Amundi Index Solutions - Amundi Index Barclays Global AGG 500M UCITS ETF DR
Ticker
GAGG.PA
ISIN
LU1437024729
Price
EUR 48.24
Change Today
-0.12 / -0.246 %
Price 1 year ago
47.03 / 2.592 %
Morningstar
4
52 Week Low
46.04
52 Week High
48.70
200 Day Moving Average 47.68
47.68
50-day Moving Average
47.98
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
Parameter | Value |
---|---|
Sharpe Ratio | 0.58 |
Sortino Ratio | -0.08 |
Maximum Drawdown | -2.78% |
Maximum Drawdown Date | 2023-10-23 |
Calmar Ratio | -1.55 |
1 year
Parameter | Value |
---|---|
Return | 0.74 |
Volatility | 3.938% |
Alpha | -0.16 |
Beta | None |
R Squared | +99.98 |
History
Parameter | Value |
---|---|
Average Annual Return | -0.33% |
Average Annual Volatility | 5.405% |
Sharpe Ratio | -0.06 |
Sortino Ratio | -0.82 |
Maximum Drawdown | -16.0% |
Maximum Drawdown Date | 2023-10-23 |
Calmar Ratio | 0.04 |
Company information
Summary
To track the performance of Bloomberg Global Aggregate (500 Million) Index (the "Index"), and to minimize the tracking error between the net asset value of the sub-fund and the performance of the Index.
Market
FR
Category
Global Bond
Expense Ratio
0.03%
Fund family
Amundi Luxembourg S.A.
Morningstar
4
Yield
-
Exchange
PAR
Sector | Weight |
---|---|
Energy | 0.40% |
Utilities | 0.06% |
Financial services | 0.01% |
Industrials | 0.01% |
Healthcare | 0.01% |
Realestate | 0.00% |
Consumer cyclical | 0.00% |
Basic materials | 0.00% |
Consumer defensive | 0.00% |
Communication services | -0.01% |
Technology | -0.04% |
None
Holdings
Symbol | Name | Allocation |
---|---|---|
Albany Molecular Research Inc | 9.76% | |
Actuate Corp | 8.12% | |
ATC Technology Corp | 1.93% | |
Aviva Investors UK Lstd Eq Uncons1GBPInc | 1.15% | |
ARCB | ArcBest Corp | 0.81% |
ARKR | Ark Restaurants Corp | 0.81% |
United States Treasury Notes 0.12% | 0.35% | |
United States Treasury Notes 1.5% | 0.35% | |
United States Treasury Notes 2.5% | 0.34% |
Alternative funds
Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
---|---|---|---|---|---|---|---|
FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
VGT | Vanguard Information Technology Index Fund | PCX | 0.10% | 5 | -5.04 | ||
VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 | |
VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 |
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.