Invesco Quantitative Strategies ESG Global Equity Multi-factor UCITS ETF EUR Hdg Acc
ISINIE00BJQRDP39
TickerIQSE.XETRA
- Category
- ETF
- Data available from
- Aug 31, 2019
- Underlying assets
- 196
Metrics at a glance
CAGR
+14.97%
Volatility
15.42%
Sharpe
0.84
Sortino
0.81
Calmar
0.58
Ulcer Index
6.95
Max Drawdown
22.38%
VaR 95%
6.84%
VaR 99%
10.74%
% Positive Months
65.06%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
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 Quantitative Strategies ESG Global Equity Multi-factor UCITS ETF EUR Hdg Acc
Click a row name to exclude it from the calculation (remaining slices are renormalized).
68.8%
9.7%
5.9%
4.5%
3.7%
1.1%
1.1%
1.0%
0.8%
0.8%
Top holdings
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