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.

Rentabilidade anual 1 ano 3 anos 5 anos Início 2024 2023 2022 2021 2020
Rentabilidade anual: Fundo 1 ano: 15,88 3 anos: 8,54 5 anos: 8,70 Início: 8,56 2024: 11,13 2023: 19,29 2022: -11,04 2021: 28,32 2020: -8,81
Rentabilidade anual: Categoria 1 ano: 9,18 3 anos: 1,58 5 anos: 6,05 Início: - 2024: 6,66 2023: 13,15 2022: -16,51 2021: 21,43 2020: 2,08
Rentabilidade anual: Percentil 1 ano: 18,00 3 anos: 6,00 5 anos: 21,00 Início:- 2024: 10,00 2023: 14,00 2022: 27,00 2021: 16,00 2020: 86,00
Risco Volatilidade Rácio de Sharpe Correlação Beta Alfa Tracking error Rácio de informação
Risco: 3 anos 1 Volatilidade: 13,19 3 Rácio de Sharpe: 0,70 5 Correlação: 97,59 Beta: 0,94 Alfa: 2,01 Tracking error: 2,97 Rácio de informação: 0,59
Fonte: Morningstar. Dados em euros. Categoria: Europe Flex-Cap Equity. Data: 2024-06-17
Fonte: Morningstar. Dados em euros. Categoria: Europe Flex-Cap Equity. Data: 2024-06-17