Russell Investment Company V plc - Russell Investments Multi-Asset Defensiv
Ticker
IE00B1FZR386.IR
ISIN
IE00B1FZR386
Price
USD 123.63
Change Today
+0.10 / 0.081 %
Price 1 year ago
117.69 / 5.047 %
Morningstar
4
52 Week Low
117.61
52 Week High
124.73
200 Day Moving Average 120.65
120.65
50-day Moving Average
123.83
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.005% |
| Average Annual Volatility | 3.344% |
| Sharpe Ratio | 1.50 |
| Sortino Ratio | 2.07 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2016-12-01 |
| Calmar Ratio | -2.96 |
Company information
Summary
The objective is to achieve capital appreciation with limited Net Asset volatility. The Fund will seek to achieve investment returns in excess of one month US Dollar LIBOR over the medium term although in the short term returns may be volatile. The Fund will seek to achieve this objective by investing predominantly in other Regulated Collective Investment Schemes that invest in cash based strategies, global fixed income and global equities as well as alternative asset classes (being investments other than fixed income and/or equity securities which may be cash-based or not).
Market
US
Category
USD Cautious Allocation
Expense Ratio
-
Fund family
-
Morningstar
4
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Technology | 15.43% |
| Industrials | 15.14% |
| Financial services | 14.70% |
| Consumer cyclical | 13.25% |
| Healthcare | 10.61% |
| Consumer defensive | 8.47% |
| Basic materials | 6.34% |
| Utilities | 5.58% |
| Energy | 4.61% |
| Realestate | 3.52% |
| Communication services | 2.35% |
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 | |
| IE00B1FZR386.IR | Russell Investment Company V plc - Russell Investments Multi-Asset Defensiv | IE00B1FZR386 | YHD | 4 | -1.92 | +0.51 | |
| 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.