Amundi Index Solutions - Amundi MSCI Em Latin America
Ticker
ALAU.PA
ISIN
LU1681045024
Price
USD 15.23
Change Today
+0.05 / 0.352 %
Price 1 year ago
16.99 / -10.352 %
Morningstar
4
52 Week Low
15.03
52 Week High
18.80
200 Day Moving Average 16.66
16.66
50-day Moving Average
15.89
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.82 |
| Sortino Ratio | 0.60 |
| Maximum Drawdown | -3.85% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -11.60 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.99 |
| Volatility | 7.657% |
| Alpha | -0.14 |
| Beta | None |
| R Squared | +100.00 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 1.26% |
| Average Annual Volatility | 25.998% |
| Sharpe Ratio | 0.05 |
| Sortino Ratio | -0.06 |
| Maximum Drawdown | -64.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.02 |
Company information
Summary
To track the performance of MSCI Emerging Markets Latam Index (the "Index"), and to minimize the tracking error between the net asset value of the sub-fund and the performance of the Index.
Market
FR
Category
Latin America Equity
Expense Ratio
0.10%
Fund family
Amundi Luxembourg S.A.
Morningstar
4
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Financial services | 24.32% |
| Basic materials | 23.17% |
| Consumer defensive | 13.49% |
| Energy | 11.50% |
| Industrials | 8.10% |
| Communication services | 7.68% |
| Utilities | 4.27% |
| Consumer cyclical | 2.84% |
| Healthcare | 1.79% |
| Realestate | 0.61% |
| Technology | 0.46% |
| Country | Ratio |
|---|---|
| Brazil | 57.78 |
| Mexico | 31.28 |
| Chile | 6.62 |
| Peru | 2.03 |
| United States | 1.17 |
| Colombia | 1.12 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| VGT | Vanguard Information Technology Index Fund | PCX | 0.10% | 5 | -5.04 | ||
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 |
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.