Russell Investment Company II plc - Russell Investments Global Defensive Eq
Ticker
IE00B95PDV48.IR
ISIN
IE00B95PDV48
Price
EUR 1,393.55
Change Today
-6.30 / -0.45 %
Price 1 year ago
1,077.24 / 29.363 %
Morningstar
4
52 Week Low
1,077.24
52 Week High
1,529.54
200 Day Moving Average 1,227.58
1,227.58
50-day Moving Average
1,423.55
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 21.913% |
| Average Annual Volatility | 22.99% |
| Sharpe Ratio | 0.95 |
| Sortino Ratio | 1.79 |
| Maximum Drawdown | -18.0% |
| Maximum Drawdown Date | 2016-01-20 |
| Calmar Ratio | -0.25 |
Company information
Summary
The Fund will seek to achieve long term capital appreciation with absolute volatility that is low relative to other global equity funds.
Market
US
Category
Global Large-Cap Blend Equity
Expense Ratio
-
Fund family
-
Morningstar
4
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Consumer defensive | 18.55% |
| Healthcare | 16.20% |
| Industrials | 15.58% |
| Financial services | 14.46% |
| Consumer cyclical | 11.07% |
| Technology | 9.65% |
| Utilities | 3.35% |
| Communication services | 3.29% |
| Basic materials | 3.03% |
| Energy | 2.92% |
| Realestate | 1.89% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Russell USD Cash II R Roll Up | 4.68% | |
| JNJ | Johnson & Johnson | 2.88% |
| WFC | Wells Fargo & Co | 2.32% |
| ORCL | Oracle Corp | 2.18% |
| NVSEF | Novartis AG | 1.75% |
| NSRGF | Nestle SA | 1.66% |
| MCO | Moody's Corporation | 1.6% |
| PG | Procter & Gamble Co | 1.58% |
| KO | Coca-Cola Co | 1.46% |
| PFE | Pfizer Inc | 1.46% |
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 | |
| IE00B95PDV48.IR | Russell Investment Company II plc - Russell Investments Global Defensive Eq | IE00B95PDV48 | YHD | 4 | |||
| 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.