Amundi Index Solutions - Amundi Index Euro Corp BBB 1-5 UCITS ETF DR

ISINLU1525418643
TickerEBBB.PA
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2017
Underlying assets
1,767

Metrics at a glance

CAGR
+1.03%
Volatility
3.22%
Sharpe
-0.30
Sortino
-0.24
Calmar
-0.10
Ulcer Index
3.45
Max Drawdown
10.09%
VaR 95%
1.55%
VaR 99%
2.86%
% Positive Months
63.39%

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 Corp BBB 1-5 UCITS ETF DR

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

20.8%
14.7%
12.6%
8.4%
6.6%
6.2%
4.9%
3.4%
2.8%
2.2%

Top holdings

Top 10 Weight

1.6%

Total Assets

1,767

HHI

0.000

  1. JPMorgan Chase & Co.
    0.2%
  2. JPMorgan Chase & Co.
    0.2%
  3. Axa
    0.2%
  4. UBS Group
    0.2%
  5. Morgan Stanley
    0.2%
  6. Morgan Stanley
    0.2%
  7. Banco Santander
    0.2%
  8. Sanofi SA 1.375%
    0.2%
  9. Amazon.com, Inc. 3.1%
    0.2%
  10. Goldman Sachs Group,
    0.1%

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