iShares Edge MSCI Europe Multifactor UCITS

ISINIE00BZ0PKV06
TickerIBC0.XETRA
Backtest this ETF
Category
ETF
Data available from
Sep 30, 2015
Underlying assets
161

Metrics at a glance

CAGR
+9.94%
Volatility
14.11%
Sharpe
0.56
Sortino
0.50
Calmar
0.34
Ulcer Index
7.20
Max Drawdown
23.33%
VaR 95%
6.54%
VaR 99%
9.94%
% Positive Months
63.85%

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.

iShares Edge MSCI Europe Multifactor UCITS

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

19.6%
14.0%
13.8%
12.2%
9.6%
6.9%
6.3%
4.9%
2.7%
2.4%

Top holdings

Top 10 Weight

25.2%

Total Assets

161

HHI

0.000

  1. Novartis AG Registered Shares
    4.2%
  2. ASML Holding
    4.1%
  3. UniCredit SpA
    2.8%
  4. Koninklijke Ahold Delhaize
    2.2%
  5. Munchener Ruckversicherungs-Gesellschaft
    2.1%
  6. Credit Agricole
    2.0%
  7. ABB
    2.0%
  8. Repsol
    2.0%
  9. Banco Bilbao Vizcaya Argentaria
    1.9%
  10. Eiffage SA Bearer and / or registered shares
    1.7%

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