Ossiam Shiller Barclays Cape® US Sector Value TR Hedge Index 1C (EUR)
ISINLU1446552652
TickerCAPH.SW
- Category
- ETF
- Data available from
- Jul 31, 2017
- Underlying assets
- 0
Metrics at a glance
CAGR
+10.45%
Volatility
16.23%
Sharpe
0.52
Sortino
0.42
Calmar
0.36
Ulcer Index
7.04
Max Drawdown
23.25%
VaR 95%
7.47%
VaR 99%
11.85%
% Positive Months
69.57%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
Rolling returns
Return computed over every rolling window of the selected length.
Fund composition
Estimated country, currency, and sector allocation from the underlying holdings.
Ossiam Shiller Barclays Cape® US Sector Value TR Hedge Index 1C (EUR)
No data available
Top holdings
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