Lyxor EuroMTS Highest Rated Macro-Weighted Government Bond DR UCITS C

ISINLU1287023342
TickerLYXA.XETRA
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2009
Underlying assets
0

Metrics at a glance

CAGR
+1.26%
Volatility
5.36%
Sharpe
-0.14
Sortino
-0.13
Calmar
-0.03
Ulcer Index
9.30
Max Drawdown
24.14%
VaR 95%
2.23%
VaR 99%
4.11%
% Positive Months
55.32%

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.

Lyxor EuroMTS Highest Rated Macro-Weighted Government Bond DR UCITS C
No data available

Top holdings

Top 10 Weight

0.0%

Total Assets

0

HHI

0.000

No data available

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