SPDR Morningstar Multi-Asset Global Infrastructure UCITS

ISINIE00BQWJFQ70
TickerZPRI.XETRA
Backtest this ETF
Category
ETF
Data available from
Apr 30, 2015
Underlying assets
2,601

Metrics at a glance

CAGR
+3.66%
Volatility
9.39%
Sharpe
0.18
Sortino
0.16
Calmar
0.09
Ulcer Index
4.64
Max Drawdown
17.82%
VaR 95%
3.31%
VaR 99%
6.48%
% Positive Months
61.79%

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.

SPDR Morningstar Multi-Asset Global Infrastructure UCITS

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

51.9%
9.6%
6.3%
4.5%
3.1%
3.0%
2.6%
2.4%
2.0%
1.6%

Top holdings

Top 10 Weight

11.6%

Total Assets

2,601

HHI

0.000

  1. NextEra Energy
    1.9%
  2. Union Pacific
    1.5%
  3. Iberdrola
    1.4%
  4. Enbridge
    1.1%
  5. Southern
    1.1%
  6. Duke Energy
    1.0%
  7. Enel SpA
    0.9%
  8. National Grid
    0.9%
  9. Williams Companies
    0.9%
  10. American Tower
    0.9%

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