Xtrackers II Japan Government Bond UCITS ETF
Provider: Exchange
| Annualised Return | -2.47% |
| Realised Volatility | 7.51% |
| Downside Volatility | 3.32% |
| Max Drawdown | -18.6% |
| Winning months | 37.1% |
| Sharpe Ratio | -0.33 |
| Sortino Ratio | -0.74 |
| Calmar Ratio | -0.13 |
| Viking Ratio | 0.59 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -0.07% | -0.91% | -4.39% | -5.33% | |||||||||
| 2021 | -0.79% | -2.24% | 0.01% | -1.14% | -1.54% | 1.83% | 1.65% | 0.06% | -0.02% | -2.46% | 3.66% | -1.92% | -3.04% |
| 2020 | 2.75% | 2.05% | -2.4% | 2.21% | -2.61% | -2.09% | -2.68% | -1.89% | 2.57% | 1.38% | -2.18% | -1.49% | -4.58% |
| 2019 | 1.9% | -1.43% | 2.81% | -0.51% | 3.8% | -0.69% | 1.76% | 5.17% | -2.12% | -2.58% | -0.7% | -1.84% | 5.34% |
| 2018 | -0.34% | 2.99% | 0.96% | -1.68% | 5.24% | -1.4% | -1.89% | -0.21% | -1.8% | 3.24% | 0.11% | 2.55% | 7.75% |
| 2017 | 2.17% | -0.74% | -0.7% | -2.37% | -3.46% | -1.63% | -0.48% | -1.24% | -0.41% | 0.19% | -1.37% | -9.69% |