Amundi Index Euro Aggregate SRI UCITS ETF DR (C)

ISINLU2182388236
TickerEGRI
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2020
Underlying assets
4,737

Metrics at a glance

CAGR
-1.76%
Volatility
5.43%
Sharpe
-0.69
Sortino
-0.63
Calmar
-0.19
Ulcer Index
12.30
Max Drawdown
19.79%
VaR 95%
2.88%
VaR 99%
3.93%
% Positive Months
50.00%

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.

Amundi Index Euro Aggregate SRI UCITS ETF DR (C)

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

21.9%
18.9%
13.5%
10.1%
6.5%
6.1%
3.6%
2.6%
2.1%
1.7%

Top holdings

Top 10 Weight

4.1%

Total Assets

4,737

HHI

0.000

  1. France (Republic Of) 2.5%
    0.5%
  2. France (Republic Of) 1.5%
    0.4%
  3. France (Republic Of) 2.75%
    0.4%
  4. France (Republic Of) 0.75%
    0.4%
  5. France (Republic Of) 2.75%
    0.4%
  6. France (Republic Of) 0.75%
    0.4%
  7. France (Republic Of) 3.5%
    0.4%
  8. France (Republic Of) 2.75%
    0.4%
  9. France (Republic Of) 1.25%
    0.4%
  10. France (Republic Of) 2%
    0.4%

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