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 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|---|
| Rendimento annuo: Fondo | 1 anno: -11,80 | 3 anni: 2,07 | 5 anni: -2,47 | Inizio: 1,05 | 2023: -0,94 | 2022: -0,59 | 2021: 0,68 | 2020: -7,17 | 2019: 2,46 |
| Rendimento annuo: Categoria | 1 anno: -2,55 | 3 anni: 3,66 | 5 anni: 1,82 | Inizio: - | 2023: -0,43 | 2022: 7,19 | 2021: 2,56 | 2020: -0,07 | 2019: 8,68 |
| Rendimento annuo: Percentile | 1 anno: 92,00 | 3 anni: 62,00 | 5 anni: 87,00 | Inizio:- | 2023: 57,00 | 2022: 69,00 | 2021: 59,00 | 2020: 76,00 | 2019: 79,00 |
| Rischio | Volatilità | Sharpe Ratio | Correlazione | Beta | Alfa | Tracking error | Info Ratio |
|---|---|---|---|---|---|---|---|
| Rischio: 3 anni | 1 Volatilità: 10,55 | 3 Sharpe Ratio: 0,17 | 5 Correlazione: 0,24 | Beta: - | Alfa: 1,79 | Tracking error: 13,70 | Info Ratio: -0,12 |
Fonte: Morningstar.
Dati in euros.
Categoria: Systematic Trend EUR. Data: 2023-09-19
Fonte: Morningstar.
Dati in euros.
Categoria: Systematic Trend EUR. Data: 2023-09-19