Swiss Life Funds (F) Bond Cash Equivalent
Ticker
FR0010914358.PA
ISIN
FR001089917
Price
EUR 104.78
Change Today
-
Price 1 year ago
104.79 / -0.01 %
Morningstar
4
52 Week Low
104.76
52 Week High
105.25
200 Day Moving Average 105.13
105.13
50-day Moving Average
105.06
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 1.238% |
| Average Annual Volatility | 0.484% |
| Sharpe Ratio | 2.56 |
| Sortino Ratio | -1.99 |
| Maximum Drawdown | -0.0% |
| Maximum Drawdown Date | 2015-10-05 |
| Calmar Ratio | -3.09 |
Company information
Summary
L’objectif de gestion est d’obtenir un rendement supérieur à celui de l’indice EONIA capitalisé net de frais de gestion, sur des périodes glissantes de 6 mois.
Market
US
Category
EUR Ultra Short-Term Bond
Expense Ratio
0.66%
Fund family
-
Morningstar
4
Yield
-
Exchange
YHD
| 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 |
|---|---|---|
| Socram Frn 13/07/16 | 9.46% | |
| Goldman Sachs Grp FRN | 9.4% | |
| Jpmorgan Chase &Co FRN | 5.67% | |
| Unicredit Spa FRN | 4.58% | |
| Intesa Sanpaolo FRN | 3.69% | |
| Credit Agri (Ldn) | 1.89% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE0002141913.IR | Janus Global Life Sciences I USD | IE0002141913 | YHD | 1.69% | 5 | -3.38 | +0.96 |
| IE00BFRSYJ83.IR | Janus Global Life Sciences U USD Acc | IE00BFRSYJ83 | YHD | 0.99% | 5 | -2.75 | +0.96 |
| IE00BFTCNQ83.IR | Janus Global Life Sciences V USD Acc | IE00BFTCNQ83 | YHD | 5 | -2.68 | +0.96 | |
| IE00BRJG6X20.IR | Janus Global Life Sciences I EUR Acc | IE00BRJG6X20 | YHD | 1.74% | 5 | ||
| IE00BRJG6Y37.IR | Janus Global Life Sciences U USD Inc | IE00BRJG6Y37 | YHD | 0.99% | 5 | -2.68 | +0.96 |
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.