JPMorgan BetaBuilders EUR Govt Bond UCITS ETF EUR (acc)

ISINIE00BJK9HD13
TickerBBEG
Backtest this ETF
Category
ETF
Data available from
May 31, 2019
Underlying assets
369

Metrics at a glance

CAGR
-1.37%
Volatility
6.43%
Sharpe
-0.52
Sortino
-0.50
Calmar
-0.16
Ulcer Index
12.63
Max Drawdown
21.71%
VaR 95%
3.20%
VaR 99%
4.58%
% Positive Months
48.61%

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.

JPMorgan BetaBuilders EUR Govt Bond UCITS ETF EUR (acc)

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

25.0%
22.5%
18.8%
15.0%
5.3%
4.2%
3.8%
2.1%
1.8%
1.5%

Top holdings

Top 10 Weight

11.7%

Total Assets

369

HHI

0.000

  1. France (Republic Of) 0%
    1.7%
  2. France (Republic Of) 0.75%
    1.4%
  3. France (Republic Of) 0%
    1.3%
  4. France (Republic Of) 0%
    1.3%
  5. France (Republic Of) 5.5%
    1.1%
  6. France (Republic Of) 0.5%
    1.0%
  7. Germany (Federal Republic Of) 1%
    1.0%
  8. Germany (Federal Republic Of) 0%
    1.0%
  9. Italy (Republic Of) 3%
    1.0%
  10. Spain (Kingdom of) 0.8%
    1.0%

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