BNP Paribas Funds Sustainable Europe Multi-Factor Equity I EUR Capitalisation
- -Boa relação risco e retorno
ISIN: LU1956135914
Categoria Morningstar: Europe Flex-Cap Equity
Empresa: BNP Paribas Asset Management
ISIN: LU1956135914
Categoria Morningstar: Europe Flex-Cap Equity
Empresa: 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.
Rentabilidade anual | 1 ano | 3 anos | 5 anos | Início | 2024 | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|---|---|---|---|
Rentabilidade anual: Fundo | 1 ano: 11,54 | 3 anos: 9,17 | 5 anos: 7,35 | Início: 8,19 | 2024: 6,88 | 2023: 19,29 | 2022: -11,04 | 2021: 28,32 | 2020: -8,81 |
Rentabilidade anual: Categoria | 1 ano: 7,33 | 3 anos: 1,78 | 5 anos: 4,84 | Início: - | 2024: 3,41 | 2023: 13,15 | 2022: -16,51 | 2021: 21,43 | 2020: 2,08 |
Rentabilidade anual: Percentil | 1 ano: 13,00 | 3 anos: 8,00 | 5 anos: 25,00 | Início:- | 2024: 22,00 | 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: 13,08 | 3 Rácio de Sharpe: 0,73 | 5 Correlação: 97,41 | Beta: 0,93 | Alfa: 1,44 | Tracking error: 3,07 | Rácio de informação: 0,33 |