Lyxor EuroMTS 15+Y Investment Grade UCITS C
ISINLU1287023268
TickerMTF.PA
- Category
- ETF
- Data available from
- Jun 30, 2007
- Underlying assets
- 107
Metrics at a glance
CAGR
+2.88%
Volatility
11.49%
Sharpe
0.08
Sortino
0.08
Calmar
0.02
Ulcer Index
18.79
Max Drawdown
44.39%
VaR 95%
5.41%
VaR 99%
8.67%
% Positive Months
53.71%
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.
Lyxor EuroMTS 15+Y Investment Grade UCITS C
Click a row name to exclude it from the calculation (remaining slices are renormalized).
27.4%
20.1%
16.2%
14.0%
6.4%
6.1%
4.3%
2.0%
1.9%
1.7%
Top holdings
- France (Republic Of) 4.5%3.4%
- Germany (Federal Republic Of) 2.5%2.5%
- Germany (Federal Republic Of) 2.5%2.4%
- France (Republic Of) 3.25%2.2%
- Germany (Federal Republic Of) 1.25%2.1%
- Spain (Kingdom of) 4.7%2.0%
- Germany (Federal Republic Of) 1.8%1.8%
- France (Republic Of) 4%1.8%
- Germany (Federal Republic Of) 3.25%1.8%
- Germany (Federal Republic Of) 2.5%1.8%
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