SSGA Luxembourg SICAV - State Street Global ESG Screened Defensive Equity Fund I
ISIN: LU1255422393
Categoría Morningstar: Global Large-Cap Value Equity
Empresa: State Street Global Advisors
ISIN: LU1255422393
Categoría Morningstar: Global Large-Cap Value Equity
Empresa: State Street Global Advisors
The objective of the Fund is to generate capital growth over the medium to long term through investment in global equity securities while exhibiting lower volatility and a reduced impact from market drawdowns. The investment policy of the Fund is to outperform 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 long term with lower volatility and reduced impact from market drawdowns. The investment policy will also involve 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: 20,64 | 3 años: 7,49 | 5 años: 7,29 | Inicio: 7,37 | 2024: 18,61 | 2023: 3,24 | 2022: -3,09 | 2021: 27,94 | 2020: -8,03 |
Rentabilidad anual: Categoría | 1 año: 22,10 | 3 años: 7,45 | 5 años: 8,47 | Inicio: - | 2024: 14,76 | 2023: 11,91 | 2022: -4,90 | 2021: 26,05 | 2020: -3,69 |
Rentabilidad anual: Percentil | 1 año: 62,00 | 3 años: 59,00 | 5 años: 81,00 | Inicio:- | 2024: 11,00 | 2023: 96,00 | 2022: 40,00 | 2021: 49,00 | 2020: 79,00 |
Riesgo | Volatilidad | Ratio Sharpe | Correlación | Beta | Alfa | Tracking error | Info Ratio |
---|---|---|---|---|---|---|---|
Riesgo: 3 años | 1 Volatilidad: 9,48 | 3 Ratio Sharpe: 0,07 | 5 Correlación: 93,19 | Beta: 0,76 | Alfa: -1,79 | Tracking error: 5,81 | Info Ratio: -0,44 |