Xtrackers Russell 2000 UCITS ETF 1C

ISINIE00BJZ2DD79
TickerXRS2
Backtest this ETF
Category
ETF
Data available from
Mar 31, 2015
Underlying assets
1,856

Metrics at a glance

CAGR
+8.06%
Volatility
20.46%
Sharpe
0.30
Sortino
0.29
Calmar
0.21
Ulcer Index
9.49
Max Drawdown
28.69%
VaR 95%
8.10%
VaR 99%
12.39%
% Positive Months
58.52%

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.

Xtrackers Russell 2000 UCITS ETF 1C

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

97.7%
0.8%
0.5%
0.3%
0.3%
0.2%
0.1%
0.1%
0.1%
0.0%

Top holdings

Top 10 Weight

5.7%

Total Assets

1,856

HHI

0.000

  1. Bloom Energy Corp Class A
    1.1%
  2. Fabrinet
    0.6%
  3. Coeur Mining
    0.6%
  4. Credo Technology Group Holding
    0.6%
  5. Hecla Mining
    0.5%
  6. EchoStar Corp Class A
    0.5%
  7. Nextpower Inc Class A
    0.5%
  8. Kratos Defense & Security Solutions
    0.5%
  9. IonQ Inc Class A
    0.4%
  10. Sterling Infrastructure
    0.4%

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