BNP Paribas Funds Sustainable Europe Multi-Factor Equity I EUR Capitalisation
- -Buona relazione rischio/rendimento
ISIN: LU1956135914
Categoria Morningstar: Europe Flex-Cap Equity
Società: BNP Paribas Asset Management
ISIN: LU1956135914
Categoria Morningstar: Europe Flex-Cap Equity
Società: BNP Paribas Asset Management
The implemented strategy aims at increasing the value of a portfolio of European equities , issued primarily by socially responsible companies, over the medium term using a systematic security selection approach combining several factor styles. At all times, this sub-fund invests at least 75% of its assets in equities and/or equity equivalent securities issued by companies that have their registered offices or conduct the majority of their business activities in Europe. The remaining portion, namely a maximum of 25% of its assets, may be invested in other equities, debt securities and money market instruments, provided that investments in debt securities of any kind do not exceed 15% of its assets, and up to 10% of its assets may be invested in UCITS or UCIs. The portfolio is built based on a systematic approach, combining several equity factor criterions such as value, quality, low-volatility and momentum.
Rendimento annuo | 1 anno | 3 anni | 5 anni | Inizio | 2024 | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|---|---|---|---|
Rendimento annuo: Fondo | 1 anno: 25,31 | 3 anni: 8,84 | 5 anni: 8,42 | Inizio: 8,66 | 2024: 15,29 | 2023: 19,29 | 2022: -11,04 | 2021: 28,32 | 2020: -8,81 |
Rendimento annuo: Categoria | 1 anno: 21,02 | 3 anni: -0,05 | 5 anni: 5,27 | Inizio: - | 2024: 7,09 | 2023: 13,15 | 2022: -16,51 | 2021: 21,43 | 2020: 2,08 |
Rendimento annuo: Percentile | 1 anno: 11,00 | 3 anni: 1,00 | 5 anni: 16,00 | Inizio:- | 2024: 4,00 | 2023: 14,00 | 2022: 27,00 | 2021: 16,00 | 2020: 86,00 |
Rischio | Volatilità | Sharpe Ratio | Correlazione | Beta | Alfa | Tracking error | Info Ratio |
---|---|---|---|---|---|---|---|
Rischio: 3 anni | 1 Volatilità: 12,97 | 3 Sharpe Ratio: 0,67 | 5 Correlazione: 97,52 | Beta: 0,93 | Alfa: 2,31 | Tracking error: 2,98 | Info Ratio: 0,70 |