Amundi MSCI Europe Momentum Factor UCITS ETF EUR (C)
ISINLU1681041460
TickerMCEU
- Category
- ETF
- Data available from
- Jul 31, 2016
- Underlying assets
- 46
Metrics at a glance
CAGR
+10.20%
Volatility
12.04%
Sharpe
0.68
Sortino
0.64
Calmar
0.38
Ulcer Index
6.69
Max Drawdown
21.83%
VaR 95%
5.48%
VaR 99%
7.54%
% Positive Months
64.15%
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.
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (C)
Click a row name to exclude it from the calculation (remaining slices are renormalized).
22.3%
17.3%
15.4%
9.7%
9.7%
8.5%
6.8%
2.5%
2.2%
1.5%
Top holdings
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