SPDR S&P U.S. Health Care Select Sector UCITS

ISINIE00BWBXM617
TickerZPDH.XETRA
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2015
Underlying assets
59

Metrics at a glance

CAGR
+6.63%
Volatility
14.07%
Sharpe
0.33
Sortino
0.35
Calmar
0.24
Ulcer Index
5.93
Max Drawdown
19.03%
VaR 95%
6.65%
VaR 99%
8.74%
% Positive Months
55.83%

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 S&P U.S. Health Care Select Sector UCITS

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

100.0%

Top holdings

Top 10 Weight

59.2%

Total Assets

59

HHI

0.000

  1. Eli Lilly and Co
    13.8%
  2. Johnson & Johnson
    11.1%
  3. AbbVie
    7.3%
  4. Merck & Co
    5.6%
  5. UnitedHealth Group
    4.6%
  6. Amgen
    3.6%
  7. Thermo Fisher Scientific
    3.5%
  8. Abbott Laboratories
    3.4%
  9. Gilead Sciences
    3.3%
  10. Intuitive Surgical
    3.1%

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