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