MULTI-UNITS LUXEMBOURG - Lyxor MSCI AC Asia Pacific Ex Japan UCITS ETF
Ticker
AEJ.PA
ISIN
LU1900068328
Price
EUR 69.60
Change Today
-0.35 / -0.498 %
Price 1 year ago
57.92 / 20.167 %
Morningstar
3
52 Week Low
56.23
52 Week High
73.44
200 Day Moving Average 65.54
65.54
50-day Moving Average
70.02
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.23 |
| Sortino Ratio | -0.50 |
| Maximum Drawdown | -2.38% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -2.01 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.25 |
| Volatility | 3.579% |
| Alpha | -0.62 |
| Beta | None |
| R Squared | +100.00 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.029% |
| Average Annual Volatility | 20.917% |
| Sharpe Ratio | 0.29 |
| Sortino Ratio | 0.23 |
| Maximum Drawdown | -56.99999999999999% |
| Maximum Drawdown Date | 2009-03-03 |
| Calmar Ratio | -0.09 |
Company information
Summary
The investment objective of the Sub-Fund is to track both the upward and the downward evolution of the MSCI AC Asia Pacific-ex Japan Net Total Return index (the “Index”) denominated in US Dollars and representative of the overall performance of large-cap and mid-cap stocks across main Asian Pacific excluding Japan, while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). The anticipated level of the tracking error under normal market conditions is expected to be up to 2%.
Market
FR
Category
Asia-Pacific ex-Japan Equity
Expense Ratio
0.60%
Fund family
Lyxor International Asset Management S.A.S.
Morningstar
3
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Financial services | 22.25% |
| Technology | 18.26% |
| Consumer cyclical | 14.24% |
| Communication services | 8.73% |
| Basic materials | 7.91% |
| Industrials | 6.43% |
| Consumer defensive | 5.42% |
| Healthcare | 5.41% |
| Realestate | 4.31% |
| Energy | 4.28% |
| Utilities | 2.15% |
| Country | Ratio |
|---|---|
| China | 30.22 |
| Australia | 16.11 |
| Taiwan | 14.22 |
| India | 12.14 |
| South Korea | 11.16 |
| Hong Kong | 5.80 |
| Singapore | 3.39 |
| Thailand | 2.01 |
| Indonesia | 1.77 |
| Malaysia | 1.36 |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 100D.L | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU165049217 | LSE | 0.15% | 4 | ||
| DAX.PA | MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF | LU0252633754 | PAR | 0.15% | 4 | -0.64 | |
| DAXX.L | MULTI-UNITS LUXEMBOURG - Lyxor DAX (DR) UCITS ETF | LU025263375 | LSE | 0.15% | 4 | -0.64 | |
| FINSW.PA | Multi Units Luxembourg - Lyxor MSCI World Financials TR UCITS ETF | LU0533032859 | PAR | 4 | +0.09 | ||
| FLOT.PA | MULTI UNITS LUXEMBOURG–Lyxor Euro Floating Rate Note UCITS ETF | LU1829218319 | PAR | 0.15% | 5 | +0.01 | |
| 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 | |
| MTB.PA | MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 3-5Y (DR) UCITS ETF | LU1650488494 | PAR | 0.17% | 4 | -1.11 | |
| MTC.PA | MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 5-7Y (DR) UCITS ETF - Acc | LU1287023003 | PAR | 0.17% | 4 | -0.24 | |
| MTD.PA | MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 7-10Y (DR) UCITS ETF | LU1287023185 | PAR | 0.17% | 4 | +0.96 | |
| MTE.PA | MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 10-15Y (DR) UCITS ETF | LU1650489385 | PAR | 0.17% | 5 | -1.06 |
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.