Amundi Euro High Yield Liquid Bond iBoxx UCITS ETF EUR (C)

ISINLU1681040496
TickerAHYE
Backtest this ETF
Category
ETF
Data available from
Oct 31, 2013
Underlying assets
266

Metrics at a glance

CAGR
+2.93%
Volatility
6.27%
Sharpe
0.15
Sortino
0.13
Calmar
0.06
Ulcer Index
4.38
Max Drawdown
15.70%
VaR 95%
2.45%
VaR 99%
5.77%
% Positive Months
63.40%

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 Euro High Yield Liquid Bond iBoxx UCITS ETF EUR (C)

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

25.3%
15.3%
14.8%
7.3%
6.6%
4.5%
3.9%
3.6%
3.1%
3.0%

Top holdings

Top 10 Weight

7.0%

Total Assets

266

HHI

0.000

  1. Iron Mountain Inc. 4.75%
    0.8%
  2. ams OSRAM AG 10.5%
    0.7%
  3. Rossini S.a.r.l. 6.75%
    0.7%
  4. Teva Pharmaceutical Finance Netherlands II B.V 4.375%
    0.7%
  5. Forvia SE 5.625%
    0.7%
  6. MPT Operating Partnership LP / MPT Finance Corporation 7%
    0.7%
  7. Carnival PLC 4.125%
    0.7%
  8. Vodafone Group
    0.7%
  9. Amber Finco PLC 6.625%
    0.6%
  10. Sunrise Finco I BV 4.625%
    0.6%

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