SPDR Bloomberg 10+ Year US Treasury Bond UCITS ETF

ISINIE00BYSZ5V04
TickerLUTR
Backtest this ETF
Category
ETF
Data available from
Feb 29, 2016
Underlying assets
0

Metrics at a glance

CAGR
-4.47%
Volatility
12.42%
Sharpe
-0.52
Sortino
-0.56
Calmar
-0.13
Ulcer Index
29.19
Max Drawdown
51.22%
VaR 95%
5.00%
VaR 99%
6.97%
% Positive Months
41.60%

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 Bloomberg 10+ Year US Treasury Bond UCITS ETF
No data available

Top holdings

Top 10 Weight

0.0%

Total Assets

0

HHI

0.000

No data available

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