LFR Euro Développement Durable ISR GP
Ticker
0P0000JYL7.F
ISIN
FR001064935
Price
EUR 152.35
Change Today
-0.45 / -0.295 %
Price 1 year ago
137.97 / 10.423 %
Morningstar
5
52 Week Low
143.66
52 Week High
174.46
200 Day Moving Average 164.38
164.38
50-day Moving Average
156.85
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.16 |
| Sortino Ratio | -0.03 |
| Maximum Drawdown | -12.78% |
| Maximum Drawdown Date | 2024-08-05 |
| Calmar Ratio | -0.18 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.42 |
| Volatility | 13.839% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.505% |
| Average Annual Volatility | 18.607% |
| Sharpe Ratio | 0.30 |
| Sortino Ratio | 0.21 |
| Maximum Drawdown | -34.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.16 |
Company information
Summary
L’objectif de gestion vise à obtenir, sur la durée minimale de placement recommandée de 5 ans, une performance nette de frais supérieure à l’indice Euro Stoxx 50 (dividendes nets réinvestis), –en investissant à hauteur de 90% au moins dans des valeurs (dont 75% minimum de pays de l’Union Européenne), sélectionnées sur la base de critères extra-financiers et selon une méthodologie ISR, alliant la mise en oeuvre d’une stratégie dite « Socialement Responsable » et rentabilité financière.
Market
DR
Category
Eurozone Flex-Cap Equity
Expense Ratio
2.74%
Fund family
-
Morningstar
5
Yield
-
Exchange
FRA
| Sector | Weight |
|---|---|
| Technology | 24.58% |
| Consumer cyclical | 18.58% |
| Industrials | 18.47% |
| Healthcare | 18.29% |
| Communication services | 6.73% |
| Utilities | 2.68% |
| Basic materials | 2.47% |
| Realestate | 1.86% |
| Consumer defensive | 0.78% |
| Financial services | 0.00% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 6.26% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 5.23% |
| SAP.DE | SAP SE | 4.23% |
| STM.SI | STMicroelectronics NV | 3.66% |
| SRT3.DE | Sartorius AG Participating Preferred | 3.54% |
| RACE.MI | Ferrari NV | 3.38% |
| CAP.PA | Capgemini SE | 3.21% |
| SU.PA | Schneider Electric SE | 3.14% |
| DG.PA | Vinci SA | 2.94% |
| SGO.PA | Compagnie de Saint-Gobain SA | 2.91% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0000JYL7.F | LFR Euro Développement Durable ISR GP | FR001064935 | FRA | 2.74% | 5 | ||
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.