The objective of this sub-fund actively managed is to achieve a focused portfolio of alternative investments pursuing varying strategies comprising, amongst others, Equity long short, Equity market neutral, Fixed income arbitrage, global macro, CTA (trend followers). The sub-fund will provide a diversified source of return and undertake a careful manager selection in order to decrease the risk described in normal market conditions. As a fund of funds structure, this sub-fund will invest its net assets mainly in: - regulated UCITS and; - other regulated open-ended investment funds having an investment policy and risk exposure similar to a UCITS and being submitted to an equivalent regulatory supervision; - eligible closed ended UCIs which are listed or dealt on a regulated market. which have as investment objective to invest essentially in alternative strategies.
Rendimento annuo |
1 anno |
3 anni |
5 anni |
Inizio |
2023 |
2022 |
2021 |
2020 |
2019 |
Rendimento annuo: Fondo |
1 anno: -4,77 |
3 anni: 7,57 |
5 anni: 4,62 |
Inizio: 5,03 |
2023: 2,04 |
2022: 8,34 |
2021: 12,44 |
2020: -4,64 |
2019: 6,29 |
Rendimento annuo: Categoria |
1 anno: -0,76 |
3 anni: 8,95 |
5 anni: 4,78 |
Inizio: -
| 2023: 3,64 |
2022: 7,54 |
2021: 13,07 |
2020: -7,73 |
2019: 9,57 |
Rendimento annuo: Percentile |
1 anno: 67,00 |
3 anni: 40,00 |
5 anni: 40,00 |
Inizio:-
| 2023: 63,00 |
2022: 39,00 |
2021: 47,00 |
2020: 72,00 |
2019: 46,00 |
Rischio |
Volatilità |
Sharpe Ratio |
Correlazione |
Beta |
Alfa |
Tracking error |
Info Ratio |
Rischio: 3 anni |
1 Volatilità: 3,32 |
3 Sharpe Ratio: 0,48 |
5 Correlazione: -19,03 |
Beta: -0,09 |
Alfa: 1,44 |
Tracking error: 8,59 |
Info Ratio: 0,50 |
Fonte: Morningstar.
Dati in euros.
Categoria: Multistrategy USD. Data: 2023-09-13
Fonte: Morningstar.
Dati in euros.
Categoria: Multistrategy USD. Data: 2023-09-13