iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)
ISINIE00BYX8XD24
TickerIS31
- Category
- ETF
- Data available from
- Jun 30, 2017
- Underlying assets
- 139
Metrics at a glance
CAGR
+7.73%
Volatility
13.07%
Sharpe
0.44
Sortino
0.40
Calmar
0.30
Ulcer Index
7.32
Max Drawdown
19.23%
VaR 95%
6.02%
VaR 99%
9.49%
% Positive Months
63.54%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
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 Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)
Click a row name to exclude it from the calculation (remaining slices are renormalized).
98.3%
1.7%
Top holdings
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