LF Lightman Investment Funds - LF Lightman European Fund R Income
Ticker
0P0001FUGM.L
ISIN
GB00BGPFJM6
Price
GBp 112.01
Change Today
-0.27 / -0.24 %
Price 1 year ago
110.01 / 1.817 %
Morningstar
5
52 Week Low
104.79
52 Week High
117.35
200 Day Moving Average 113.18
113.18
50-day Moving Average
113.65
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.21 |
| Sortino Ratio | -0.07 |
| Maximum Drawdown | -8.61% |
| Maximum Drawdown Date | 2024-02-09 |
| Calmar Ratio | -0.22 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.52 |
| Volatility | 9.86% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.428% |
| Average Annual Volatility | 15.803% |
| Sharpe Ratio | 0.28 |
| Sortino Ratio | 0.12 |
| Maximum Drawdown | -17.0% |
| Maximum Drawdown Date | 2022-07-15 |
| Calmar Ratio | -0.05 |
Company information
Summary
The Sub-fund aims to provide long term (in excess of 5 years) capital growth. The Sub-fund will invest at least 80% of its assets directly in the shares of companies listed and domiciled in Europe (excluding the UK). The Sub-fund may also invest, directly or indirectly, in non-European companies (which may include UK Companies), unlisted companies (both European and non-European) and hold cash and near cash. Indirect exposure will be via collective investment schemes (which may include those managed by the ACD or its associates). Not more than 5% will be invested in UK Companies. UK Companies are those companies that are domiciled, incorporated or have a significant portion of their business in the UK.
Market
GB
Category
Europe ex-UK Equity
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
0.0005
Exchange
LSE
| Sector | Weight |
|---|---|
| Financial services | 30.48% |
| Basic materials | 17.52% |
| Energy | 16.59% |
| Industrials | 15.78% |
| Communication services | 7.31% |
| Consumer defensive | 5.10% |
| Healthcare | 3.21% |
| Consumer cyclical | 2.50% |
| Realestate | 0.00% |
| Technology | 0.00% |
| Utilities | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| DBK.DE | Deutsche Bank AG | 3.61% |
| INGA | ING Groep NV | 3.41% |
| CON.DE | Continental AG | 3.39% |
| GLE.PA | Societe Generale SA | 3.33% |
| VOW3.DE | Volkswagen AG Participating Preferred | 3.27% |
| SAN.BC | Banco Santander SA | 2.98% |
| BNP.PA | BNP Paribas | 2.9% |
| MT.SA | ArcelorMittal SA | 2.85% |
| RNO.PA | Renault SA | 2.81% |
| RIO.L | Rio Tinto PLC ADR | 2.8% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0001FGA7.L | LF Lightman Investment Funds - LF Lightman European Fund I Accumulation | GB00BGPFJM6 | LSE | 5 | |||
| 0P0001FGA8.L | LF Lightman Investment Funds - LF Lightman European Fund R Accumulation | GB00BGPFJM6 | LSE | 5 | |||
| 0P0001FUGL.L | LF Lightman Investment Funds - LF Lightman European Fund I Income | GB00BGPFJM6 | LSE | 5 | |||
| 0P0001FUGM.L | LF Lightman Investment Funds - LF Lightman European Fund R Income | GB00BGPFJM6 | LSE | 5 | |||
| CDC | VictoryShares US EQ Income Enhanced Volatility Wtd ETF | US92647N824 | NGM | 0.36% | 5 | +0.36 | |
| DIVO | Amplify CWP Enhanced Dividend Income ETF | US032108409 | PCX | 0.55% | 5 | +6.79 | |
| FPEI | First Trust Institutional Preferred Securities and Income ETF | US33734X846 | PCX | 0.85% | 5 | +5.45 | |
| FUSI.L | Fidelity US Quality Income ETF | IE00BYXVGY3 | LSE | 0.35% | 5 | -1.06 | |
| JMST | JPMorgan Ultra-Short Municipal Income ETF | US46641Q654 | BTS | 0.18% | 5 | -0.99 | -- |
| JPST | JPMorgan Ultra-Short Income ETF | US46641Q837 | PCX | 0.18% | 5 | -0.35 | |
| VNLA | Janus Henderson Short Duration Income ETF | US47103U886 | PCX | 0.23% | 5 | -0.29 |
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.