Stratégie EuroCovered Actions Matières Premières
Ticker
0P0000TF42.F
ISIN
FR001101238
Price
EUR 234.91
Change Today
-0.17 / -0.072 %
Price 1 year ago
218.02 / 7.747 %
Morningstar
2
52 Week Low
207.52
52 Week High
253.14
200 Day Moving Average 230.66
230.66
50-day Moving Average
227.62
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.42 |
| Sortino Ratio | 0.42 |
| Maximum Drawdown | -16.62% |
| Maximum Drawdown Date | 2024-09-11 |
| Calmar Ratio | -0.58 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.13 |
| Volatility | 19.2% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 15.686% |
| Average Annual Volatility | 35.783% |
| Sharpe Ratio | 0.44 |
| Sortino Ratio | 0.49 |
| Maximum Drawdown | -56.99999999999999% |
| Maximum Drawdown Date | 2020-03-20 |
| Calmar Ratio | -0.28 |
Company information
Summary
-
Market
DR
Category
Sector Equity Natural Resources
Expense Ratio
-
Fund family
-
Morningstar
2
Yield
-
Exchange
FRA
| Sector | Weight |
|---|---|
| Energy | 65.47% |
| Basic materials | 26.05% |
| Consumer defensive | 5.99% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| XOM | Exxon Mobil Corp | 9.68% |
| FCX | Freeport-McMoRan Inc | 9.62% |
| NUE | Nucor Corp | 9.25% |
| NEM | Newmont Corp | 9.13% |
| EOG | EOG Resources Inc | 4.71% |
| COP | ConocoPhillips | 4.67% |
| CVX | Chevron Corp | 4.59% |
| ADM | Archer-Daniels Midland Co | 4.46% |
| FANG | Diamondback Energy Inc | 4.38% |
| FMC | FMC Corp | 4.27% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ANX.PA | Amundi Index Solutions - Amundi Nasdaq-100 | LU1681038243 | PAR | 0.13% | 5 | -0.58 | |
| ANXU.PA | Amundi Index Solutions - Amundi Nasdaq-100 | LU1681038243 | PAR | 0.13% | 5 | -0.58 | |
| C10.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 10-15 UCITS ETF | FR0010754143 | PAR | 0.14% | 5 | -1.12 | |
| C5E.PA | Amundi ETF Stoxx Europe 50 UCITS ETF | FR0010790980 | PAR | 0.15% | 5 | +5.54 | |
| CD9.PA | Amundi Index Solutions - Amundi MSCI Europe High Dividend Factor | LU1681041973 | PAR | 0.13% | 5 | -0.02 | |
| FR0000978868.PA | Federal Multi Or et Matières Premières | FR000097886 | YHD | 2.67% | 5 | Candriam World Alternative Alphamax I EUR | |
| IE00B4L2YF59.IR | KBI Instl GESS D EUR Acc | IE00B4L2YF59 | YHD | 0.94% | 5 | -13.73 | +0.78 |
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.