GAM Star Fund plc - GAM Systematic Alternative Risk Premia

Ticker

IE00B6VLJM88.IR

ISIN

IE00B6VLJM88

Price

USD 10.97

Change Today

+0.00 / 0.019 %

Price 1 year ago

10.22 / 7.342 %

Morningstar

4

52 Week Low

10.12

52 Week High

11.16

200 Day Moving Average 10.49

10.49

50-day Moving Average

11.05


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value

1 year

Parameter Value

History

Parameter Value
Average Annual Return 8.987%
Average Annual Volatility 8.862%
Sharpe Ratio 1.01
Sortino Ratio 1.73
Maximum Drawdown -3.0%
Maximum Drawdown Date 2013-06-13
Calmar Ratio -0.34

Company information

Summary

The investment objective of the Fund is to provide consistent above‑average, risk‑adjusted returns on capital with a low long term correlation with traditional asset classes such as equities and bonds.

Market

US

Category

Multistrategy USD

Expense Ratio

-

Fund family

-

Morningstar

4

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

Symbol Name Allocation
Barclays Capital Fx Value Us Ee Index (Sbdi Swap) 13.85%
Jpm Gam Merger Arbitrage Basket (Swap) 13.8%
Barclays Cross Asset Trend Index (Swap) 11.0%
Barclays Us Low Volatility Equity Market Hedged Index (Sbdi Swap) 10.34%
Sgi Boss Usd 10% Index (Swap) 7.6%
North America High Yield 5y (Sbdi Swap) 7.3%
Barc Bond Fut Carry Index (Swap) 7.04%
Barclays Investable World Carry Excess Return Index (Sbdi Swap) 6.25%
Msci Eafe Minimum Volatility Index (Swap2) 4.86%
Msci Usa Minimum Volatility Index (Swap) 4.77%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
FDL First Trust Morningstar Dividend Leaders Index Fund US336917109 PCX 0.45% 4 +14.60
IE00B6VLJM88.IR GAM Star Fund plc - GAM Systematic Alternative Risk Premia IE00B6VLJM88 YHD 4 -1.04 -0.31
ILCG iShares Morningstar Growth ETF US4642871192 PCX 0.04% 4 -8.96
IMCB iShares Morningstar Mid-Cap ETF US464288208 PCX 0.04% 4 +6.25
IMCG iShares Morningstar Mid-Cap Growth ETF US4642883072 PCX 0.06% 4 +0.43
MOAT VanEck Morningstar Wide Moat ETF IE00BL0BMZ8 BTS 0.46% 5 +8.36
MOAT.L VanEck Morningstar US Sustainable Wide Moat UCITS ETF IE00BQQP9H0 LSE 0.49% 4 +2.67
MOGB.L VanEck Morningstar US Sustainable Wide Moat UCITS ETF IE00BQQP9H0 LSE 0.49% 4 +2.67
MOTG VanEck Morningstar Global Wide Moat ETF IE00BL0BMZ8 BTS 0.52% 4 +5.18 --
TDGB.L VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF NL001168359 LSE 0.38% 4
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF NL0011683594 AMS 0.38% 4 +11.29
TDIV.L VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF NL001168359 LSE 0.38% 4
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund US33939L100 PCX 0.39% 4 +2.96

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.