Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
ISINLU0832435464
TickerLVO
- Category
- ETF
- Data available from
- Dec 31, 2012
- Underlying assets
- 0
Metrics at a glance
CAGR
-29.43%
Volatility
41.26%
Sharpe
-0.76
Sortino
-1.00
Calmar
-0.32
Ulcer Index
86.58
Max Drawdown
99.12%
VaR 95%
17.46%
VaR 99%
21.63%
% Positive Months
28.83%
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.
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
No data available
Top holdings
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