SSGA Luxembourg SICAV - State Street Multi-Factor Global ESG Equity Fund I
ISIN: LU1110725071
Categoría Morningstar: Global Large-Cap Blend Equity
Empresa: State Street Global Advisors
ISIN: LU1110725071
Categoría Morningstar: Global Large-Cap Blend Equity
Empresa: State Street Global Advisors
The objective of the Fund is to provide a return in excess of the performance of global equity securities. The investment policy of the Fund is to generate a return in excess of the performance of the Index (or any other index determined by the Directors from time to time to track substantially the same market as the Index) over the medium to long term. The Investment Manager integrates Sustainability Risk while screening out securities based on an assessment of their adherence to certain ESG criteria defined by the Investment Manager.
Rentabilidad anual | 1 año | 3 años | 5 años | Inicio | 2024 | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|---|---|---|---|
Rentabilidad anual: Fondo | 1 año: 25,44 | 3 años: 9,20 | 5 años: 9,77 | Inicio: 8,88 | 2024: 18,15 | 2023: 14,60 | 2022: -13,96 | 2021: 32,81 | 2020: -0,49 |
Rentabilidad anual: Categoría | 1 año: 21,57 | 3 años: 7,23 | 5 años: 10,01 | Inicio: - | 2024: 14,66 | 2023: 15,45 | 2022: -14,21 | 2021: 25,85 | 2020: 4,68 |
Rentabilidad anual: Percentil | 1 año: 25,00 | 3 años: 28,00 | 5 años: 55,00 | Inicio:- | 2024: 14,00 | 2023: 61,00 | 2022: 50,00 | 2021: 12,00 | 2020: 81,00 |
Riesgo | Volatilidad | Ratio Sharpe | Correlación | Beta | Alfa | Tracking error | Info Ratio |
---|---|---|---|---|---|---|---|
Riesgo: 3 años | 1 Volatilidad: 14,16 | 3 Ratio Sharpe: 0,27 | 5 Correlación: 98,31 | Beta: 1,02 | Alfa: -0,22 | Tracking error: 3,13 | Info Ratio: -0,07 |