UBSETF SBI AAA-BBB 1-5 CHF DIS
Ticker
F1ESG.SW
ISIN
LU0879397742
Price
CHF 11.63
Change Today
-0.03 / -0.262 %
Price 1 year ago
11.10 / 4.742 %
Morningstar
4
52 Week Low
11.13
52 Week High
11.66
200 Day Moving Average 11.43
11.43
50-day Moving Average
11.59
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.33 |
| Sortino Ratio | -0.89 |
| Maximum Drawdown | -0.9% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -6.31 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.21 |
| Volatility | 1.989% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 0.372% |
| Average Annual Volatility | 7.024% |
| Sharpe Ratio | 0.05 |
| Sortino Ratio | -0.40 |
| Maximum Drawdown | -11.0% |
| Maximum Drawdown Date | 2022-09-22 |
| Calmar Ratio | -0.05 |
Company information
Summary
The sub-fund aims to track, before expenses, the price and income performance of the SBI® ESG Foreign AAA-BBB 1-5 Index (Total Return) (this sub-fund's "Index").
Market
CH
Category
CHF Bond
Expense Ratio
0.20%
Fund family
-
Morningstar
4
Yield
-
Exchange
EBS
| Sector | Weight |
|---|
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CAC.PA | Lyxor CAC 40 (DR) UCITS ETF Dist | FR0007052782 | PAR | 0.25% | 5 | +0.50 | |
| DSTL | Distillate U.S. Fundamental Stability & Value ETF | US26922A321 | PCX | 0.39% | 5 | +7.54 | -- |
| IBTU.L | iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) | IE00BGR7L91 | LSE | 1.00% | 5 | -0.99 | -- |
| IDUS.L | iShares Core S&P 500 UCITS ETF USD Dist | IE003144206 | LSE | 0.07% | 5 | ||
| IUSA.AS | iShares Core S&P 500 UCITS ETF USD Dist | IE0031442068 | AMS | 0.07% | 5 | +0.02 | |
| IUSA.L | iShares Core S&P 500 UCITS ETF USD Dist | IE003144206 | LSE | 0.07% | 5 | +0.02 | |
| SRIL.AS | iShares MSCI USA SRI UCITS ETF USD (Dist) | IE00BZ173T46 | AMS | 0.23% | 5 | +2.98 | -- |
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.