Alcis Alpha Obligations Crédit
Ticker
FR0011451905.PA
ISIN
-
Price
EUR 1,100,340.00
Change Today
-19,220.00 / -1.717 %
Price 1 year ago
1,000,000.00 / 10.034 %
Morningstar
5
52 Week Low
998,362.00
52 Week High
1,121,950.00
200 Day Moving Average 1,074,596.56
1,074,596.56
50-day Moving Average
1,065,744.44
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.585% |
| Average Annual Volatility | 9.89% |
| Sharpe Ratio | 0.87 |
| Sortino Ratio | 0.85 |
| Maximum Drawdown | -5.0% |
| Maximum Drawdown Date | 2015-09-16 |
| Calmar Ratio | -6.80 |
Company information
Summary
Le Fonds ALCIS ALPHA OBLIGATIONS CREDIT a pour objectif de battre la performance de l’indice EURO MTS 3-5 ans par une gestion active sur des instruments de nature obligataires à moyen et long terme du capital investi par le souscripteur. La durée minimum de placement recommandée est de 3 ans.
Market
US
Category
EUR Diversified Bond - Short Term
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Industrials | 20.86% |
| Financial services | 15.91% |
| Consumer cyclical | 13.28% |
| Energy | 12.16% |
| Basic materials | 10.43% |
| Healthcare | 7.54% |
| Consumer defensive | 6.64% |
| Technology | 6.32% |
| Communication services | 2.81% |
| Utilities | 2.71% |
| Realestate | 1.34% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AGOX | Adaptive Alpha Opportunities ETF | US85521B742 | PCX | 1.69% | 5 | +1.81 | |
| FEMS | First Trust Emerging Markets Small Cap AlphaDEX Fund | IECBI004362 | NGM | 0.80% | 4 | +9.56 | |
| FLN | First Trust Latin America AlphaDEX Fund | US33737J125 | NGM | 0.80% | 4 | +17.84 | |
| FR0011451905.PA | Alcis Alpha Obligations Crédit | YHD | 5 | ||||
| FXG | First Trust Consumer Staples AlphaDEX Fund | US33734X119 | PCX | 0.64% | 4 | +8.53 | |
| FXL | First Trust Technology AlphaDEX Fund | US33734X176 | PCX | 0.61% | 4 | -2.78 | |
| FXO | First Trust Financials AlphaDEX Fund | US33734X135 | PCX | 0.61% | 4 | +11.68 | |
| FXZ | First Trust Materials AlphaDEX Fund | US33734X168 | PCX | 0.64% | 4 | +37.87 | |
| GDMA | Alpha Architect Gadsden Dynamic Multi-Asset ETF | US02072L870 | PCX | 0.87% | 4 | -9.75 | -- |
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.