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