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Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1230136894
IssuerAmundi
Inception DateMar 2, 2015
CategoryMoney Market
Index TrackedNo Index (Active)
DomicileLuxembourg
Distribution PolicyDistributing
Home Pagewww.amundietf.co.uk
Asset ClassBond

Expense Ratio

The Lyxor Smart Overnight Return UCITS ETF C-GBP has an expense ratio of 0.07% which is considered to be low.


Expense ratio chart for CSH2.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Lyxor Smart Overnight Return UCITS ETF C-GBP

Popular comparisons: CSH2.L vs. ERNS.L, CSH2.L vs. AAPL, CSH2.L vs. VUSA.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor Smart Overnight Return UCITS ETF C-GBP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
11.99%
200.11%
CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor Smart Overnight Return UCITS ETF C-GBP had a return of 1.80% year-to-date (YTD) and 5.29% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.80%6.92%
1 month0.45%-2.83%
6 months2.70%23.86%
1 year5.29%23.33%
5 years (annualized)1.80%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.49%0.45%0.41%
20230.43%0.45%0.45%0.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CSH2.L is 100, placing it in the top 0% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CSH2.L is 100100
Lyxor Smart Overnight Return UCITS ETF C-GBP(CSH2.L)
The Sharpe Ratio Rank of CSH2.L is 100100Sharpe Ratio Rank
The Sortino Ratio Rank of CSH2.L is 100100Sortino Ratio Rank
The Omega Ratio Rank of CSH2.L is 100100Omega Ratio Rank
The Calmar Ratio Rank of CSH2.L is 100100Calmar Ratio Rank
The Martin Ratio Rank of CSH2.L is 100100Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CSH2.L
Sharpe ratio
The chart of Sharpe ratio for CSH2.L, currently valued at 17.94, compared to the broader market-1.000.001.002.003.004.0017.94
Sortino ratio
The chart of Sortino ratio for CSH2.L, currently valued at 65.20, compared to the broader market-2.000.002.004.006.008.0065.20
Omega ratio
The chart of Omega ratio for CSH2.L, currently valued at 20.28, compared to the broader market0.501.001.502.002.5020.28
Calmar ratio
The chart of Calmar ratio for CSH2.L, currently valued at 97.00, compared to the broader market0.002.004.006.008.0010.0097.00
Martin ratio
The chart of Martin ratio for CSH2.L, currently valued at 1032.60, compared to the broader market0.0020.0040.0060.001,032.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current Lyxor Smart Overnight Return UCITS ETF C-GBP Sharpe ratio is 17.94. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00NovemberDecember2024FebruaryMarchApril
17.94
1.88
CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor Smart Overnight Return UCITS ETF C-GBP doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2024FebruaryMarchApril0
-2.11%
CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor Smart Overnight Return UCITS ETF C-GBP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor Smart Overnight Return UCITS ETF C-GBP was 0.37%, occurring on Mar 12, 2020. Recovery took 1 trading session.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.37%Mar 12, 20201Mar 12, 20201Mar 13, 20202
-0.06%Mar 17, 20231Mar 17, 20232Mar 21, 20233
-0.05%Dec 29, 20231Dec 29, 20231Jan 2, 20242
-0.03%Jun 27, 20231Jun 27, 20232Jun 29, 20233
-0.02%Nov 3, 20231Nov 3, 20232Nov 7, 20233

Volatility

Volatility Chart

The current Lyxor Smart Overnight Return UCITS ETF C-GBP volatility is 0.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
0.06%
4.38%
CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP)
Benchmark (^GSPC)