Covéa Multi Immobilier I

Ticker

0P0000JSPO.F

ISIN

FR000093986

Price

EUR 166.79

Change Today

-2.15 / -1.273 %

Price 1 year ago

142.85 / 16.759 %

Morningstar

4

52 Week Low

146.68

52 Week High

181.71

200 Day Moving Average 166.39

166.39

50-day Moving Average

175.68

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 1.00
Sortino Ratio 1.34
Maximum Drawdown -8.35%
Maximum Drawdown Date 2024-11-13
Calmar Ratio -1.74

1 year

Parameter Value
Return 4.52
Volatility 13.714%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 1.297%
Average Annual Volatility 16.414%
Sharpe Ratio 0.08
Sortino Ratio -0.09
Maximum Drawdown -38.0%
Maximum Drawdown Date 2022-10-12
Calmar Ratio -0.03

Company information

Summary

-

Market

DR

Category

Property - Indirect Eurozone

Expense Ratio

0.40%

Fund family

-

Morningstar

4

Yield
-
Exchange
FRA
Sector Weight
Realestate 64.57%
Industrials 21.02%
Basic materials 2.93%
Consumer cyclical 2.24%
Communication services 0.24%
Healthcare 0.13%
Technology 0.08%
Financial services 0.04%
Consumer defensive 0.00%
Utilities 0.00%
Energy 0.00%
None

Holdings

Symbol Name Allocation
Oddo BHF Immobilier CI-EUR 16.61%
Covéa Sécurité GC 13.52%
DPAM Capital B Real Estate EMU Sus F 9.59%
JPM Global Rel Est Secs (EUR) I(acc) 8.18%
IPRP.IR iShares European Prpty Yld ETF EUR Dist 6.85%
Allianz Foncier MC 6.7%
SU.PA Schneider Electric SE 5.97%
GREAL BNPP E FTSE EPRA Nt Dv Er UK Gn ETF Acc 5.85%
DPAM Capital B Rl Ett EMU Div Sus F 5.45%
LR.PA Legrand SA 4.12%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
0P0000JSPO.F Covéa Multi Immobilier I FR000093986 FRA 0.40% 4
DAX.PA MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF LU0252633754 PAR 0.15% 4 -0.64
DEUS Xtrackers Russell US Multifactor ETF US233051481 PCX 0.17% 4 +7.72
FLQM Franklin U.S. Mid Cap Multifactor Index ETF US35473P686 BTS 0.30% 5 +8.96
GDMA Alpha Architect Gadsden Dynamic Multi-Asset ETF US02072L870 PCX 0.87% 4 -9.75 --
ISCF iShares MSCI Intl Small-Cap Multifactor ETF US46434V2667 PCX 0.40% 4 +1.81
JHMH John Hancock Multifactor Health Care ETF US47804J503 PCX 0.40% 4 +3.38 +0.88
JHMM John Hancock Multifactor Mid Cap ETF US47804J2069 PCX 0.41% 4 +7.67
L100.L MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF LU165049217 LSE 0.15% 4
L100.PA MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF LU1650492173 PAR 0.30% 4 +2.67
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF PCX 0.39% 4 +3.06
MFEM PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF US72202L389 PCX 0.51% 4 -8.82
OMFL Invesco Russell 1000 Dynamic Multifactor ETF US46138J619 BTS 0.29% 5 +8.87
OMFS Invesco Russell 2000 Dynamic Multifactor ETF BTS 0.39% 5 +7.41
PSMB Invesco Balanced Multi-Asset Allocation ETF US46090A200 BTS 0.32% 4 +1.10
REZ iShares Residential and Multisector Real Estate ETF US4642885622 PCX 0.48% 4 -10.11
SMLF iShares MSCI USA Small-Cap Multifactor ETF US46435G4331 PCX 0.30% 4 +13.55
USMF WisdomTree U.S. Multifactor Fund US97717Y857 BTS 0.28% 4 +5.68

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.