5.7%

Total Assets

790

HHI

0.000

  1. United States Treasury Notes 3.875%
    1.1%
  2. AAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75%
    0.6%
  3. United States Treasury Notes 3.875%
    0.6%
  4. Tibco Software Inc 6.5%
    0.6%
  5. Venture Global LNG Inc. 9.5%
    0.6%
  6. EchoStar Corp. 10.75%
    0.5%
  7. OneMain Financial Corporation 3.5%
    0.5%
  8. Albion Financing 1 S.a.r.l. 7%
    0.4%
  9. Venture Global LNG Inc. 8.125%
    0.4%
  10. Neptune BidCo US Inc. 9.29%
    0.4%

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