AMUNDI GLOBAL AGGREGATE BOND UCITS ETF DR (C)

ISINLU1437024729
Ticker10AU
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2017
Underlying assets
10,000

Metrics at a glance

CAGR
+0.03%
Volatility
5.11%
Sharpe
-0.39
Sortino
-0.43
Calmar
-0.13
Ulcer Index
7.64
Max Drawdown
14.79%
VaR 95%
2.26%
VaR 99%
3.03%
% Positive Months
46.90%

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 GLOBAL AGGREGATE BOND UCITS ETF DR (C)

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

40.9%
10.6%
8.5%
5.2%
4.5%
4.3%
3.8%
3.4%
2.5%
1.9%

Top holdings

Top 10 Weight

18.3%

Total Assets

10,000

HHI

0.000

  1. Federal National Mortgage Association 2.5%
    6.0%
  2. United States Treasury Bills
    2.8%
  3. United States Treasury Bills
    2.6%
  4. United States Treasury Bills
    2.5%
  5. Government National Mortgage Association 3%
    1.8%
  6. Federal National Mortgage Association 3%
    1.0%
  7. United States Treasury Notes 4.125%
    0.4%
  8. United States Treasury Notes 3.875%
    0.4%
  9. United States Treasury Notes 4.375%
    0.4%
  10. United States Treasury Notes 4.5%
    0.4%

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