KLS Arete Macro Fund Class R EUR Acc
Ticker
0P0001DJVR.F
ISIN
IE00BFZ11B0
Price
EUR 127.12
Change Today
-0.46 / -0.357 %
Price 1 year ago
128.19 / -0.833 %
Morningstar
-
52 Week Low
126.15
52 Week High
129.05
200 Day Moving Average 127.43
127.43
50-day Moving Average
127.43
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.65 |
| Sortino Ratio | 0.44 |
| Maximum Drawdown | -12.98% |
| Maximum Drawdown Date | 2025-04-10 |
| Calmar Ratio | -0.82 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.72 |
| Volatility | 13.581% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.362% |
| Average Annual Volatility | 2.133% |
| Sharpe Ratio | -0.64 |
| Sortino Ratio | -0.92 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2026-02-16 |
| Calmar Ratio | 5.78 |
Company information
Summary
The investment objective of the Fund is to seek to achieve total returns through capital growth and/or income generation.
Market
DR
Category
Macro Trading EUR
Expense Ratio
-
Fund family
-
Morningstar
-
Yield
-
Exchange
FRA
| Sector | Weight |
|---|---|
| Consumer cyclical | 3.44% |
| Financial services | 1.67% |
| Energy | 1.20% |
| Industrials | 1.00% |
| Consumer defensive | 0.98% |
| Healthcare | 0.89% |
| Technology | 0.55% |
| Realestate | 0.08% |
| Communication services | 0.06% |
| Basic materials | 0.03% |
| Utilities | 0.00% |
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 | |
| SUSW.L | iShares MSCI World SRI UCITS ETF EUR (Acc) | IE00BYX2JD6 | LSE | 0.20% | 5 | +1.30 |
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.