UBS(Lux)Fund Solutions – J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF(USD)A-acc
Ticker
EMIG.L
ISIN
LU197469579
Price
GBp 1,029.00
Change Today
+0.50 / 0.049 %
Price 1 year ago
968.20 / 6.28 %
Morningstar
4
52 Week Low
965.60
52 Week High
1,031.70
200 Day Moving Average 1,006.88
1,006.88
50-day Moving Average
1,015.88
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.94 |
| Sortino Ratio | -0.30 |
| Maximum Drawdown | -2.09% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | 63.98 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | -5.97 |
| Volatility | 19.394% |
| Alpha | -3.84 |
| Beta | -- |
| R Squared | +93.20 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -3.805% |
| Average Annual Volatility | 12.601% |
| Sharpe Ratio | -0.30 |
| Sortino Ratio | -0.50 |
| Maximum Drawdown | -28.000000000000004% |
| Maximum Drawdown Date | 2023-08-21 |
| Calmar Ratio | 0.13 |
Company information
Summary
The sub-fund aims to track, before expenses, the price and income performance of the J.P. Morgan USD EM IG ESG Diversified Bond Index (Total Return) (this sub-fund's "Index"). Additionally currency hedged share classes aim to reduce the impact of currency fluctuations between their reference currency and the index currency by selling currency forwards at the one-month forward rate in accordance with the hedging methodology of the Index's currency-hedged index variant as referred to in relation to each hedged share class below.
Market
GB
Category
--
Expense Ratio
0.50%
Fund family
UBS Fund Management (Luxembourg) S.A.
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 2519.T | NEXT FUNDS Emerging Market Bond J.P. Morgan EMBI Plus (Unhedged) Exchange Traded Fund | IE00BTL1GH3 | 0.17% | 4 | |||
| CEMB | iShares J.P. Morgan EM Corporate Bond ETF | IE00B6TLBW47 | BTS | 0.50% | 5 | -0.08 | |
| EMCA.L | iShares V PLC - iShares J.P. Morgan $ EM Corp Bond UCITS ETF | IE00B6TLBW4 | LSE | 0.50% | 4 | -- | -- |
| EMCP.L | iShares V PLC - iShares J.P. Morgan $ EM Corp Bond UCITS ETF | IE00B6TLBW4 | LSE | 0.50% | 4 | ||
| EMCR.L | iShares V PLC - iShares J.P. Morgan $ EM Corp Bond UCITS ETF | IE00B6TLBW4 | LSE | 0.50% | 4 | ||
| EMHY | iShares J.P. Morgan EM High Yield Bond ETF | US4642862852 | BTS | 0.50% | 4 | +5.13 | |
| EMIG.L | UBS(Lux)Fund Solutions – J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF(USD)A-acc | LU197469579 | LSE | 0.50% | 4 | -3.84 | -- |
| IEMB.L | iShares J.P. Morgan $ EM Bond UCITS ETF USD (Dist) | IE00B2NPKV6 | LSE | 0.50% | 4 | +0.99 | |
| SEMB.L | iShares J.P. Morgan $ EM Bond UCITS ETF USD (Dist) | IE00B2NPKV6 | LSE | 0.50% | 4 | +0.99 | |
| SEMC.L | UBS (Lux) Fund Solutions – J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF | LU164538583 | LSE | 0.42% | 4 | -1.79 |
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.