HSBC Global Investment Funds - Multi-Asset Style Factors IC

ISIN: LU1460782227

Categoria Morningstar: Multistrategy EUR

Società: HSBC Asset Management

The sub-fund aims to provide long term total return with a low correlation to traditional asset classes. The sub-fund’s average volatility is expected to be around 7% over the investment horizon. It may fluctuate due to market conditions and the annualised volatility could be lower or higher than this level.
The sub-fund employs long/short investment strategies within a set of distinct investment styles (“Styles”) and across a diversified range of asset classes (including equity, fixed income and currency) on a global basis, including Emerging Markets. These strategies are not cash-neutral and may assume directional exposure to each of the asset classes in which the sub-fund invests.
The Styles employed by the sub-fund include, but are not limited to, carry, value and momentum.

Rendimento annuo 1 anno 3 anni 5 anni Inizio 2023 2022 2021 2020 2019
Rendimento annuo: Fondo 1 anno: 0,30 3 anni: -1,43 5 anni: 1,15 Inizio: 1,04 2023: 0,61 2022: 0,90 2021: -2,95 2020: -0,23 2019: 8,23
Rendimento annuo: Categoria 1 anno: 2,66 3 anni: 2,37 5 anni: 0,26 Inizio: - 2023: 1,85 2022: -2,50 2021: 4,15 2020: -1,13 2019: 6,27
Rendimento annuo: Percentile 1 anno: 49,00 3 anni: 88,00 5 anni: 23,00 Inizio:- 2023: 73,00 2022: 24,00 2021: 95,00 2020: 50,00 2019: 36,00
Rischio Volatilità Sharpe Ratio Correlazione Beta Alfa Tracking error Info Ratio
Rischio: 3 anni 1 Volatilità: 3,39 3 Sharpe Ratio: -0,56 5 Correlazione: -20,55 Beta: -0,12 Alfa: -2,14 Tracking error: 7,28 Info Ratio: 0,02
Fonte: Morningstar. Dati in euros. Categoria: Multistrategy EUR. Data: 2023-09-19
Fonte: Morningstar. Dati in euros. Categoria: Multistrategy EUR. Data: 2023-09-19