THEAM Quant – Multi Asset Diversified I EUR Capitalisation
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 in different asset classes (equities, fixed income, commodities and real estate). The exposure to the dynamic basket will however be adapted in order to keep the Sub-fund annual volatility at a target level of 10%.
| Rendimento annuo | 1 anno | 3 anni | 5 anni | Inizio | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|
| Rendimento annuo: Fondo | 1 anno: 7,66 | 3 anni: -3,54 | 5 anni: -1,32 | Inizio: 1,44 | 2021: 1,89 | 2020: -7,17 | 2019: 2,46 | 2018: -9,18 | 2017: 6,33 |
| Rendimento annuo: Categoria | 1 anno: 11,78 | 3 anni: 2,23 | 5 anni: 1,07 | Inizio: - | 2021: 5,16 | 2020: -0,07 | 2019: 8,68 | 2018: -6,93 | 2017: -0,58 |
| Rendimento annuo: Percentile | 1 anno: 57,00 | 3 anni: 94,00 | 5 anni: 74,00 | Inizio:- | 2021: 76,00 | 2020: 76,00 | 2019: 79,00 | 2018: 68,00 | 2017: - |
| Rischio | Volatilità | Sharpe Ratio | Correlazione | Beta | Alfa | Tracking error | Info Ratio |
|---|---|---|---|---|---|---|---|
| Rischio: 3 anni | 1 Volatilità: 8,73 | 3 Sharpe Ratio: -0,32 | 5 Correlazione: 60,30 | Beta: 0,62 | Alfa: -7,18 | Tracking error: 7,69 | Info Ratio: -1,31 |
Fonte: Morningstar.
Dati in euros.
Categoria: Systematic Trend EUR . Data: 2021-06-16
Fonte: Morningstar.
Dati in euros.
Categoria: Systematic Trend EUR . Data: 2021-06-16