Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF DR (C)

ISINLU2037748774
TickerECR3
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2019
Underlying assets
1,320

Metrics at a glance

CAGR
+1.29%
Volatility
1.80%
Sharpe
-0.40
Sortino
-0.32
Calmar
-0.15
Ulcer Index
1.67
Max Drawdown
4.70%
VaR 95%
0.88%
VaR 99%
1.48%
% Positive Months
64.56%

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 Euro Corporate SRI 0-3 Y UCITS ETF DR (C)

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

19.8%
13.2%
12.2%
8.8%
7.8%
6.4%
5.4%
4.4%
2.5%
2.3%

Top holdings

Top 10 Weight

2.1%

Total Assets

1,320

HHI

0.000

  1. UBS Group
    0.2%
  2. Morgan Stanley
    0.2%
  3. Banco Santander
    0.2%
  4. HSBC Holdings
    0.2%
  5. JPMorgan Chase & Co. 1.638%
    0.2%
  6. Morgan Stanley 1.875%
    0.2%
  7. Credit Agricole S.A. 2.625%
    0.2%
  8. Wells Fargo & Co. 1.375%
    0.2%
  9. Wells Fargo & Co. 1%
    0.2%
  10. Goldman Sachs Group, Inc. 1.625%
    0.2%

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