Lyxor US Treasury 3-7Y
Ticker
LYUS37.SW
ISIN
LU1407888996
Price
CHF 107.85
Change Today
-0.38 / -0.347 %
Price 1 year ago
102.17 / 5.559 %
Morningstar
5
52 Week Low
102.07
52 Week High
111.37
200 Day Moving Average 107.16
107.16
50-day Moving Average
109.79
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.62 |
| Sortino Ratio | 0.32 |
| Maximum Drawdown | -0.7% |
| Maximum Drawdown Date | 2023-12-11 |
| Calmar Ratio | -29.37 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.06 |
| Volatility | 1.989% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.268% |
| Average Annual Volatility | 9.15% |
| Sharpe Ratio | 0.25 |
| Sortino Ratio | -0.03 |
| Maximum Drawdown | -19.0% |
| Maximum Drawdown Date | 2020-04-30 |
| Calmar Ratio | -0.12 |
Company information
Summary
The investment objective of the fund is to reflect the performance of the Bloomberg Barclays US Treasury 3-7 Year Index (hereinafter the “Benchmark Index”) denominated in USD and representative of United States “Treasury bonds” with remaining maturities between 3 and up to (but not including) 7 years - while minimising the volatility of the difference between the return of the Sub-Fund and the return of the Benchmark Index (the “Tracking Error). For monthly hedged share classes, the Sub-Fund will also use a monthly currency-hedge strategy, in order to minimize the impact of the evolution of each respective share class currency against currencies of each Index component. The anticipated level of the tracking error under normal market conditions is expected to be up to 0.10%.
Market
CH
Category
--
Expense Ratio
0.07%
Fund family
-
Morningstar
5
Yield
-
Exchange
EBS
| Sector | Weight |
|---|
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IB01.L | iShares $ Treasury Bond 0-1yr UCITS ETF USD (Acc) | IE00BGSF1X8 | LSE | 1.00% | 5 | -0.99 | -- |
| IBTA.L | iShares $ Treasury Bond 1-3yr UCITS ETF | DE000A0J207 | LSE | 0.10% | 5 | -1.74 | |
| IBTU.L | iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) | IE00BGR7L91 | LSE | 1.00% | 5 | -0.99 | -- |
| IEF | iShares 7-10 Year Treasury Bond ETF | US4642874402 | NGM | 0.15% | 5 | -0.600 | |
| LYUS37.SW | Lyxor US Treasury 3-7Y | LU1407888996 | EBS | 0.07% | 5 |
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.