VanEck Multi-Asset Conservative Allocation UCITS ETF
Ticker
DTM.AS
ISIN
NL0009272764
Price
EUR 61.72
Change Today
+0.09 / 0.146 %
Price 1 year ago
55.37 / 11.47 %
Morningstar
5
52 Week Low
55.32
52 Week High
61.81
200 Day Moving Average 59.54
59.54
50-day Moving Average
61.25
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.09 |
| Sortino Ratio | 0.55 |
| Maximum Drawdown | -1.49% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -16.18 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.22 |
| Volatility | 1.774% |
| Alpha | +2.79 |
| Beta | None |
| R Squared | +97.32 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.076% |
| Average Annual Volatility | 6.305% |
| Sharpe Ratio | 0.49 |
| Sortino Ratio | 0.12 |
| Maximum Drawdown | -16.0% |
| Maximum Drawdown Date | 2022-10-21 |
| Calmar Ratio | -0.18 |
Company information
Summary
The aim of the VanEck Vectors™ Multi-Asset Conservative Allocation UCITS ETF is to follow the Multi-Asset Conservative Allocation Index as closely as possible. This is a composite index made up in the ratios indicated here: - 25% Solactive Global Equity Index - 5% GPR Global 100 Index - 35% Markit iBoxx EUR Liquid Corporates Index - 35% Markit iBoxx EUR Liquid Sovereign Diversified 1-10 Index
Market
NL
Category
EUR Cautious Allocation - Global
Expense Ratio
0.28%
Fund family
VanEck Asset Management B.V.
Morningstar
5
Yield
0.012200001
Exchange
AMS
| Sector | Weight |
|---|---|
| Financial services | 5.08% |
| Realestate | 5.05% |
| Healthcare | 4.84% |
| Technology | 3.13% |
| Industrials | 2.99% |
| Consumer cyclical | 2.73% |
| Consumer defensive | 2.55% |
| Communication services | 1.88% |
| Utilities | 1.79% |
| Energy | 1.20% |
| Basic materials | 0.99% |
| Country | Ratio |
|---|---|
| United States | 40.13 |
| Japan | 14.70 |
| France | 6.89 |
| United Kingdom | 6.06 |
| Switzerland | 4.96 |
| Germany | 4.57 |
| Australia | 4.39 |
| Netherlands | 2.87 |
| Singapore | 2.69 |
| Denmark | 2.24 |
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DTM.AS | VanEck Multi-Asset Conservative Allocation UCITS ETF | NL0009272764 | AMS | 0.28% | 5 | +2.79 | |
| GDMA | Alpha Architect Gadsden Dynamic Multi-Asset ETF | US02072L870 | PCX | 0.87% | 4 | -9.75 | -- |
| IE00B02WN597.IR | Russell Multi-Asset 50 A Acc | IE00B02WN597 | YHD | 4 | +0.90 | +0.98 | |
| IE00B1G4PW95.IR | Russell Multi-Asset 35 E Acc | IE00B1G4PW95 | YHD | 4 | -0.90 | +1.11 | |
| IE00B1G4PX03.IR | Russell Multi-Asset 50 E Acc | IE00B1G4PX03 | YHD | 4 | -1.07 | +0.98 | |
| IE00B3SWFQ91.IR | PIMCO GIS Glbl Multi-Asset E USD Inc | IE00B3SWFQ91 | YHD | 4 | -4.24 | +0.540 | |
| IE00B639QZ24.IR | PIMCO GIS Glbl Multi-Asset Inst EUR Hdg | IE00B639QZ24 | YHD | 4 | -7.39 | +0.56 | |
| IE00BWX5WD22.IR | PIMCO Multi-Asset Allocation Inst € Acc | IE00BWX5WD22 | YHD | 4 | -7.39 | +0.56 | |
| IE00BYQDNF69.IR | PIMCO GIS Dynamic Multi-Asset Ins USD H | IE00BYQDNF69 | YHD | 4 | -4.24 | +0.540 | |
| IE00BYQDNG76.IR | PIMCO GIS Dynamic Multi-Asset Ins GBP H | IE00BYQDNG76 | YHD | 4 | |||
| NTM.AS | VanEck Multi-Asset Balanced Allocation UCITS ETF | NL0009272772 | AMS | 0.30% | 4 | -0.70 | |
| PSMB | Invesco Balanced Multi-Asset Allocation ETF | US46090A200 | BTS | 0.32% | 4 | +1.10 | |
| PSMC | Invesco Conservative Multi-Asset Allocation ETF | US46090A507 | BTS | 0.37% | 4 | -2.69 | |
| PSMG | Invesco Growth Multi-Asset Allocation ETF | NL000927278 | BTS | 0.31% | 4 | +3.62 | |
| PSMM | Invesco Moderately Conservative Multi-Asset Allocation ETF | US46090A507 | BTS | 0.35% | 4 | -1.06 | |
| TOF.AS | VanEck Multi-Asset Growth Allocation UCITS ETF | NL0009272780 | AMS | 0.32% | 4 | -2.21 |
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.