SEI Global Master Fund plc - The SEI Dynamic Asset Allocation Fund Sterling Institutional Acc
Ticker
0P00019PYH.L
ISIN
IE003065824
Price
GBp 3,573.00
Change Today
+11.00 / 0.309 %
Price 1 year ago
3,230.00 / 10.619 %
Morningstar
4
52 Week Low
3,059.00
52 Week High
3,604.00
200 Day Moving Average 3,331.67
3,331.67
50-day Moving Average
3,421.94
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.99 |
| Sortino Ratio | 61.03 |
| Maximum Drawdown | -99.03% |
| Maximum Drawdown Date | 2024-07-24 |
| Calmar Ratio | -100.16 |
1 year
| Parameter | Value |
|---|---|
| Return | 8.49 |
| Volatility | 9858.848% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.509% |
| Average Annual Volatility | 8.858% |
| Sharpe Ratio | 1.07 |
| Sortino Ratio | 0.56 |
| Maximum Drawdown | -8.0% |
| Maximum Drawdown Date | 2024-08-05 |
| Calmar Ratio | -3.92 |
Company information
Summary
-
Market
GB
Category
Global Large-Cap Value Equity
Expense Ratio
-
Fund family
-
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Technology | 15.98% |
| Financial services | 12.15% |
| Healthcare | 11.55% |
| Consumer cyclical | 8.97% |
| Industrials | 8.21% |
| Consumer defensive | 6.55% |
| Communication services | 5.85% |
| Energy | 4.28% |
| Basic materials | 3.31% |
| Utilities | 2.71% |
| Realestate | 2.41% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| CMOD.IR | Invesco Bloomberg Commodity ETF | 7.74% |
| AAPL | Apple Inc | 3.38% |
| MSFT | Microsoft Corp | 2.85% |
| AMZN | Amazon.com Inc | 2.16% |
| Trs Receive S&P 500 Wqwg Usd Tr Trs Receive S&P 500 Wqwg Usd Tr Trs Receive | 1.59% | |
| FB | Facebook Inc Class A | 1.23% |
| GOOG | Alphabet Inc Class C | 1.09% |
| GOOGL | Alphabet Inc Class A | 1.06% |
| TSLA | Tesla Inc | 0.77% |
| NVDA | NVIDIA Corp | 0.72% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P00019PYH.L | SEI Global Master Fund plc - The SEI Dynamic Asset Allocation Fund Sterling Institutional Acc | IE003065824 | LSE | 4 | |||
| AGGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00B3F8140 | LSE | 0.10% | 4 | ||
| FTGC | First Trust Global Tactical Commodity Strategy Fund | US33739H101 | NGM | 0.95% | 4 | +4.24 | |
| IOO | iShares Global 100 ETF | DE000A0F5UH1 | PCX | 0.40% | 5 | -0.85 | |
| IXC | iShares Global Energy ETF | US4642873412 | PCX | 0.40% | 5 | +38.88 | |
| IXJ | iShares Global Healthcare ETF | US4642873255 | PCX | 0.40% | 4 | +4.96 | |
| IXN | iShares Global Tech ETF | US4642872919 | PCX | 0.40% | 4 | -3.70 | |
| LIT | Global X Lithium & Battery Tech ETF | US37954Y855 | PCX | 0.75% | 4 | +3.12 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| PICK | iShares MSCI Global Metals & Mining Producers ETF | US46434G8481 | BTS | 0.39% | 5 | +31.51 | |
| SAGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00BDBRDM3 | LSE | 0.10% | 4 |
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.