Rubrics Global UCITS Funds plc - Rubrics Global Fixed Income UCITS Fund B EUR
Ticker
IE00B1FQCF84.IR
ISIN
IE00B1FQCF84
Price
EUR 146.05
Change Today
-0.03 / -0.021 %
Price 1 year ago
141.12 / 3.493 %
Morningstar
5
52 Week Low
140.56
52 Week High
150.32
200 Day Moving Average 145.59
145.59
50-day Moving Average
148.23
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.77 |
| Sortino Ratio | 0.31 |
| Maximum Drawdown | -3.46% |
| Maximum Drawdown Date | 2024-04-25 |
| Calmar Ratio | -1.05 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | -4.48 |
| Return | 1.12 |
| Volatility | 4.449% |
| Alpha | -0.98 |
| Beta | +0.55 |
| R Squared | +90.36 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -0.728% |
| Average Annual Volatility | 3.163% |
| Sharpe Ratio | -0.23 |
| Sortino Ratio | -1.33 |
| Maximum Drawdown | -15.0% |
| Maximum Drawdown Date | 2023-10-19 |
| Calmar Ratio | 0.05 |
Company information
Summary
The Fund aims to maximise risk-adjusted returns by allocating across the fixed income investment universe based on a top-down macro analysis combined with a bottom-up approach to credit allocation. The investable universe includes government bonds, credit and a limited allocation to emerging markets debt.
Market
IE
Category
Global Bond - EUR Hedged
Expense Ratio
0.84%
Fund family
-
Morningstar
5
Yield
-
Exchange
ISE
| 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
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE00B1FQCF84.IR | Rubrics Global UCITS Funds plc - Rubrics Global Fixed Income UCITS Fund B EUR | IE00B1FQCF84 | ISE | 0.84% | 5 | -0.98 | +0.55 |
| IOO | iShares Global 100 ETF | DE000A0F5UH1 | PCX | 0.40% | 5 | -0.85 | |
| IXC | iShares Global Energy ETF | US4642873412 | PCX | 0.40% | 5 | +38.88 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| PICK | iShares MSCI Global Metals & Mining Producers ETF | US46434G8481 | BTS | 0.39% | 5 | +31.51 |
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.