Ossiam Shiller Barclays Cape US Sector Value TR
Ticker
CAPU.L
ISIN
LU107984127
Price
GBp 118,883.30
Change Today
-816.20 / -0.682 %
Price 1 year ago
96,720.00 / 22.915 %
Morningstar
5
52 Week Low
95,842.50
52 Week High
119,706.00
200 Day Moving Average 108,015.45
108,015.45
50-day Moving Average
112,195.22
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.30 |
| Sortino Ratio | 0.11 |
| Maximum Drawdown | -21.8% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -4.71 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.14 |
| Volatility | 48.776% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 13.624% |
| Average Annual Volatility | 23.226% |
| Sharpe Ratio | 0.59 |
| Sortino Ratio | 0.46 |
| Maximum Drawdown | -43.0% |
| Maximum Drawdown Date | 2015-08-24 |
| Calmar Ratio | -0.32 |
Company information
Summary
The Fund's objective is to replicate, before the Fund's fees and expenses, the performance of the Shiller Barclays CAPE® US Sector Value Net TR Index closing level. The Shiller Barclays CAPE® US Sector Value Net TR Index (the "Index") is a total return index (net dividends reinvested) expressed in USD, sponsored by Barclays (the "Index Provider"), and calculated and published by Bloomberg Index Services Limited (the "Calculation Agent").
Market
GB
Category
--
Expense Ratio
0.65%
Fund family
OSSIAM
Morningstar
5
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Technology | 28.40% |
| Communication services | 13.50% |
| Financial services | 11.19% |
| Consumer cyclical | 10.13% |
| Industrials | 2.94% |
| Consumer defensive | 2.84% |
| Healthcare | 2.03% |
| Energy | 0.71% |
| Realestate | 0.00% |
| Basic materials | 0.00% |
| Utilities | 0.00% |
None
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 5HED.L | Ossiam ESG Low Carbon Shiller Barclays CAPE US Sector UCITS ETF | IE00BF92LR5 | LSE | 0.75% | 5 | ||
| 5HEP.L | Ossiam ESG Low Carbon Shiller Barclays CAPE US Sector UCITS ETF | IE00BF92LR5 | LSE | 0.75% | 5 | -- | -- |
| CAPE.L | Ossiam Shiller Barclays Cape Europe Sector Value TR | LU107984232 | LSE | 0.49% | 5 | ||
| 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 | -- | -- |
| CAPU.L | Ossiam Shiller Barclays Cape US Sector Value TR | LU107984127 | LSE | 0.65% | 5 | ||
| CAPU.PA | Ossiam Shiller Barclays Cape US Sector Value TR | LU1079841273 | PAR | 0.65% | 5 | +6.96 | |
| CAPU.SW | OSSIAM Shiller CAPE US EUR | LU1079841273 | EBS | 0.65% | 5 | ||
| DSTL | Distillate U.S. Fundamental Stability & Value ETF | US26922A321 | PCX | 0.39% | 5 | +7.54 | -- |
| LCPE.L | Ossiam Lux - Ossiam Shiller Barclays CAPE Europe Sector Value TR | LU107984232 | LSE | 5 | |||
| MGV | Vanguard Mega Cap Value Index Fund | US921910840 | PCX | 0.07% | 5 | +7.30 | |
| UCAP.L | Ossiam Shiller Barclays Cape US Sector Value TR | LU107984127 | LSE | 0.65% | 5 | +6.89 | |
| UCAP.SW | OSSIAM Shiller CAPE US USD | LU1079841513 | EBS | 0.65% | 5 | ||
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 |
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.