Nordea 1 - Alpha 15 MA Fund BI EUR

ISIN: LU0607983383

Categoria Morningstar: Multistrategy EUR

Empresa: Nordea Asset Management

To maximise shareholder return in the long term through a combination of income and investment growth (total return). The fund targets a volatility in the range of 10% to 15%, where 15% is seen as the tail volatility during adverse market conditions. The fund mainly invests, directly or through derivatives, in various asset classes such as equities, bonds issued by companies, financial institutions or public authorities, money market instruments and currencies from anywhere in the world. In actively managing the fund’s portfolio, the management team seeks exposure to various risk premia strategies that have little or no correlation with each other. The allocation between these strategies is based on continuous bottom-up valuations combined with a focus on short-term market behaviour across asset classes and risk factors. The team also takes both long and short positions and manages currencies actively.

Rentabilidade anual 1 ano 3 anos 5 anos Início 2024 2023 2022 2021 2020
Rentabilidade anual: Fundo 1 ano: -5,39 3 anos: 0,59 5 anos: 4,02 Início: 5,23 2024: 1,34 2023: -5,46 2022: -6,54 2021: 16,58 2020: 12,66
Rentabilidade anual: Categoria 1 ano: 6,44 3 anos: 2,90 5 anos: 1,64 Início: - 2024: 3,81 2023: 3,59 2022: -2,50 2021: 4,15 2020: -1,13
Rentabilidade anual: Percentil 1 ano: 94,00 3 anos: 33,00 5 anos: 11,00 Início:- 2024: 57,00 2023: 99,00 2022: 75,00 2021: 3,00 2020: 4,00
Risco Volatilidade Rácio de Sharpe Correlação Beta Alfa Tracking error Rácio de informação
Risco: 3 anos 1 Volatilidade: 11,69 3 Rácio de Sharpe: 0,14 5 Correlação: 42,38 Beta: 0,80 Alfa: 3,16 Tracking error: 10,71 Rácio de informação: 0,29
Fonte: Morningstar. Dados em euros. Categoria: Multistrategy EUR. Data: 2024-03-27
Fonte: Morningstar. Dados em euros. Categoria: Multistrategy EUR. Data: 2024-03-27