UBS(Lux)Fund Solutions – Factor MSCI EMU Quality UCITS ETF(EUR)A-dis

ISINLU1215451524
TickerUIM2.XETRA
Backtest this ETF
Total annual cost
0.33%

TER 0.25% + transaction cost 0.08%

Category
ETF
Data available from
Sep 30, 2015
Underlying assets
59

Metrics at a glance

CAGR
+6.30%
Volatility
15.86%
Sharpe
0.27
Sortino
0.27
Calmar
0.15
Ulcer Index
8.64
Max Drawdown
28.46%
VaR 95%
7.04%
VaR 99%
9.36%
% Positive Months
57.69%

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.

UBS(Lux)Fund Solutions – Factor MSCI EMU Quality UCITS ETF(EUR)A-dis

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

30.8%
21.2%
19.1%
8.3%
7.2%
6.0%
4.6%
2.0%
0.8%

Top holdings

Top 10 Weight

41.9%

Total Assets

59

HHI

0.000

  1. ASML Holding
    10.2%
  2. Allianz
    4.5%
  3. Schneider Electric
    4.2%
  4. SAP
    4.1%
  5. L'Oreal
    3.6%
  6. Deutsche Boerse
    3.3%
  7. Munchener Ruckversicherungs-Gesellschaft
    3.3%
  8. Industria De Diseno Textil SA Share From Split
    3.1%
  9. Koninklijke KPN
    3.0%
  10. Legrand
    2.7%

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