THEAM Quant FI High Vol Super X
Ticker
FR0013146347.PA
ISIN
FR0013146347
Price
EUR 92,449.50
Change Today
-360.60 / -0.389 %
Price 1 year ago
99,995.10 / -7.546 %
Morningstar
5
52 Week Low
90,597.70
52 Week High
108,352.00
200 Day Moving Average 98,017.12
98,017.12
50-day Moving Average
98,994.79
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | -6.436% |
| Average Annual Volatility | 17.077% |
| Sharpe Ratio | -0.38 |
| Sortino Ratio | -0.49 |
| Maximum Drawdown | -9.0% |
| Maximum Drawdown Date | 2018-06-12 |
| Calmar Ratio | -0.88 |
Company information
Summary
L’objectif de gestion du FCP est, sur un horizon d’investissement de 3 ans, de surperformer l’EONIA (déduction faite des frais de gestion) et de générer une performance absolue en mettant en oeuvre différentes stratégies d’investissement sur les marchés des taux d’intérêt, des changes et du crédit, détaillées ci-dessous, tout en respectant un objectif de volatilité anticipé annualisée de maximum 25%.
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.