Lyxor CAC 40 Daily (-2x) Inverse UCITS ETF
Ticker
BX4.PA
ISIN
FR0010411884
Price
EUR 0.90
Change Today
-0.01 / -1.079 %
Price 1 year ago
0.89 / 1.023 %
Morningstar
-
52 Week Low
0.70
52 Week High
0.92
200 Day Moving Average 0.80
0.80
50-day Moving Average
0.85
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.49 |
| Sortino Ratio | -0.75 |
| Maximum Drawdown | -8.81% |
| Maximum Drawdown Date | 2023-12-20 |
| Calmar Ratio | 3.09 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | -1.12 |
| Volatility | 6.745% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -15.147% |
| Average Annual Volatility | 42.577% |
| Sharpe Ratio | -0.36 |
| Sortino Ratio | -0.60 |
| Maximum Drawdown | -99.0% |
| Maximum Drawdown Date | 2024-05-15 |
| Calmar Ratio | 0.14 |
Company information
Summary
The Lyxor CAC 40 Daily (-2x) Inverse UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index CAC 40 Double Short Gross Return.The CAC 40 Double Short Gross Return tracks the performance of a strategy that combines a double inverse exposure to the CAC 40 GR with the exposure to a risk-free money market instrument. CAC 40 Double Short Gross Return reflects a strategy that yields, on a daily basis, the double inverse performance of the CAC 40 GR.Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Market
FR
Category
Trading - Leveraged/Inverse Equity
Expense Ratio
0.60%
Fund family
Amundi Asset Management
Morningstar
-
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | — |
| Canada | — |
| Argentina | — |
| Brazil | — |
| Chile | — |
| Colombia | — |
| Mexico | — |
| Peru | — |
| Venezuela | — |
| United Kingdom | — |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P000029OS.F | Seeyond Actions CAC 40 MD | FR001017734 | FRA | 5 | |||
| C40.PA | Amundi Index Solutions - Amundi CAC 40 | LU1681046931 | PAR | 0.15% | 5 | -0.44 | |
| C40.SW | AMUNDI CAC 40 ETF | LU1681046931 | EBS | 0.15% | 5 | ||
| C4D.PA | Amundi Index Solutions - Amundi CAC 40 UCITS ETF-D | LU1681047079 | PAR | 0.15% | 5 | -0.44 | |
| C4DE.SW | AMUNDI CAC 40 UCITS ETF DR D | LU1681047079 | EBS | 0.15% | 5 | ||
| CAC.PA | Lyxor CAC 40 (DR) UCITS ETF Dist | FR0007052782 | PAR | 0.25% | 5 | +0.50 | |
| CACC.PA | Lyxor CAC 40 (DR) UCITS ETF | FR0013380607 | PAR | 0.25% | 5 | +0.540 | -- |
| CACX.L | Lyxor CAC 40 (DR) UCITS ETF | FR000705278 | LSE | 0.25% | 5 | +0.50 | |
| FR0000989386.PA | ING Direct CAC 40 | FR000098938 | YHD | 2.71% | 5 | ||
| FR0010177345.PA | Seeyond Actions CAC 40 M | FR001017734 | YHD | 0.25% | 5 | ||
| FR0010465484.PA | Lyxor ETF CAC 40 (DR) I-EUR A/I | PSX | 5 | ||||
| FR0011046754.PA | Lyxor CAC Mid 60 ETF I-EUR A/I | PSX | 5 | ||||
| FR0011059286.PA | CACPAC Multi Flex | FR0011059286 | YHD | 5 |
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.