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Fair Oaks AAA CLO UCITS ETF EUR Acc (EAAA.DE)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
LU2825556892
Issuer
Fair Oaks
Inception Date
Jun 29, 2020
Category
CLO
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Fair Oaks AAA CLO UCITS ETF EUR Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

EAAA.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

Fair Oaks AAA CLO UCITS ETF EUR Acc (EAAA.DE) has returned 0.35% so far this year and 2.93% over the past 12 months.


Fair Oaks AAA CLO UCITS ETF EUR Acc

1D
0.02%
1M
-0.25%
YTD
0.35%
6M
1.10%
1Y
2.93%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 17, 2025, EAAA.DE's average daily return is +0.01%, while the average monthly return is +0.24%. At this rate, your investment would double in approximately 24.1 years.

Historically, 86% of months were positive and 14% were negative. The best month was Jun 2025 with a return of +0.6%, while the worst month was Mar 2026 at -0.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.

On a daily basis, EAAA.DE closed higher 59% of trading days. The best single day was May 15, 2025 with a return of +0.4%, while the worst single day was Apr 7, 2025 at -0.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.40%0.20%-0.25%0.35%
20250.40%0.08%-0.17%0.56%0.58%0.24%0.29%0.30%0.19%0.21%0.35%3.07%

Benchmark Metrics

Fair Oaks AAA CLO UCITS ETF EUR Acc has an annualized alpha of 2.92%, beta of 0.00, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since February 18, 2025.

  • This ETF captured 9.55% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6.63%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R² of 0.01 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.01 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.92%
Beta
0.00
0.01
Upside Capture
9.55%
Downside Capture
-6.63%

Expense Ratio

EAAA.DE has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EAAA.DE ranks 98 for risk / return — in the top 98% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


EAAA.DE Risk / Return Rank: 9898
Overall Rank
EAAA.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EAAA.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
EAAA.DE Omega Ratio Rank: 9898
Omega Ratio Rank
EAAA.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EAAA.DE Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fair Oaks AAA CLO UCITS ETF EUR Acc (EAAA.DE) and compare them to a chosen benchmark (S&P 500 Index).


EAAA.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.97

0.43

+2.54

Sortino ratio

Return per unit of downside risk

4.53

0.73

+3.80

Omega ratio

Gain probability vs. loss probability

1.79

1.11

+0.68

Calmar ratio

Return relative to maximum drawdown

5.55

0.67

+4.88

Martin ratio

Return relative to average drawdown

19.15

2.80

+16.35

Explore EAAA.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Fair Oaks AAA CLO UCITS ETF EUR Acc 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fair Oaks AAA CLO UCITS ETF EUR Acc. 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 Fair Oaks AAA CLO UCITS ETF EUR Acc was 0.59%, occurring on Apr 7, 2025. Recovery took 25 trading sessions.

The current Fair Oaks AAA CLO UCITS ETF EUR Acc drawdown is 0.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.59%Mar 27, 20258Apr 7, 202525May 15, 202533
-0.39%Feb 19, 202616Mar 12, 2026
-0.14%Jul 11, 20251Jul 11, 202512Jul 29, 202513
-0.13%Mar 17, 20255Mar 21, 20253Mar 26, 20258
-0.12%May 22, 20251May 22, 20251May 23, 20252

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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