iShares Euro Government Bond 20yr Target Duration UCITS ETF

ISINIE00BSKRJX20
TickerE20Y
Backtest this ETF
Category
ETF
Data available from
Aug 31, 2019
Underlying assets
52

Metrics at a glance

CAGR
-10.32%
Volatility
14.62%
Sharpe
-0.84
Sortino
-0.84
Calmar
-0.23
Ulcer Index
35.01
Max Drawdown
53.54%
VaR 95%
7.73%
VaR 99%
10.70%
% Positive Months
36.14%

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.

iShares Euro Government Bond 20yr Target Duration UCITS ETF

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

39.5%
23.8%
15.0%
10.7%
8.4%
1.6%
1.0%

Top holdings

Top 10 Weight

59.7%

Total Assets

52

HHI

0.000

  1. Germany (Federal Republic Of) 1.8%
    19.8%
  2. Netherlands (Kingdom Of) 2%
    11.1%
  3. Germany (Federal Republic Of) 1.8%
    7.1%
  4. Belgium (Kingdom Of) 1.4%
    4.7%
  5. Austria (Republic of) 3.8%
    3.8%
  6. Germany (Federal Republic Of) 1.25%
    3.0%
  7. France (Republic Of) 4%
    2.6%
  8. Germany (Federal Republic Of) 2.5%
    2.6%
  9. France (Republic Of) 4%
    2.6%
  10. Germany (Federal Republic Of) 2.9%
    2.5%

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