UBS (Lux) Fund Solutions – J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF
Ticker
SEMC.L
ISIN
LU164538583
Price
GBp 849.50
Change Today
+0.50 / 0.059 %
Price 1 year ago
827.50 / 2.659 %
Morningstar
4
52 Week Low
826.25
52 Week High
849.50
200 Day Moving Average 834.45
834.45
50-day Moving Average
834.45
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.44 |
| Sortino Ratio | 37.70 |
| Maximum Drawdown | -99.01% |
| Maximum Drawdown Date | 2023-12-19 |
| Calmar Ratio | -1402.99 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.14 |
| Volatility | 14005.232% |
| Alpha | -1.79 |
| Beta | None |
| R Squared | +91.93 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.932% |
| Average Annual Volatility | 2.179% |
| Sharpe Ratio | 1.34 |
| Sortino Ratio | 0.11 |
| Maximum Drawdown | -1.0% |
| Maximum Drawdown Date | 2024-11-05 |
| Calmar Ratio | -24.51 |
Company information
Summary
The sub-fund aims to track, before expenses, the price and income performance of the J.P. Morgan USD EM Diversified 3% capped 1-5 Year Bond Index (Total Return) (this sub-fund's "Index"). Additionally currency hedged share classes aim to reduce the impact of currency fluctuations between their reference currency and the index currency by selling currency forwards at the one-month forward rate in accordance with the hedging methodology of the Index's currency-hedged index variant as referred to in relation to each hedged share class below.
Market
GB
Category
--
Expense Ratio
0.42%
Fund family
UBS Fund Management (Luxembourg) S.A.
Morningstar
4
Yield
0.0423
Exchange
LSE
| Sector | Weight |
|---|---|
| Financial services | 0.40% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication 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 |
|---|---|---|---|---|---|---|---|
| EMIG.L | UBS(Lux)Fund Solutions – J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF(USD)A-acc | LU197469579 | LSE | 0.50% | 4 | -3.84 | -- |
| HKDE.AS | UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF | LU1169827224 | AMS | 0.45% | 5 | +1.30 | |
| MDBU.L | UBS(Lux)Fund Solutions – Sustainable Development Bank Bonds UCITS ETF(USD)A-dis | LU185221296 | LSE | 0.18% | 4 | -1.02 | -- |
| SEMC.L | UBS (Lux) Fund Solutions – J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF | LU164538583 | LSE | 0.42% | 4 | -1.79 | |
| U127.L | Lyxor MSCI Emerging Markets (LUX) UCITS ETF | LU063517801 | LSE | 0.25% | 4 | +1.42 | |
| UB06.L | UBS(Lux)Fund Solutions – MSCI EMU UCITS ETF(EUR)A-dis | LU014730842 | LSE | 0.25% | 4 | +0.40 | |
| UB32.L | UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF | LU112603697 | LSE | 0.23% | 4 | +0.18 | |
| UB39.L | UBS(Lux)Fund Solutions – MSCI EMU Socially Responsible UCITS ETF(EUR)A-dis | LU062946067 | LSE | 0.25% | 4 | ||
| UB74.L | UBS(Lux)Fund Solutions – Bloomberg Barclays US 1-3 Year Treasury Bond UCITS ETF(USD)A-dis | LU132451052 | LSE | 0.25% | 4 | -1.83 | |
| UBIF.L | UBS (Lux) Fund Solutions – Bloomberg Euro Inflation Linked 1-10 UCITS ETF | LU164538036 | LSE | 0.20% | 4 | ||
| UBTS.L | UBS (Lux) Fund Solutions – Bloomberg TIPS 1-10 UCITS ETF | LU145980143 | LSE | 0.15% | 4 | +0.89 | |
| UC44.L | UBS (Lux) Fund Solutions – MSCI World Socially Responsible UCITS ETF | LU062945974 | LSE | 0.25% | 4 | -1.39 | |
| UC64.L | UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF | LU095067085 | LSE | 0.25% | 4 | +4.09 | |
| UIM1.AS | UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF | LU0136234068 | AMS | 0.25% | 4 | +3.46 | |
| UIMM.AS | UBS (Lux) Fund Solutions – MSCI World Socially Responsible UCITS ETF | LU0629459743 | AMS | 0.25% | 4 | -1.39 | |
| UIMR.AS | UBS(Lux)Fund Solutions – MSCI EMU Socially Responsible UCITS ETF(EUR)A-dis | LU0629460675 | AMS | 0.25% | 4 | -2.47 |
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.