Russell Investments Floating Rate Fund
Ticker
IE00BVVHQ207.IR
ISIN
IE00BVVHQ207
Price
GBp 960.93
Change Today
-9.51 / -0.98 %
Price 1 year ago
1,000.00 / -3.907 %
Morningstar
5
52 Week Low
960.93
52 Week High
1,012.47
200 Day Moving Average 992.49
992.49
50-day Moving Average
992.49
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | -4.933% |
| Average Annual Volatility | 3.128% |
| Sharpe Ratio | -1.58 |
| Sortino Ratio | -0.71 |
| Maximum Drawdown | -5.0% |
| Maximum Drawdown Date | 2016-06-30 |
| Calmar Ratio | 14.57 |
Company information
Summary
Russell Floating Rate Fund aims to provide income and capital growth by investing in floating rate loans and debt securities, asset-backed securities and residential and commercial mortgage-backed securities, issued primarily in Europe and the U.S.
Market
US
Category
Global High Yield Bond - EUR Hedged
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
0.028800001
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
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IE0002361404.IR | Russell Investment Company II plc - Russell Investments Pan European Equity | IE0002361404 | YHD | 1.78% | 4 | -3.18 | +1.00 |
| IE0003507161.IR | Russell Investment Company plc - Russell Investments Global Bond Fund A | IE0003507161 | ISE | 4 | |||
| IE0031279510.IR | Russell Investment Company plc - Russell Investments Global Bond Fund I Income | IE0031279510 | ISE | 4 | |||
| IE00B05KX727.IR | Russell Investment Company V plc - Russell Investments Multi-Asset 70 Fund | IE00B05KX727 | YHD | 4 | -1.34 | +0.86 | |
| IE00B11XZD29.IR | Russell Investment Company II plc - Russell Investments World Equity Fund | IE00B11XZD29 | YHD | 2.41% | 4 | ||
| IE00B1FZR386.IR | Russell Investment Company V plc - Russell Investments Multi-Asset Defensiv | IE00B1FZR386 | YHD | 4 | -1.92 | +0.51 | |
| IE00B1G4PZ27.IR | Russell Investment Company V plc - Russell Investments Multi-Asset 90 Fund | IE00B1G4PZ27 | YHD | 4 | +0.06 | +1.07 | |
| IE00B42WT376.IR | Guggenheim Global Investments PLC - GFI Fund Class A US$ | IE00B42WT376 | ISE | 4 | -2.32 | +1.00 | |
| IE00B6TGKF51.IR | Russell Investment Company plc - Russell Investments Global High Yield Fund | IE00B6TGKF51 | YHD | 4 | |||
| IE00B95PDV48.IR | Russell Investment Company II plc - Russell Investments Global Defensive Eq | IE00B95PDV48 | YHD | 4 | |||
| IE00BDW02358.IR | Russell Investment Company plc - Russell Investments Global Bond Fund | IE00BDW02358 | YHD | 4 | |||
| IE00BVVHQ207.IR | Russell Investments Floating Rate Fund | IE00BVVHQ207 | YHD | 5 | |||
| IE00BYZ64647.IR | Nedgroup Investments Core Global Fund | IE00BYZ64647 | YHD | 4 | -1.22 | +0.96 |
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.