Ossiam Shiller Barclays Cape US Sector Value TR
Ticker
CAPU.PA
ISIN
LU1079841273
Price
EUR 1,431.60
Change Today
-12.80 / -0.886 %
Price 1 year ago
1,106.00 / 29.439 %
Morningstar
5
52 Week Low
1,109.20
52 Week High
1,444.40
200 Day Moving Average 1,276.97
1,276.97
50-day Moving Average
1,343.74
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.38 |
| Sortino Ratio | 0.42 |
| Maximum Drawdown | -1.8% |
| Maximum Drawdown Date | 2024-01-08 |
| Calmar Ratio | -18.49 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.59 |
| Volatility | 3.52% |
| Alpha | +6.96 |
| Beta | None |
| R Squared | +93.75 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 15.216% |
| Average Annual Volatility | 17.495% |
| Sharpe Ratio | 0.87 |
| Sortino Ratio | 0.92 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.44 |
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
FR
Category
US Large-Cap Blend Equity
Expense Ratio
0.65%
Fund family
OSSIAM
Morningstar
5
Yield
-
Exchange
PAR
| 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% |
| Country | Ratio |
|---|---|
| United States | 99.07 |
| Switzerland | 0.51 |
| Netherlands | 0.21 |
| United Kingdom | 0.16 |
| Singapore | 0.06 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
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.