SPDR MSCI Japan EUR Hedged UCITS ETF

ISINIE00BZ0G8C04
TickerJPEH
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2015
Underlying assets
181

Metrics at a glance

CAGR
+10.86%
Volatility
14.25%
Sharpe
0.62
Sortino
0.56
Calmar
0.42
Ulcer Index
7.56
Max Drawdown
21.10%
VaR 95%
6.53%
VaR 99%
9.88%
% Positive Months
65.29%

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 MSCI Japan EUR Hedged UCITS ETF

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

100.0%

Top holdings

Top 10 Weight

28.1%

Total Assets

181

HHI

0.000

  1. Toyota Motor
    4.4%
  2. Mitsubishi UFJ Financial Group
    4.2%
  3. Hitachi
    2.9%
  4. Sony Group
    2.7%
  5. Sumitomo Mitsui Financial Group
    2.7%
  6. Advantest
    2.5%
  7. Tokyo Electron
    2.4%
  8. Mizuho Financial Group
    2.2%
  9. Mitsubishi
    2.1%
  10. Mitsubishi Heavy Industries
    2.0%

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