Xtrackers II $ Overnight Rt Swap ETF 1C (LSE:XFFE) - ETF price

ETF Report

Xtrackers II USD Overnight Rate Swap UCITS ETF 1C XFFE

Morningstar Rating™ (Relative to Category) -
 Morningstar ReturnMorningstar Risk (Rel to Cat)Morningstar Rating™
Category: Money Market - OtherClick here to see our Methodology
3-Year--Not Rated
5-Year--Not Rated
10-Year--Not Rated
Overall--Not Rated
Modern Portfolio Statistics -
 Standard Index
Not Categorized
Best Fit Index
FTSE Treasury Benchmark 1 Yr OTR USD
3-Yr R-Squared-11.31
3-Yr Beta-0.03
3-Yr Alpha--0.20
Return/Risk Analysis 31/01/2021
Risk Measurement1 Year3 Years5 Years
Standard Deviation0.130.270.24
3-Yr Mean Return0.111.291.02
Sharpe Ratio-4.24-3.35-3.26
Sortino Ratio---
Positive Months42121
Negative Months888
Worst Month-0.04-0.04-0.04
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