Invesco AT1 Capital Bond ETF

ISINIE00BFZPF322
TickerAT1.LSE
Backtest this ETF
Category
ETF
Data available from
Jun 30, 2018
Underlying assets
86

Metrics at a glance

CAGR
+5.60%
Volatility
10.94%
Sharpe
0.33
Sortino
0.25
Calmar
0.19
Ulcer Index
5.70
Max Drawdown
18.53%
VaR 95%
3.96%
VaR 99%
12.88%
% Positive Months
65.98%

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.

Invesco AT1 Capital Bond ETF

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

50.4%
32.7%
16.9%

Top holdings

Top 10 Weight

20.4%

Total Assets

86

HHI

0.000

  1. Barclays PLC 8%
    2.4%
  2. Banco Santander SA 8%
    2.3%
  3. Banco Santander SA 9.625%
    2.3%
  4. Barclays PLC 9.625%
    2.2%
  5. Lloyds Banking Group PLC 8%
    1.9%
  6. Deutsche Bank AG 8.13011%
    1.9%
  7. Credit Agricole S.A. 7.125%
    1.9%
  8. Banco Santander SA 9.625%
    1.8%
  9. Westpac Banking Corporation, New Zealand Branch 5%
    1.8%
  10. Sumitomo Mitsui Financial Group Inc. 6.45%
    1.8%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.