Lyxor Smart Overnight Return ETF D EUR

ISINLU2082999306
TickerEGV2.XETRA
Backtest this ETF
Category
ETF
Data available from
Sep 30, 2008
Underlying assets
300

Metrics at a glance

CAGR
+0.06%
Volatility
1.22%
Sharpe
-1.59
Sortino
-1.14
Calmar
-0.51
Ulcer Index
1.84
Max Drawdown
3.83%
VaR 95%
0.06%
VaR 99%
1.88%
% Positive Months
46.01%

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 Smart Overnight Return ETF D EUR

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

97.3%
1.1%
0.9%
0.4%
0.1%
0.1%
0.1%
0.0%

Top holdings

Top 10 Weight

34.5%

Total Assets

300

HHI

0.000

  1. Apple
    5.9%
  2. Amazon.com
    5.7%
  3. Microsoft
    4.6%
  4. Broadcom
    3.1%
  5. Tesla
    3.0%
  6. Costco Wholesale
    2.6%
  7. Berkshire Hathaway Inc Class B
    2.6%
  8. Procter & Gamble
    2.4%
  9. NVIDIA
    2.4%
  10. Eli Lilly and Co
    2.3%

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