Lyxor UCITS EuroMTS 1-3Y Investment Grade DR

ISINLU1650487413
TickerLYQ2.XETRA
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Total annual cost
0.16%

TER 0.15% + transaction cost 0.01%

Category
ETF
Data available from
Jun 30, 2006
Underlying assets
81

Metrics at a glance

CAGR
+1.24%
Volatility
1.46%
Sharpe
-0.52
Sortino
-0.57
Calmar
-0.10
Ulcer Index
2.07
Max Drawdown
7.44%
VaR 95%
0.54%
VaR 99%
1.05%
% Positive Months
61.00%

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 UCITS EuroMTS 1-3Y Investment Grade DR

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

24.5%
23.0%
22.5%
14.9%
3.7%
3.7%
3.7%
1.8%
1.3%
0.9%

Top holdings

Top 10 Weight

28.0%

Total Assets

81

HHI

0.000

  1. France (Republic Of) 0.75%
    3.7%
  2. France (Republic Of) 2.75%
    3.6%
  3. France (Republic Of) 2.75%
    3.5%
  4. France (Republic Of) 0.75%
    3.3%
  5. France (Republic Of) 0.75%
    2.8%
  6. France (Republic Of) 2.4%
    2.7%
  7. France (Republic Of) 2.5%
    2.5%
  8. France (Republic Of) 1%
    2.4%
  9. Germany (Federal Republic Of) 0.5%
    1.8%
  10. Italy (Republic Of) 6.5%
    1.7%

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