VanEck Multi-Asset Balanced Allocation UCITS ETF
Ticker
NTM.AS
ISIN
NL0009272772
Price
EUR 71.42
Change Today
+0.16 / 0.225 %
Price 1 year ago
61.29 / 16.534 %
Morningstar
4
52 Week Low
61.38
52 Week High
71.51
200 Day Moving Average 67.98
67.98
50-day Moving Average
70.42
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 3.02 |
| Sortino Ratio | 1.24 |
| Maximum Drawdown | -0.9% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -37.63 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.69 |
| Volatility | 1.693% |
| Alpha | -0.70 |
| Beta | None |
| R Squared | +99.20 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.491% |
| Average Annual Volatility | 9.559% |
| Sharpe Ratio | 0.47 |
| Sortino Ratio | 0.27 |
| Maximum Drawdown | -21.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.20 |
Company information
Summary
The aim of the VanEck Vectors™ Multi-Asset Balanced Allocation UCITS ETF is to follow the Multi-Asset Balanced Allocation Index as closely as possible. This is a composite index made up in the ratios indicated here: - 40% Solactive Global Equity Index - 10% GPR Global 100 Index - 25% Markit iBoxx EUR Liquid Corporates Index - 25% Markit iBoxx EUR Liquid Sovereign Diversified 1-10 Index
Market
NL
Category
EUR Moderate Allocation - Global
Expense Ratio
0.30%
Fund family
VanEck Asset Management B.V.
Morningstar
4
Yield
0.0155
Exchange
AMS
| Sector | Weight |
|---|---|
| Realestate | 10.61% |
| Financial services | 8.55% |
| Healthcare | 7.22% |
| Industrials | 4.76% |
| Technology | 4.59% |
| Consumer cyclical | 4.15% |
| Consumer defensive | 3.87% |
| Communication services | 3.56% |
| Utilities | 2.36% |
| Energy | 1.73% |
| Basic materials | 1.72% |
| Country | Ratio |
|---|---|
| United States | 42.46 |
| Japan | 14.64 |
| United Kingdom | 6.13 |
| France | 6.01 |
| Switzerland | 4.80 |
| Germany | 4.49 |
| Australia | 4.47 |
| Spain | 2.66 |
| Netherlands | 2.55 |
| Singapore | 1.98 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| France (Republic Of) | 2.14% | |
| Siemens Financieringsmaatschappij N.V. | 1.35% | |
| Germany (Federal Republic Of) | 1.18% | |
| Spain (Kingdom of) | 1.18% | |
| Netherlands (Kingdom Of) | 1.07% | |
| Cooperatieve Rabobank U.A. | 1.01% | |
| PLD | Prologis Inc | 0.98% |
| Italy (Republic Of) | 0.83% | |
| Omv Ag | 0.78% | |
| Snam S.p.A. | 0.75% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DTM.AS | VanEck Multi-Asset Conservative Allocation UCITS ETF | NL0009272764 | AMS | 0.28% | 5 | +2.79 | |
| GDMA | Alpha Architect Gadsden Dynamic Multi-Asset ETF | US02072L870 | PCX | 0.87% | 4 | -9.75 | -- |
| IE00B02WN597.IR | Russell Multi-Asset 50 A Acc | IE00B02WN597 | YHD | 4 | +0.90 | +0.98 | |
| IE00B1G4PW95.IR | Russell Multi-Asset 35 E Acc | IE00B1G4PW95 | YHD | 4 | -0.90 | +1.11 | |
| IE00B1G4PX03.IR | Russell Multi-Asset 50 E Acc | IE00B1G4PX03 | YHD | 4 | -1.07 | +0.98 | |
| IE00B3SWFQ91.IR | PIMCO GIS Glbl Multi-Asset E USD Inc | IE00B3SWFQ91 | YHD | 4 | -4.24 | +0.540 | |
| IE00B639QZ24.IR | PIMCO GIS Glbl Multi-Asset Inst EUR Hdg | IE00B639QZ24 | YHD | 4 | -7.39 | +0.56 | |
| IE00BWX5WD22.IR | PIMCO Multi-Asset Allocation Inst € Acc | IE00BWX5WD22 | YHD | 4 | -7.39 | +0.56 | |
| IE00BYQDNF69.IR | PIMCO GIS Dynamic Multi-Asset Ins USD H | IE00BYQDNF69 | YHD | 4 | -4.24 | +0.540 | |
| IE00BYQDNG76.IR | PIMCO GIS Dynamic Multi-Asset Ins GBP H | IE00BYQDNG76 | YHD | 4 | |||
| NTM.AS | VanEck Multi-Asset Balanced Allocation UCITS ETF | NL0009272772 | AMS | 0.30% | 4 | -0.70 | |
| PSMB | Invesco Balanced Multi-Asset Allocation ETF | US46090A200 | BTS | 0.32% | 4 | +1.10 | |
| PSMC | Invesco Conservative Multi-Asset Allocation ETF | US46090A507 | BTS | 0.37% | 4 | -2.69 | |
| PSMG | Invesco Growth Multi-Asset Allocation ETF | NL000927278 | BTS | 0.31% | 4 | +3.62 | |
| PSMM | Invesco Moderately Conservative Multi-Asset Allocation ETF | US46090A507 | BTS | 0.35% | 4 | -1.06 | |
| TOF.AS | VanEck Multi-Asset Growth Allocation UCITS ETF | NL0009272780 | AMS | 0.32% | 4 | -2.21 |
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.