THEAM Quant Dynamic Raw Materials
Ticker
FR0011742550.PA
ISIN
FR001174255
Price
EUR 701.00
Change Today
+7.86 / 1.134 %
Price 1 year ago
546.49 / 28.273 %
Morningstar
5
52 Week Low
546.68
52 Week High
716.79
200 Day Moving Average 639.02
639.02
50-day Moving Average
688.11
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | -14.059% |
| Average Annual Volatility | 27.256% |
| Sharpe Ratio | -0.52 |
| Sortino Ratio | -1.71 |
| Maximum Drawdown | -26.0% |
| Maximum Drawdown Date | 2016-01-12 |
| Calmar Ratio | -0.02 |
Company information
Summary
L’objectif de gestion du FCP est d’offrir aux porteurs de parts, sur une durée d’investissement recommandée de 5 ans, une exposition synthétique aux marchés des matières premières – excluant le secteur des matières premières agricoles et de l’élevage - à travers une stratégie quantitative directionnelle via des indices de contrats à terme sur matières premières visant à générer une performance supérieure sur le long terme à celle d’un investissement statique présent dans les principaux indices de contrats à terme de matières premières.
Market
US
Category
Foreign Large Growth
Expense Ratio
-
Fund family
-
Morningstar
5
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
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FR0007465075.PA | Ecofi Quant Obligations | FR000746507 | YHD | 0.55% | 5 | ||
| FR0011742527.PA | THEAM Quant Dynamic Raw Materials A USD | FR001174252 | YHD | 5 | |||
| FR0011742550.PA | THEAM Quant Dynamic Raw Materials | FR001174255 | YHD | 5 | |||
| FR0011882372.PA | THEAM Quant FI High Vol | FR0011882372 | YHD | 5 | |||
| FR0013146347.PA | THEAM Quant FI High Vol Super X | FR0013146347 | YHD | 5 | |||
| IE0031179298.IR | Russell US Quant C | IE0031179298 | YHD | 1.83% | 5 | ||
| IQSA.L | Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF | IE00BJQRDN1 | LSE | 0.60% | 5 | +5.88 | -- |
| QTUM | Defiance Quantum ETF | US26922A420 | PCX | 0.40% | 5 | +0.86 | -- |
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.