ETF Category Screener
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Категория
Тикер | Full Name | Категория | Дата создания | Комиссия | Доход с начала года | Доход за 10 лет (в годовом исчислении) | Дивидендный доход | Ранг риск-доходности | Макс. просадка | Коэф-т Шарпа | Коэф-т Сортино | Коэф-т Омега | Коэф-т Мартина | Коэф-т Кальмара | Индекс Язвы |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Invesco CurrencyShares® British Pound Sterling Tru... | Currency | 26 июн. 2006 г. | 0.40% | 0.49% | 0.19% | 2.28% | 20 | -48.99% | 0.92 | 1.40 | 1.16 | 3.85 | 1.74 | 2.05% | |
| Invesco CurrencyShares® Canadian Dollar Trust | Currency | 26 июн. 2006 г. | 0.40% | -0.79% | -0.31% | 0.33% | 11 | -35.39% | 0.26 | 0.43 | 1.05 | 1.67 | 0.83 | 1.89% | |
| iShares China Large Cap UCITS ETF | China Equities | 21 окт. 2004 г. | 0.74% | -5.15% | 3.27% | 2.21% | 14 | -66.56% | 0.65 | 1.08 | 1.12 | 2.22 | 0.88 | 5.54% | |
| iShares China Large Cap UCITS | China Equities | 21 окт. 2004 г. | 0.74% | -5.27% | 4.58% | 2.54% | 16 | -60.51% | 0.77 | 1.20 | 1.14 | 3.01 | 1.16 | 5.63% | |
| First Trust Consumer Discretionary AlphaDEX Fund | Consumer Discretionary Equities | 8 мая 2007 г. | 0.63% | -2.38% | 7.79% | 0.78% | 29 | -65.27% | 1.35 | 2.09 | 1.24 | 7.14 | 2.38 | 4.65% | |
| Invesco CurrencyShares® Euro Currency Trust | Currency | 9 дек. 2005 г. | 0.40% | 0.06% | 0.22% | 0.76% | 18 | -43.33% | 0.77 | 1.18 | 1.14 | 4.05 | 1.58 | 1.95% | |
| Sound Enhanced Fixed Income ETF | Diversified Portfolio | 30 дек. 2020 г. | 2.33% | -1.07% | — | 7.13% | 25 | -19.70% | 1.29 | 1.87 | 1.23 | 5.47 | 1.95 | 1.91% | |
| Invesco CurrencyShares® Swiss Franc Trust | Currency | 26 июн. 2006 г. | 0.40% | 0.25% | 1.06% | 0.00% | 15 | -35.58% | 0.47 | 0.74 | 1.09 | 3.33 | 1.41 | 2.05% | |
| First Trust Consumer Staples AlphaDEX Fund | Consumer Staples Equities | 8 мая 2007 г. | 0.63% | 7.58% | 5.25% | 2.69% | 12 | -38.69% | 0.41 | 0.66 | 1.08 | 2.21 | 0.85 | 4.13% | |
| First Trust Health Care AlphaDEX Fund | Health & Biotech Equities | 8 мая 2007 г. | 0.61% | -1.55% | 7.19% | 0.87% | 22 | -43.70% | 1.08 | 1.66 | 1.19 | 5.59 | 1.68 | 3.67% | |
| iShares China Large-Cap ETF | China Equities | 5 окт. 2004 г. | 0.74% | -5.33% | 3.20% | 2.55% | 20 | -72.68% | 0.87 | 1.38 | 1.16 | 4.48 | 1.64 | 5.71% | |
| First Trust Technology AlphaDEX Fund | Technology Equities | 8 мая 2007 г. | 0.61% | -1.21% | 18.19% | 0.01% | 38 | -61.41% | 1.56 | 2.18 | 1.27 | 10.82 | 3.26 | 4.09% | |
| CI Morningstar Canada Value Index ETF | Canada Equities | 13 февр. 2012 г. | 0.64% | 9.34% | 14.25% | 1.93% | 97 | -46.41% | 5.72 | 7.28 | 2.12 | 38.28 | 8.53 | 1.81% | |
| First Trust Energy AlphaDEX Fund | Energy Equities | 8 мая 2007 г. | 0.64% | 29.69% | 6.13% | 1.85% | 75 | -87.39% | 2.69 | 3.44 | 1.41 | 18.76 | 7.83 | 3.68% | |
| First Trust Financials AlphaDEX Fund | Financials Equities | 8 мая 2007 г. | 0.62% | -3.00% | 12.55% | 2.23% | 31 | -71.30% | 1.48 | 2.06 | 1.26 | 8.03 | 2.50 | 3.65% | |
| ProShares UltraShort FTSE China 50 | Leveraged Equities, Leveraged, China Equities | 8 нояб. 2007 г. | 0.95% | 9.86% | -23.53% | 4.26% | 2 | -99.94% | -0.77 | -0.96 | 0.89 | -1.14 | -0.87 | 34.87% | |
| First Trust Industrials/Producer Durables AlphaDEX... | Industrials Equities | 8 мая 2007 г. | 0.64% | 7.43% | 12.92% | 0.63% | 42 | -63.81% | 1.77 | 2.64 | 1.31 | 10.94 | 3.06 | 3.83% | |
| First Trust Utilities AlphaDEX Fund | Utilities Equities | 8 мая 2007 г. | 0.62% | 13.86% | 10.12% | 2.05% | 73 | -49.00% | 2.56 | 3.37 | 1.44 | 16.03 | 6.56 | 2.36% | |
| Invesco CurrencyShares® Japanese Yen Trust | Currency | 12 февр. 2007 г. | 0.40% | -1.76% | -4.28% | 0.00% | 2 | -56.03% | -1.02 | -1.39 | 0.84 | -1.12 | -0.69 | 7.72% | |
| First Trust Materials AlphaDEX Fund | Materials | 8 мая 2007 г. | 0.67% | 23.23% | 11.51% | 1.46% | 81 | -65.46% | 2.97 | 3.86 | 1.48 | 22.10 | 5.76 | 3.32% |
График отношения риска к доходности
График отношения риска к доходности позволяет быстро сравнивать фонды, акции и ETF в одном представлении. Он отображает доходность инструмента в годовом выражении на одной оси и риск (волатильность) на другой.
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