Lyxor EURO STOXX Banks DR UCITS ETF
Provider: Lyxor
| Annualised Return | 0.9% |
| Realised Volatility | 29.65% |
| Downside Volatility | 21.62% |
| Max Drawdown | -59.54% |
| Winning months | 55.86% |
| Sharpe Ratio | 0.03 |
| Sortino Ratio | 0.04 |
| Calmar Ratio | 0.02 |
| Viking Ratio | 0.38 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 15.87% | 1.74% | 17.89% | ||||||||||
| 2022 | 6.51% | -12.1% | -2.61% | -3.74% | 8.92% | -12.55% | -0.41% | -1.05% | -0.53% | 11.89% | 8.94% | 1.14% | 1.02% |
| 2021 | -5.03% | 19.24% | 4.93% | 4.59% | 7.8% | -4.65% | -0.77% | 3.9% | 4.37% | 4.01% | -8.42% | 6.79% | 39.83% |
| 2020 | -5.74% | -8.09% | -35.18% | 2.57% | 4.35% | 9.24% | -6.88% | 5.84% | -12.05% | -1.82% | 37.97% | 0.37% | -22.62% |
| 2019 | 5.35% | 7.81% | -4.98% | 9.3% | -11.81% | 2.16% | -2.07% | -6.39% | 8.9% | 2.61% | 4.08% | 4.08% | 17.92% |
| 2018 | 8.14% | -4.48% | -6.66% | 4.36% | -13.31% | 0.08% | 5.8% | -10.54% | 2.24% | -8.87% | 0.02% | -10.41% | -31.02% |
| 2017 | 0.57% | -3.34% | 11.87% | 4.43% | -0.43% | 1.27% | 3.55% | -2.89% | 4.81% | -1.54% | -2.55% | -1.33% | 14.28% |
| 2016 | -17.3% | -4.48% | -0.06% | 6.61% | 0.13% | -20.76% | 8.82% | 6.64% | -3.71% | 12.93% | 0.71% | 11.97% | -4.99% |
| 2015 | -3.64% | 14.78% | 6.58% | -1.89% | 0.65% | -2.44% | 5.12% | -9.06% | -8.04% | 4.98% | 0.15% | -6.77% | -2.14% |
| 2014 | 3.28% | 5.3% | 1.23% | -0.68% | 0.73% | -4.2% | -1.68% | 1.38% | 2.59% | -5.12% | 2.09% | -6.66% | -2.45% |
| 2013 | 5.61% | 5.61% |