THEAM Quant - Multi Asset Diversified I EUR Capitalisation
ISIN: LU1353185074
Categoria Morningstar: Systematic Trend EUR
Società: BNP Paribas Asset Management
ISIN: LU1353185074
Categoria Morningstar: Systematic Trend EUR
Società: BNP Paribas Asset Management
The objective of the Sub-fund is to increase the value of its assets over the medium term, by being exposed to a diversified long/short basket, the components of which are chosen using a systematic selection method based on different asset classes. The exposure to the dynamic basket is adapted in order to keep the Sub-fund annual volatility at a target level of 10%. The Sub-fund will not invest more than 10% of its net assets in units or shares of UCITS or other UCIs.
Rendimento annuo | 1 anno | 3 anni | 5 anni | Inizio | 2024 | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|---|---|---|---|
Rendimento annuo: Fondo | 1 anno: -3,25 | 3 anni: -4,58 | 5 anni: -3,54 | Inizio: 0,37 | 2024: -5,59 | 2023: -5,21 | 2022: -0,59 | 2021: 0,68 | 2020: -7,17 |
Rendimento annuo: Categoria | 1 anno: 3,88 | 3 anni: 0,67 | 5 anni: 1,22 | Inizio: - | 2024: 2,82 | 2023: -2,45 | 2022: 7,19 | 2021: 2,56 | 2020: -0,07 |
Rendimento annuo: Percentile | 1 anno: 68,00 | 3 anni: 88,00 | 5 anni: 90,00 | Inizio:- | 2024: 78,00 | 2023: 67,00 | 2022: 69,00 | 2021: 59,00 | 2020: 76,00 |
Rischio | Volatilità | Sharpe Ratio | Correlazione | Beta | Alfa | Tracking error | Info Ratio |
---|---|---|---|---|---|---|---|
Rischio: 3 anni | 1 Volatilità: 11,10 | 3 Sharpe Ratio: -0,55 | 5 Correlazione: -6,35 | Beta: -0,08 | Alfa: -6,14 | Tracking error: 14,40 | Info Ratio: -0,48 |