UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis

ISINIE00BX7RRJ27
TickerUBUT
Backtest this ETF
Category
ETF
Data available from
Sep 30, 2015
Underlying assets
98

Metrics at a glance

CAGR
+14.67%
Volatility
15.11%
Sharpe
0.84
Sortino
0.92
Calmar
0.63
Ulcer Index
6.55
Max Drawdown
20.00%
VaR 95%
5.59%
VaR 99%
8.70%
% Positive Months
60.77%

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.

UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis

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

100.0%

Top holdings

Top 10 Weight

46.8%

Total Assets

98

HHI

0.000

  1. NVIDIA
    9.2%
  2. Apple
    8.6%
  3. Microsoft
    6.1%
  4. Applied Materials
    3.5%
  5. Alphabet Inc Class A
    3.4%
  6. Merck & Co
    3.3%
  7. Eli Lilly and Co
    3.2%
  8. Lam Research
    3.2%
  9. Alphabet Inc Class C
    3.1%
  10. Caterpillar
    3.1%

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