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 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 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Rendimento annuo: Fondo | 1 anno: 6,11 | 3 anni: 1,53 | 5 anni: 0,25 | Inizio: 1,89 | 2022: 9,83 | 2021: 0,68 | 2020: -7,17 | 2019: 2,46 | 2018: -9,18 |
| Rendimento annuo: Categoria | 1 anno: 3,22 | 3 anni: 1,77 | 5 anni: 1,07 | Inizio: - | 2022: 4,18 | 2021: 2,56 | 2020: -0,07 | 2019: 8,68 | 2018: -6,93 |
| Rendimento annuo: Percentile | 1 anno: 46,00 | 3 anni: 70,00 | 5 anni: 71,00 | Inizio:- | 2022: 40,00 | 2021: 59,00 | 2020: 76,00 | 2019: 79,00 | 2018: 68,00 |
| Rischio | Volatilità | Sharpe Ratio | Correlazione | Beta | Alfa | Tracking error | Info Ratio |
|---|---|---|---|---|---|---|---|
| Rischio: 3 anni | 1 Volatilità: 9,58 | 3 Sharpe Ratio: 0,27 | 5 Correlazione: 25,60 | Beta: 0,27 | Alfa: 1,19 | Tracking error: 11,46 | Info Ratio: -0,24 |
Fonte: Morningstar.
Dati in euros.
Categoria: Systematic Trend EUR. Data: 2022-08-17
Fonte: Morningstar.
Dati in euros.
Categoria: Systematic Trend EUR. Data: 2022-08-17