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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
Leveraged1x
Index TrackedNo Index (Active)
DomicileLuxembourg
Distribution PolicyDistributing
Home Pagewww.amundietf.co.uk
Asset ClassBond

Expense Ratio

CSH2.L has an expense ratio of 0.07%, which is considered low compared to other funds.


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.


Popular comparisons: CSH2.L vs. AAPL, CSH2.L vs. ERNA.L, CSH2.L vs. ERNS.L, CSH2.L vs. LCSIX, CSH2.L vs. VUSA.L, CSH2.L vs. BIL, CSH2.L vs. VALE, CSH2.L vs. TI5G.L, CSH2.L vs. UUP, CSH2.L vs. BILS

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%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.73%
11.40%
CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP)
Benchmark (^GSPC)

Returns By Period

Lyxor Smart Overnight Return UCITS ETF C-GBP had a return of 4.82% year-to-date (YTD) and 5.51% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.82%25.48%
1 month0.39%2.14%
6 months2.72%12.76%
1 year5.51%33.14%
5 years (annualized)2.31%13.96%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of CSH2.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.49%0.45%0.41%0.48%0.47%0.43%0.47%0.45%0.63%0.29%4.82%
20230.29%0.29%0.38%0.32%0.36%0.43%0.38%0.45%0.43%0.45%0.45%0.39%4.72%
20220.03%0.04%0.06%0.06%0.09%0.10%0.11%0.15%0.17%0.19%0.24%0.28%1.54%
20210.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.02%0.02%0.12%
20200.08%0.07%0.04%0.02%0.02%0.02%0.02%0.01%0.01%0.01%0.01%0.01%0.30%
20190.07%0.06%0.07%0.07%0.07%0.06%0.07%0.07%0.07%0.07%0.07%0.07%0.82%
20180.05%0.05%0.06%0.05%0.05%0.05%0.04%0.07%0.06%0.07%0.07%0.07%0.70%
20170.03%0.03%0.04%0.03%0.03%0.03%0.03%0.03%0.03%0.03%0.05%0.06%0.42%
20160.07%0.06%0.06%0.06%0.06%0.06%0.06%0.04%0.04%0.03%0.03%0.04%0.61%
20150.04%0.07%0.05%0.07%0.06%0.06%0.07%0.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CSH2.L is 99, placing it in the top 1% of ETFs on our website 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 9999
Combined Rank
The Sharpe Ratio Rank of CSH2.L is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of CSH2.L is 9999Sortino Ratio Rank
The Omega Ratio Rank of CSH2.L is 9999Omega Ratio Rank
The Calmar Ratio Rank of CSH2.L is 9999Calmar Ratio Rank
The Martin Ratio Rank of CSH2.L is 9999Martin 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 6.01, compared to the broader market-2.000.002.004.006.006.01
Sortino ratio
The chart of Sortino ratio for CSH2.L, currently valued at 9.55, compared to the broader market-2.000.002.004.006.008.0010.0012.009.55
Omega ratio
The chart of Omega ratio for CSH2.L, currently valued at 3.49, compared to the broader market1.001.502.002.503.003.49
Calmar ratio
The chart of Calmar ratio for CSH2.L, currently valued at 18.98, compared to the broader market0.005.0010.0015.0018.98
Martin ratio
The chart of Martin ratio for CSH2.L, currently valued at 128.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.00128.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current Lyxor Smart Overnight Return UCITS ETF C-GBP Sharpe ratio is 6.01. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Lyxor Smart Overnight Return UCITS ETF C-GBP with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00JuneJulyAugustSeptemberOctoberNovember
6.01
2.18
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.02%
0
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.

The current Lyxor Smart Overnight Return UCITS ETF C-GBP drawdown is 0.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.37%Mar 12, 20201Mar 12, 20201Mar 13, 20202
-0.29%Sep 24, 20241Sep 24, 20244Sep 30, 20245
-0.28%Oct 7, 20243Oct 9, 20241Oct 10, 20244
-0.18%Oct 1, 20241Oct 1, 20242Oct 3, 20243
-0.17%Sep 5, 20241Sep 5, 20243Sep 10, 20244

Volatility

Volatility Chart

The current Lyxor Smart Overnight Return UCITS ETF C-GBP volatility is 0.21%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
0.21%
3.80%
CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP)
Benchmark (^GSPC)