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Lyxor STOXX Europe 600 Media UCITS ETF Acc (LMDA.D...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1834988195
WKNLYX02N
IssuerAmundi
Inception DateAug 18, 2006
CategoryCommunications Equities
Index TrackedSTOXX® Europe 600 Media
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

The Lyxor STOXX Europe 600 Media UCITS ETF Acc has a high expense ratio of 0.30%, indicating higher-than-average management fees.


Expense ratio chart for LMDA.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Lyxor STOXX Europe 600 Media UCITS ETF Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Lyxor STOXX Europe 600 Media UCITS ETF Acc, 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%15.00%20.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
20.47%
20.18%
LMDA.DE (Lyxor STOXX Europe 600 Media UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.84%
1 monthN/A-2.98%
6 monthsN/A22.02%
1 yearN/A24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.94%2.62%
20232.89%0.74%5.21%4.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor STOXX Europe 600 Media UCITS ETF Acc (LMDA.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LMDA.DE
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
1.91
1.90
LMDA.DE (Lyxor STOXX Europe 600 Media UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor STOXX Europe 600 Media UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
-1.29%
-1.18%
LMDA.DE (Lyxor STOXX Europe 600 Media UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor STOXX Europe 600 Media UCITS ETF 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 Lyxor STOXX Europe 600 Media UCITS ETF Acc was 54.92%, occurring on Mar 10, 2009. Recovery took 257 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.92%Jun 12, 200739Mar 10, 2009257Aug 13, 2013296
-35.02%Feb 28, 20203Mar 19, 202072Feb 15, 202175
-20.85%Jul 21, 201578Jul 6, 2016208Dec 13, 2019286
-20.43%Jan 3, 202297Jun 16, 2022173Feb 23, 2023270
-9.38%Sep 5, 20148Oct 16, 20144Nov 20, 201412

Volatility

Volatility Chart

The current Lyxor STOXX Europe 600 Media UCITS ETF Acc volatility is 2.94%, 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.


2.00%2.50%3.00%3.50%4.00%Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03
2.94%
3.17%
LMDA.DE (Lyxor STOXX Europe 600 Media UCITS ETF Acc)
Benchmark (^GSPC)