iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)

ISINIE00BG13YK79
TickerMVED
Backtest this ETF
Category
ETF
Data available from
Feb 28, 2018
Underlying assets
0

Metrics at a glance

CAGR
+6.67%
Volatility
11.21%
Sharpe
0.42
Sortino
0.36
Calmar
0.26
Ulcer Index
6.31
Max Drawdown
18.30%
VaR 95%
4.98%
VaR 99%
8.22%
% Positive Months
65.17%

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 Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist)
No data available

Top holdings

Top 10 Weight

0.0%

Total Assets

0

HHI

0.000

No data available

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