Rentamarkets Narval F FI

Ticker

0P0001FC0H.F

ISIN

ES017336703

Price

EUR 180.01

Change Today

-1.26 / -0.698 %

Price 1 year ago

133.80 / 34.535 %

Morningstar

5

52 Week Low

134.91

52 Week High

184.49

200 Day Moving Average 164.53

164.53

50-day Moving Average

172.41

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 2.25
Sortino Ratio 3.33
Maximum Drawdown -8.24%
Maximum Drawdown Date 2024-08-05
Calmar Ratio -3.54

1 year

Parameter Value
Return 10.97
Volatility 13.004%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 13.463%
Average Annual Volatility 15.814%
Sharpe Ratio 0.85
Sortino Ratio 0.96
Maximum Drawdown -25.0%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.52

Company information

Summary

Se seguirán criterios financieros y extra-financieros o de inversión socialmente responsable - ASG (medioambientales, sociales y de gobierno corporativo) según el ideario ético, fijado por la sociedad gestora con arreglo a unos criterios excluyentes (impiden invertir en empresas de armamento, tabaco o entretenimiento para adultos) y valorativos (evalúan la actuación de empresas en materia social, ambiental y de gobierno corporativo). La mayoría de la cartera cumplirá con dicho ideario.Se invertirá más del 75% de la exposición total en renta variable de cualquier capitalización y sector y el resto en renta fija pública y/o privada (incluyendo depósitos, e instrumentos del mercado monetario cotizados o no, líquidos). Las emisiones tendrán calidad crediticia al menos media (mínimo BBB- por S&P o equivalentes por otras agencias), o si fuera inferior, un rating mínimo igual al del Reino de España en cada momento.

Market

DR

Category

Europe Large-Cap Blend Equity

Expense Ratio

-

Fund family

-

Morningstar

5

Yield
-
Exchange
FRA
Sector Weight
Consumer cyclical 20.05%
Industrials 18.75%
Healthcare 12.88%
Financial services 12.52%
Consumer defensive 11.69%
Basic materials 10.32%
Technology 4.79%
Energy 0.99%
Communication services 0.75%
Realestate 0.13%
Utilities 0.00%
None

Holdings

Symbol Name Allocation
BNZL.L Bunzl PLC 2.85%
OTIS Otis Worldwide Corp Ordinary Shares 2.84%
SREN Swiss Re AG 2.8%
BAYN.DE Bayer AG 2.79%
CPG.L Compass Group PLC 2.69%
SMIN.L Smiths Group PLC 2.51%
BMW.DE Bayerische Motoren Werke AG 2.48%
SGE.L Sage Group (The) PLC 2.46%
HM B Hennes & Mauritz AB Class B 2.42%
FPE.DE Fuchs Petrolub SE 2.35%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
0P0001BPPF.F Rentamarkets Narval B FI ES017336701 FRA 5
0P0001CGUI.F VPV-Spezial Amundi R DA DE000A2DW35 FRA 0.75% 5
0P0001FC0H.F Rentamarkets Narval F FI ES017336703 FRA 5
0P0001L1PC.F Rentamarkets Narval A FI ES017336701 FRA 5
C5E.PA Amundi ETF Stoxx Europe 50 UCITS ETF FR0010790980 PAR 0.15% 5 +5.54
CAPE.PA Ossiam Shiller Barclays Cape Europe Sector Value TR LU1079842321 PAR 0.49% 5 -0.86
CAPE.SW OSSIAM Shiller Barclayscape EU LU1079842321 EBS 0.49% 5 -- --
ECN.PA BNP Paribas Easy Low Carbon 100 Europe PAB LU1377382368 PAR 0.30% 5 -0.52
ES0114371000.MC ES0114371000 MCE 5
ES0114879002.MC ES0114879002 MCE 5
ES0173367006.MC ES0173367014 MCE 5
ES0173367030.MC ES0173367014 MCE 5
ES0182838005.MC ES0182838005 MCE 5
EUNA.AS iShares STOXX Europe 50 UCITS ETF DE0005933949 AMS 0.35% 5 +5.15
FR0007083357.PA Regard Actions Développement Durable FR000708335 YHD 0.10% 5
FR0010191676.PA Groupama Active Equity YHD 5 Candriam World Alternative Alphamax C EUR
FR0010657106.PA Natixis Actions Européennes MD YHD 0.35% 5
FR0010689364.PA Betamax Global F A/I FR0011560168 YHD 0.99% 5
FR0010784330.PA R Sélection Euro LU111164371 YHD 1.69% 5 -2.18 --
FR0010790980.PA PSX 5
FR0010821819.PA PSX 5
FR0011560168.PA Betamax Europe FR0011560184 YHD 5
IE0032465662.IR ANIMA Europe Equity I IE0032465662 YHD 5 +4.52 +1.04
IE00B4KNLX68.IR New Capital Dynamic European Eq EUR IE00B4KNLX68 YHD 1.90% 5 -0.150 +1.08
IE00B6TYHG95.IR Wellington Strategic Eurp Eq S EUR Acc IE00B6TYHG95 YHD 0.81% 5 -1.99 +0.83
IE00B82BFK16.IR Wellington Strategic Eurp Eq N GBP Acc IE00B82BFK16 YHD 0.91% 5
IE00B8962S65.IR ANIMA Euro Equity IE00B8962S65 YHD 5 +4.52 +1.04
IE00B89M0793.IR Wellington Strategic European Equity Fund IE00B89M0793 0.90% 5
IE00B8P0Y861.IR Wellington Strategic Eurp Eq N USD Acc IE00B8P0Y861 YHD 0.91% 5 -2.14 +0.83
IE00B9DPD161.IR Wellington Strategic Eurp Eq N EUR Acc IE00B9DPD161 YHD 0.91% 5 -2.14 +0.83
IE00BFRSTC61.IR Janus Europe U EUR Acc IE00BFRSTC61 ISE 5 -1.84 +1.05
IE00BG6MV538.IR New Capital Dynamic European Equity Fund IE00BG6MV538 YHD 1.90% 5
IE00BL25X772.IR Wellington Strategic Eurp Eq N GBP Inc IE00BL25X772 YHD 0.91% 5
IE00BWSW4Z44.IR New Capital Dynamic European Eq Inst EUR IE00BWSW4Z44 YHD 5 -0.150 +1.08
IESE.AS iShares MSCI Europe SRI UCITS ETF EUR (Acc) IE00B52VJ196 AMS 0.20% 5 -3.29
LCEU.SW BNP Easy Low Carbon 100 Europe LU1377382368 EBS 0.30% 5
LCEZ.PA BNP Paribas Easy - Low Carbon 100 Europe LU1377382368 PAR 5
LCPE.L Ossiam Lux - Ossiam Shiller Barclays CAPE Europe Sector Value TR LU107984232 LSE 5
MCEU.PA Amundi Index Solutions - Amundi MSCI Europe Momentum Factor LU1681041460 PAR 0.13% 5 -6.30

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.