Lyxor STOXX Europe 600 Travel & Leisure UCITS ETF
Provider: Lyxor
| Annualised Return | 3.58% |
| Realised Volatility | 21.92% |
| Downside Volatility | 16.74% |
| Max Drawdown | -62.01% |
| Winning months | 56.57% |
| Sharpe Ratio | 0.16 |
| Sortino Ratio | 0.21 |
| Calmar Ratio | 0.06 |
| Viking Ratio | 0.24 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 15.08% | 2.32% | 17.75% | ||||||||||
| 2022 | -0.62% | -2.91% | -7.34% | -0.43% | -0.73% | -15.01% | 7.27% | 0.05% | -7.93% | 16.17% | 5.5% | -6.11% | -14.6% |
| 2021 | -4% | 15.77% | 6.98% | 4.33% | -4.3% | -4.54% | -0.04% | 0.2% | 2.71% | -0.12% | -20.69% | 12.41% | 3.82% |
| 2020 | -4.88% | -12.53% | -29.7% | 13.15% | -0.53% | -5.08% | -2.45% | 14.54% | -5.09% | 2.14% | 18.3% | 6.57% | -14.67% |
| 2019 | 6.08% | 1.25% | -1.2% | 2.22% | -6.48% | 2.16% | 3.4% | -0.35% | 4.18% | 3.12% | 3% | 2.44% | 21.04% |
| 2018 | -0.45% | -0.58% | -4.86% | 3.12% | 4.46% | -3.42% | 0.93% | -1.43% | -0.37% | -8.08% | 1.64% | -4.67% | -13.52% |
| 2017 | -1.45% | 4.63% | 2.33% | 5.43% | 3.35% | -3.19% | -3.69% | -1.71% | 2.57% | 5.11% | -2.69% | 4.08% | 15.04% |
| 2016 | -8.14% | 2.9% | -3.09% | -3.19% | 5.58% | -13.19% | 6.08% | 0.64% | -0.91% | -3.13% | 2.58% | 5.27% | -10.06% |
| 2015 | 9.59% | 3.01% | 4.18% | -2.23% | 3.52% | -4.43% | 2.51% | -4.88% | 0.86% | 6.7% | 1.54% | 1.75% | 23.34% |
| 2014 | 1.59% | 7.39% | -2.65% | -0.75% | 4.91% | -2.04% | -3.66% | 1.45% | 2.54% | 0.33% | 7.97% | 2.83% | 20.92% |
| 2013 | 4.69% | 3.43% | 3.75% | -1.54% | 4.36% | -0.89% | 4.22% | -3.6% | 2.43% | 2.91% | 3.82% | 3.25% | 29.86% |
| 2012 | 4.84% | 2.1% | 5.1% | 0.08% | -3.05% | 4.76% | 5.31% | 0.55% | 1.16% | 0.68% | 5.39% | 1.79% | 32.29% |
| 2011 | -1.19% | -1.2% | -4.72% | 2.56% | 1.21% | -2.35% | -3.73% | -9.45% | -3.43% | 7.35% | -1.03% | 2.71% | -13.39% |
| 2010 | 3.08% | 0.82% | 9.88% | 2.94% | -5.64% | -2.31% | 4.91% | -2.42% | 3.35% | 4.9% | 2.53% | 3.86% | 28.07% |
| 2009 | -7% | -2.05% | -4.19% | 21.26% | 2% | -6.19% | 0.1% | 9.41% | 3.55% | -6.76% | 1.43% | 7.75% | 17.05% |
| 2008 | -10.83% | -3.9% | -6.28% | 5.7% | -1.16% | -8.63% | -0.45% | 1.97% | -11.67% | -16.74% | -10.63% | 11.07% | -43.19% |
| 2007 | 2.62% | -1.07% | 5.17% | 1.65% | 2.37% | -5.5% | -2.68% | -1.77% | -5.43% | 6.44% | -11.71% | -4.59% | -14.88% |
| 2006 | 4.9% | 4.4% | 3.26% | 6.83% | 20.81% |