Amundi Index Solutions - Amundi Index Euro Corporate SRI UCITS ETF DR

ISINLU1437018168
TickerECRP.PA
Backtest this ETF
Total annual cost
0.19%

TER 0.14% + transaction cost 0.05%

Category
ETF
Data available from
Jan 31, 2017
Underlying assets
2,983

Metrics at a glance

CAGR
+0.87%
Volatility
5.17%
Sharpe
-0.22
Sortino
-0.20
Calmar
-0.07
Ulcer Index
6.64
Max Drawdown
16.07%
VaR 95%
2.39%
VaR 99%
4.77%
% Positive Months
53.47%

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.

Amundi Index Solutions - Amundi Index Euro Corporate SRI UCITS ETF DR

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

20.4%
16.5%
12.7%
8.4%
7.5%
6.3%
4.2%
3.0%
2.7%
2.6%

Top holdings

Top 10 Weight

1.0%

Total Assets

2,983

HHI

0.000

  1. UBS Group
    0.1%
  2. Banco Santander SA 4.875%
    0.1%
  3. JPMorgan Chase & Co.
    0.1%
  4. Axa
    0.1%
  5. HSBC Holdings
    0.1%
  6. Banco Santander
    0.1%
  7. JPMorgan Chase & Co.
    0.1%
  8. JPMorgan Chase & Co.
    0.1%
  9. JPMorgan Chase & Co. 1.638%
    0.1%
  10. Morgan Stanley
    0.1%

Explore this ETF in the Backtester

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

Backtest this ETF