SPDR Barclays US TIPS UCITS ETF

ISINIE00BZ0G8977
TickerSYBY
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2015
Underlying assets
50

Metrics at a glance

CAGR
-0.45%
Volatility
7.31%
Sharpe
-0.34
Sortino
-0.33
Calmar
-0.12
Ulcer Index
10.63
Max Drawdown
20.33%
VaR 95%
3.53%
VaR 99%
4.76%
% Positive Months
49.56%

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 Barclays US TIPS UCITS ETF

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

100.0%

Top holdings

Top 10 Weight

33.5%

Total Assets

50

HHI

0.000

  1. United States Treasury Notes
    3.7%
  2. United States Treasury Notes
    3.5%
  3. United States Treasury Notes
    3.5%
  4. United States Treasury Notes
    3.4%
  5. United States Treasury Notes
    3.3%
  6. United States Treasury Notes
    3.3%
  7. United States Treasury Notes
    3.3%
  8. United States Treasury Notes
    3.2%
  9. United States Treasury Notes
    3.2%
  10. United States Treasury Notes
    3.1%

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