Lyxor STOXX Europe 600 Oil & Gas UCITS ETF
Provider: Lyxor
Lyxor STOXX Europe 600 Oil & Gas UCITS ETF is a UCITS compliant Exchange-traded fund established in Luxembourg. The fund's investment objective is to track the performance of the STOXX Europe 600 Oil & Gas index.
| Annualised Return | 2.01% |
| Realised Volatility | 20.3% |
| Downside Volatility | 12.49% |
| Max Drawdown | -46.65% |
| Winning months | 55.5% |
| Sharpe Ratio | 0.1 |
| Sortino Ratio | 0.16 |
| Calmar Ratio | 0.04 |
| Viking Ratio | 0.67 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.36% | -0.77% | 4.85% | 3.67% | |||||||||
| 2023 | 0.29% | 5% | -6.47% | 3.5% | -6.85% | 2.22% | 4.34% | -1.15% | 2.3% | -5.01% | 4.62% | 0.35% | 2.12% |
| 2022 | 9.45% | 1.42% | 4.07% | 2.43% | 9.14% | -10.7% | 4.63% | 2.46% | -6.74% | 10.66% | 6.18% | -4.4% | 29.54% |
| 2021 | 1.67% | 6.41% | 3.43% | -3.29% | 1.73% | 2.8% | -4.74% | 2.68% | 10.36% | 4.1% | -7.88% | 4.31% | 22.21% |
| 2020 | -7.05% | -12.28% | -15.51% | -2.05% | 0.8% | 1.13% | -5.59% | 4.14% | -8.84% | -6.54% | 30.94% | 3.01% | -22.28% |
| 2019 | 7.21% | 2.83% | 2.22% | 0.17% | -5.89% | 4.18% | -1.67% | -5.82% | 6.06% | -1.38% | 0.67% | 1.65% | 9.69% |
| 2018 | 1.27% | -3.46% | -0.9% | 11.98% | 2.58% | 1.03% | 2.3% | -2.04% | 4.94% | -6.15% | -5.18% | -5.14% | -0.18% |
| 2017 | -4.37% | 0.33% | 2.3% | -1.4% | -0.18% | -5.62% | 0.97% | -1.16% | 7.99% | 4.65% | -2.45% | 1.63% | 1.94% |
| 2016 | -2.52% | 1.93% | 0.66% | 8.18% | -1.48% | 5.01% | -3.17% | 1.87% | 1% | 2.64% | 2.54% | 9.32% | 28.31% |
| 2015 | 2.65% | 10.64% | -4.32% | 10.21% | -2.46% | -5.58% | -0.8% | -10.08% | -6.02% | 11.9% | 3.94% | -9.69% | -2.89% |
| 2014 | -4.58% | 6.34% | 0.16% | 6.56% | 1.94% | 3.31% | -5.77% | 1.78% | -1.11% | -8.77% | -7.38% | -3.1% | -11.42% |
| 2013 | 2.07% | -2.74% | 1.42% | -0.01% | 2.49% | -6.21% | 3.66% | 2.39% | 0.03% | 5.29% | -0.81% | 0.5% | 7.84% |
| 2012 | 2.45% | 4.56% | -3.6% | -1.47% | -8.72% | 5.32% | 4.05% | 3.37% | -1.09% | -1.06% | -2.09% | -1.35% | -0.56% |
| 2011 | 3.87% | 3.84% | -3.03% | -0.04% | -2.37% | -3.34% | -2.16% | -10.38% | -2.68% | 14.27% | 0.45% | 3.75% | 0.25% |
| 2010 | -2.66% | -2.24% | 6.75% | -0.37% | -9.44% | -8.08% | 8.03% | -2.2% | 1.29% | 2.1% | 0.32% | 9.42% | 1.06% |
| 2009 | 3.73% | -5.35% | -0.15% | 7.75% | 9.17% | -4.43% | 2.3% | 3.17% | -1.86% | 1.66% | 0.55% | 6.93% | 24.78% |
| 2008 | -13.97% | 3.91% | -7.53% | 16.39% | 5.36% | -4.98% | -10.92% | 2.33% | -17.73% | -6.95% | -1.63% | -8.96% | -39.81% |
| 2007 | -3.61% | -2.9% | 4.47% | 1.87% | 4.64% | 6.86% | -3.74% | -1.97% | 0.09% | 3.55% | -4.09% | 2.69% | 7.29% |
| 2006 | -1.03% | 0.73% | -0.31% |