Russell Investment Company V plc - Russell Investments Multi-Asset 70 Fund
Ticker
IE00B05KX727.IR
ISIN
IE00B05KX727
Price
USD 188.52
Change Today
+0.46 / 0.245 %
Price 1 year ago
160.15 / 17.715 %
Morningstar
4
52 Week Low
154.32
52 Week High
191.26
200 Day Moving Average 168.22
168.22
50-day Moving Average
182.92
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 16.185% |
| Average Annual Volatility | 10.761% |
| Sharpe Ratio | 1.50 |
| Sortino Ratio | 4.68 |
| Maximum Drawdown | -3.0% |
| Maximum Drawdown Date | 2016-11-04 |
| Calmar Ratio | -11.11 |
Company information
Summary
The Fund’s investment objective is to maintain capital value and to generate modest levels of long-term capital appreciation while maintaining a high level of risk control. The Fund will seek to achieve this objective by investing predominantly in other Regulated Collective Investment Schemes that invest in equities, fixed income securities and alterative asset classes. Approximately 70 percent of the Fund’s Net Assets Value will be invested in Regulated Collective Investment Schemes that invest in growth assets. In addition, the Fund may keep surplus assets on deposit and/or may invest up to 10 percent of its Net Asset Value in transferable securities which may or may not be listed or traded on any Regulated Market worldwide.
Market
US
Category
USD Aggressive Allocation
Expense Ratio
-
Fund family
-
Morningstar
4
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Financial services | 17.66% |
| Consumer cyclical | 13.89% |
| Industrials | 13.31% |
| Technology | 12.90% |
| Healthcare | 11.71% |
| Consumer defensive | 9.12% |
| Energy | 5.96% |
| Basic materials | 5.37% |
| Utilities | 4.24% |
| Communication services | 3.70% |
| Realestate | 2.14% |
None
Holdings
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| C10.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 10-15 UCITS ETF | FR0010754143 | PAR | 0.14% | 5 | -1.12 | |
| C33.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 3-5 UCITS ETF | FR0010754168 | PAR | 0.14% | 4 | -0.94 | |
| C53.PA | Amundi ETF Govt Bond EuroMTS Broad Investment Grade 5-7 UCITS ETF DR C | FR0010754176 | PAR | 0.14% | 4 | -0.13 | |
| C73.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 7-10 UCITS ETF DR | FR0010754184 | PAR | 0.14% | 4 | +1.13 | |
| FLRN | SPDR Bloomberg Investment Grade Floating Rate ETF | US78468R200 | PCX | 0.15% | 4 | -0.06 | |
| IE00B05KX727.IR | Russell Investment Company V plc - Russell Investments Multi-Asset 70 Fund | IE00B05KX727 | YHD | 4 | -1.34 | +0.86 | |
| IGEB | iShares Investment Grade Bond Factor ETF | US46435G2194 | BTS | 0.18% | 4 | +2.72 | |
| IGSB | iShares 1-5 Year Investment Grade Corporate Bond ETF | DE000A0YEEZ | NGM | 0.06% | 4 | +0.07 | |
| SLQD | iShares 0-5 Year Investment Grade Corporate Bond ETF | IE00BCBJF71 | NGM | 0.06% | 4 | +0.02 | |
| VRIG | Invesco Variable Rate Investment Grade ETF | IE00BG21M73 | NGM | 0.30% | 5 | +0.45 | |
| X13G.PA | Amundi Index Solutions - Amundi Govt Bond Lowest Rated Euro Investment Grade 1-3 | LU1681046345 | PAR | 0.07% | 4 | +0.16 | |
| X1G.PA | Amundi Index Solutions - Amundi Govt Bond Lowest Rated Euromts Investment Grade | LU1681046691 | PAR | 0.07% | 4 | +0.07 | |
| X1GD.PA | Amundi Index Solutions - Amundi Govt Bond Lowest Rated Euro Investment Grade | LU1681046857 | PAR | 0.07% | 4 | +0.06 |
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.