Franklin Libertyshares ICAV - Franklin Ftse Brazil Ucits ETF

ISINIE00BHZRQY00
TickerFLXB.XETRA
Backtest this ETF
Category
ETF
Data available from
Jun 30, 2019
Underlying assets
78

Metrics at a glance

CAGR
+3.93%
Volatility
27.69%
Sharpe
0.07
Sortino
0.07
Calmar
0.04
Ulcer Index
21.30
Max Drawdown
47.99%
VaR 95%
9.12%
VaR 99%
20.01%
% Positive Months
51.76%

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.

Franklin Libertyshares ICAV - Franklin Ftse Brazil Ucits ETF

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

100.0%

Top holdings

Top 10 Weight

55.6%

Total Assets

78

HHI

0.000

  1. Vale SA ADR
    11.5%
  2. Itau Unibanco Holding SA ADR
    9.1%
  3. Petroleo Brasileiro SA Petrobras ADR
    8.4%
  4. Petroleo Brasileiro SA Petrobras ADR
    7.6%
  5. B3 SA - Brasil Bolsa Balcao
    3.8%
  6. Bank Bradesco SA ADR
    3.6%
  7. Itausa Investimentos ITAU SA Participating Preferred
    3.2%
  8. Weg
    2.9%
  9. Companhia De Saneamento Basico Do Estado De Sao Paulo
    2.9%
  10. Banco BTG Pactual S.A. Units Cons of 1 Sh ' 2 Pfd Shs -A-
    2.7%

Explore this ETF in the Backtester

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