UBSETF EU LIQ CORP 1-5 EUR DIS

Ticker

CBEU5.SW

ISIN

LU1048314196

Price

CHF 13.28

Change Today

-0.01 / -0.09 %

Price 1 year ago

12.44 / 6.754 %

Morningstar

2

52 Week Low

12.38

52 Week High

13.30

200 Day Moving Average 12.96

12.96

50-day Moving Average

13.24

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 1.03
Sortino Ratio -0.04
Maximum Drawdown -1.2%
Maximum Drawdown Date 2024-01-09
Calmar Ratio -14.65

1 year

Parameter Value
Return 0.76
Volatility 2.289%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 7.351%
Average Annual Volatility 3.435%
Sharpe Ratio 2.14
Sortino Ratio 1.87
Maximum Drawdown -1.0%
Maximum Drawdown Date 2024-02-29
Calmar Ratio -7.09

Company information

Summary

The sub-fund aims to track, before expenses, the price and income performance of the Bloomberg Euro Area Liquid Corporates™ 1-5 Year Index (Total Return) (this sub-fund's "Index"). Additionally currency hedged share classes aim to reduce the impact of currency fluctuations between their reference currency and the index currency by selling currency forwards at the one-month forward rate in accordance with the hedging methodology of the Index's currency-hedged index variant as referred to in relation to each hedged share class below.

Market

CH

Category

--

Expense Ratio

0.18%

Fund family

-

Morningstar

2

Yield
-
Exchange
EBS
Sector Weight
None

Holdings

None

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
COUK.L Lyxor iBoxx £ Liquid Corporates Long Dated UCITS ETF LU140789160 LSE 0.09% 4
COUK.PA Lyxor iBoxx £ Liquid Corporates Long Dated UCITS ETF LU1407891602 PAR 0.09% 4 +0.84
HYBB.PA Lyxor iBoxx EUR Liquid High Yield BB UCITS ETF LU1215415214 PAR 0.35% 4 +0.62
IE00B04TWJ54.IR ILF GBP Liquidity Plus Class 2 IE00B04TWJ54 YHD 0.01% 5
IE00B0539B73.IR ILF GBP Liquidity Plus Class 3 IE00B0539B73 YHD 0.15% 4
IE00B07QVV83.IR Payden US Dollar Liquidity Fund (Accumulating) IE00B07QVV83 ISE 0.16% 4 -0.84 +0.10
IE00B0L53261.IR Insight Liquidity Funds plc - ILF GBP Liquidity Plus Fund IE00B0L53261 YHD 0.30% 5
IE00B24F3V65.IR Aviva Investors Sterling Liquidity Plus Fund 3 GBP Acc IE00B24F3V65 ISE 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.