The investment objective of the Sub-fund is to provide mid-term capital growth with a moderate level of risk through an allocation based on a systematic multi-factor asset allocation process and tactical positioning depending on portfolio managers assessment of market conditions. The multi-factor asset allocation process consists of the investment manager’s ongoing assessment of a set of widely recognised indicators assembled and utilized in a systematic approach to portfolio construction. This ensures ongoing oversight and governance of the construction of the portfolio by the investment manager.

Rendimento annuo 1 anno 3 anni 5 anni Inizio 2023 2022 2021 2020 2019
Rendimento annuo: Fondo 1 anno: -2,75 3 anni: -1,08 5 anni: -0,35 Inizio: -0,03 2023: 2,96 2022: -13,78 2021: 4,85 2020: 0,05 2019: 8,15
Rendimento annuo: Categoria 1 anno: -2,79 3 anni: -0,17 5 anni: -0,15 Inizio: - 2023: 2,27 2022: -10,93 2021: 3,85 2020: 1,53 2019: 7,49
Rendimento annuo: Percentile 1 anno: 73,00 3 anni: 77,00 5 anni: 59,00 Inizio:- 2023: 26,00 2022: 78,00 2021: 35,00 2020: 75,00 2019: 44,00
Rischio Volatilità Sharpe Ratio Correlazione Beta Alfa Tracking error Info Ratio
Rischio: 3 anni 1 Volatilità: 6,49 3 Sharpe Ratio: -0,15 5 Correlazione: 89,66 Beta: 1,00 Alfa: 0,25 Tracking error: 2,86 Info Ratio: 0,08
Fonte: Morningstar. Dati in euros. Categoria: EUR Cautious Allocation - Global. Data: 2023-06-02
Fonte: Morningstar. Dati in euros. Categoria: EUR Cautious Allocation - Global. Data: 2023-06-02