Lyxor S&P 500 Daily (-2x) Inverse UCITS ETF C USD

ISINLU1327051279
TickerDSP5.PA
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2016
Underlying assets
0

Metrics at a glance

CAGR
-26.93%
Volatility
29.17%
Sharpe
-0.99
Sortino
-1.04
Calmar
-0.30
Ulcer Index
76.25
Max Drawdown
94.92%
VaR 95%
14.24%
VaR 99%
20.25%
% Positive Months
29.82%

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 S&P 500 Daily (-2x) Inverse UCITS ETF C USD
No data available

Top holdings

Top 10 Weight

0.0%

Total Assets

0

HHI

0.000

No data available

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.