MULTI UNITS LUXEMBOURG–Lyxor Euro Floating Rate Note UCITS ETF

Ticker

FLOT.PA

ISIN

LU1829218319

Price

EUR 100.91

Change Today

-0.74 / -0.728 %

Price 1 year ago

99.73 / 1.19 %

Morningstar

5

52 Week Low

99.34

52 Week High

101.65

200 Day Moving Average 100.30

100.30

50-day Moving Average

101.11

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.00
Sortino Ratio NaN
Maximum Drawdown 0.0%
Maximum Drawdown Date 2023-11-15
Calmar Ratio None

1 year

Parameter Value
Return 0.00
Volatility 0.0%
Alpha +0.01
Beta None
R Squared +9.97

History

Parameter Value
Average Annual Return 0.12%
Average Annual Volatility 1.655%
Sharpe Ratio 0.07
Sortino Ratio -1.33
Maximum Drawdown -6.0%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.02

Company information

Summary

The investment objective of the Sub-Fund is to track both the upward and the downward evolution of the Bloomberg Barclays MSCI EUR Corporate Liquid FRN 0-7 Year SRI Sustainable Index (the “Index”) denominated in Euros and representative of the performance of the investment grade corporate floating-rate note market denominated in Euros, while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). The anticipated level of the tracking error under normal market conditions is expected to be up to 0.50%.

Market

FR

Category

EUR Corporate Bond

Expense Ratio

0.15%

Fund family

Amundi Asset Management

Morningstar

5

Yield
-
Exchange
PAR
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

Symbol Name Allocation
TRS BBgBarc MSCI EUR CoLqFRN0-7SRISus TR EUR 100%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
0P000196MJ.L AI Global Equity Alpha Fund UK Corporate Income Units GB00BTF88Y1 LSE 5
100D.L MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF LU165049217 LSE 0.15% 4
DAX.PA MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF LU0252633754 PAR 0.15% 4 -0.64
DAXX.L MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF LU025263375 LSE 0.15% 4 -0.64
FINSW.PA Multi Units Luxembourg - Lyxor MSCI World Financials TR UCITS ETF LU0533032859 PAR 4 +0.09
FLOT.PA MULTI UNITS LUXEMBOURG–Lyxor Euro Floating Rate Note UCITS ETF LU1829218319 PAR 0.15% 5 +0.01
L100.L MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF LU165049217 LSE 0.15% 4
L100.PA MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF LU1650492173 PAR 0.30% 4 +2.67
MTB.PA MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 3-5Y (DR) UCITS ETF LU1650488494 PAR 0.17% 4 -1.11
MTC.PA MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 5-7Y (DR) UCITS ETF - Acc LU1287023003 PAR 0.17% 4 -0.24
MTD.PA MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 7-10Y (DR) UCITS ETF LU1287023185 PAR 0.17% 4 +0.96
MTE.PA MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 10-15Y (DR) UCITS ETF LU1650489385 PAR 0.17% 5 -1.06

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.