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Ishares Nasdaq 100 Ucits Etf

ISINIE00B53SZB19

Prezzo attuale771,17€

Asset classETF

SettoreAZIONARIO

Drawdown

Ulcer index0,0857

Ulcer performance110,30

Serenity Index6,12

Recovery Factor30,31

Max Drawdown31,19%-StrumentoBenchmark

Drawdown Medio5,61%-StrumentoBenchmark

Grafico

Periodi peggiori

Inizio
Picco
Fine
Durata
Drawdown
23 November 2021
28 December 2022
02 June 2023
556 Giorni
31,19%
20 February 2020
23 March 2020
19 June 2020
120 Giorni
28,18%
03 December 2015
11 February 2016
21 October 2016
323 Giorni
22,81%
18 February 2011
22 August 2011
29 December 2011
314 Giorni
19,25%
21 July 2015
24 August 2015
04 November 2015
106 Giorni
18,78%

Performance

Performance dalla creazione

Rendimenti

1 mese
3 mesi
6 mesi
YTD
1 anno
3 anni
5 anni
Strumento
-
-
-
-
-
-
-
Benchmark
-
-
-
-
-
-
-
Delta
-
-
-
-
-
-
-

Monthly returns

Anno
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
NOV
DEC
EOY
2010
-
-
+3.81%
-
+3.16%
-4.09%
-0.92%
-1.99%
+4.85%
+4.76%
+6.37%
+3.04%
+20.08%
2011
-0.82%
+2.68%
-3.6%
-1.33%
+0.85%
-2.18%
+3.64%
-5.76%
+3.82%
+5.36%
-0.27%
+3.62%
+5.49%
2012
+6.79%
+4.68%
+5.27%
-0.44%
-1.22%
+0.81%
+5.21%
+2.54%
-1.22%
-6.35%
+0.88%
-3.25%
+13.63%
2013
+1.44%
+4.57%
+4.28%
-0.47%
+7.05%
-3.76%
+4.04%
0
+2.05%
+5.08%
+3.04%
+0.66%
+31.27%
2014
+0.72%
+3.46%
-2.91%
-1.43%
+6.73%
+2.69%
+3.96%
+6.11%
+3.9%
+2.81%
+5.63%
+1.08%
+37.51%
2015
+4.52%
+7.9%
+2.45%
-2.14%
+3.41%
-3.82%
+5.41%
-7.67%
-3.16%
+13.89%
+4.49%
-3.16%
+22.16%
2016
-8.88%
+0.47%
+0.9%
-4.52%
+7.9%
-2.55%
+7.22%
+1.09%
+1.43%
+1.34%
+4.44%
+0.87%
+8.84%
2017
+2.1%
+6.74%
+1.22%
+0.53%
+0.68%
-3.7%
+0.77%
+0.82%
+0.44%
+6.22%
-0.43%
+0.27%
+16.34%
2018
+4.64%
+1.24%
-5.97%
+3.88%
+8.61%
+1.38%
+1.75%
+6.8%
-0.28%
-6.17%
-1.15%
-9.51%
+3.62%
2019
+9.41%
+3.82%
+5.02%
+5.37%
-6.69%
+4.55%
+6.37%
-2.68%
+1.97%
+2.01%
+5.7%
+1.67%
+41.91%
2020
+4.98%
-6.78%
-4.36%
+13.15%
+3.14%
+5.96%
+1.98%
+10.3%
-3.23%
-2.51%
+6.95%
+3.11%
+35.45%
2021
+2.11%
+0.52%
+4.04%
+3.32%
-3.16%
+9.83%
+2.58%
+4.78%
-3.16%
+6.72%
+5.07%
+2.11%
+39.83%
2022
-9.99%
-3.37%
+6.52%
-7.24%
-6.38%
-6.2%
+13.88%
-2.17%
-6.04%
+0.33%
-3.02%
-9.25%
-30.24%
2023
+9.03%
+2.91%
+5.75%
-0.92%
+12.06%
+1.65%
-
-
-
-
-
-
+33.9%

Best/Worst

Migliore
Peggiore
Mese
71,59%
-9,50%
Anno
41,91%
-30,24%

Indicatori

Da creazione
1 anno
3 anni
5 anni
Calmar
Strumento Benchmark
0,62 -
0,68 -
0,54 -
0,57 -
VAR 95
Strumento Benchmark
-0,02 -
-0,02 -
-0,02 -
-0,02 -
VAR 99
Strumento Benchmark
-0,03 -
-0,03 -
-0,03 -
-0,03 -
Sharpe
Strumento Benchmark
1,02 -
0,77 -
0,81 -
0,85 -
Skewness
Strumento Benchmark
-0,37 -
-0,03 -
-0,23 -
-0,40 -
Sortino
Strumento Benchmark
1,44 -
1,12 -
1,14 -
1,18 -
Sortino adj
Strumento Benchmark
1,02 -
0,79 -
0,81 -
0,83 -
Kurtosis
Strumento Benchmark
3,59 -
1,15 -
1,13 -
2,91 -
Volatilità
Strumento Benchmark
19,11% -
22,38% -
21,36% -
21,53% -