Invesco Euro Government Bond 5-7 Year UCITS ETF

ISINIE00BGJWWT11
TickerEIB7.XETRA
Backtest this ETF
Category
ETF
Data available from
Sep 30, 2019
Underlying assets
31

Metrics at a glance

CAGR
-1.39%
Volatility
4.85%
Sharpe
-0.70
Sortino
-0.62
Calmar
-0.21
Ulcer Index
8.94
Max Drawdown
16.37%
VaR 95%
2.39%
VaR 99%
3.85%
% Positive Months
51.22%

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 Euro Government Bond 5-7 Year UCITS ETF

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

30.2%
24.7%
20.5%
20.4%
4.1%

Top holdings

Top 10 Weight

49.7%

Total Assets

31

HHI

0.000

  1. France (Republic Of) 2%
    7.8%
  2. France (Republic Of) 0%
    7.1%
  3. Germany (Federal Republic Of) 2.3%
    6.6%
  4. France (Republic Of) 0%
    5.6%
  5. Germany (Federal Republic Of) 0%
    4.2%
  6. Spain (Kingdom of) 2.55%
    3.8%
  7. Germany (Federal Republic Of) 0%
    3.8%
  8. Germany (Federal Republic Of) 1.7%
    3.7%
  9. Spain (Kingdom of) 0.7%
    3.6%
  10. Spain (Kingdom of) 3.1%
    3.5%

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