Lyxor US Treasury 10+Y (DR) UCITS ETF Dist

ISINLU1407890620
TickerUS10.PA
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2018
Underlying assets
97

Metrics at a glance

CAGR
-3.80%
Volatility
13.40%
Sharpe
-0.43
Sortino
-0.45
Calmar
-0.12
Ulcer Index
32.71
Max Drawdown
49.83%
VaR 95%
5.57%
VaR 99%
7.44%
% Positive Months
45.65%

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 US Treasury 10+Y (DR) UCITS ETF Dist

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

100.0%

Top holdings

Top 10 Weight

22.0%

Total Assets

97

HHI

0.000

  1. United States Treasury Bonds 4.75%
    2.3%
  2. United States Treasury Bonds 4.75%
    2.3%
  3. United States Treasury Bonds 4.625%
    2.3%
  4. United States Treasury Bonds 4.625%
    2.3%
  5. United States Treasury Bonds 4.625%
    2.2%
  6. United States Treasury Bonds 4.5%
    2.2%
  7. United States Treasury Bonds 4.75%
    2.2%
  8. United States Treasury Bonds 4.25%
    2.1%
  9. United States Treasury Bonds 4.25%
    2.1%
  10. United States Treasury Bonds 4.125%
    1.9%

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