Epsilon Fund - Enhanced Constant Risk Contribution Class Unit I EUR Accumulation

ISIN: LU0923087158

Categoria Morningstar: EUR Flexible Allocation - Global

Società: Eurizon

The objective of this Sub-Fund is to achieve an absolute investment return in Euro. This Sub-Fund is managed through quantitative methods aiming at maintaining the risk allocation between the two asset classes to which it is exposed (equity instruments and debt instruments) aligned with the target values defined by the Investment Manager (“Constant Risk Contribution” model). The exposure is modulated by the Investment Manager so as to maximize the expected return of the Sub-Fund (“Tactical Overlay”). No guarantee is given to investors in this Sub-Fund with respect to the objective actually being reached.

Rendimento annuo 1 anno 3 anni 5 anni Inizio 2024 2023 2022 2021 2020
Rendimento annuo: Fondo 1 anno: 9,72 3 anni: -0,62 5 anni: 1,59 Inizio: 1,95 2024: 3,92 2023: 10,99 2022: -17,02 2021: 4,43 2020: 3,55
Rendimento annuo: Categoria 1 anno: 9,28 3 anni: 1,31 5 anni: 3,13 Inizio: - 2024: 4,18 2023: 8,26 2022: -12,16 2021: 9,69 2020: 2,21
Rendimento annuo: Percentile 1 anno: 39,00 3 anni: 76,00 5 anni: 73,00 Inizio:- 2024: 39,00 2023: 24,00 2022: 82,00 2021: 80,00 2020: 38,00
Rischio Volatilità Sharpe Ratio Correlazione Beta Alfa Tracking error Info Ratio
Rischio: 3 anni 1 Volatilità: 10,74 3 Sharpe Ratio: -0,06 5 Correlazione: 91,61 Beta: 1,14 Alfa: -3,38 Tracking error: 4,43 Info Ratio: -0,74
Fonte: Morningstar. Dati in euros. Categoria: EUR Flexible Allocation - Global. Data: 2024-04-10
Fonte: Morningstar. Dati in euros. Categoria: EUR Flexible Allocation - Global. Data: 2024-04-10