AXS Change Finance ESG ETF
Ticker
CHGX
ISIN
US46144X107
Price
USD 40.02
Change Today
+0.28 / 0.692 %
Price 1 year ago
31.65 / 26.445 %
Morningstar
3
52 Week Low
32.19
52 Week High
40.49
200 Day Moving Average 36.94
36.94
50-day Moving Average
39.22
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.70 |
| Sortino Ratio | 0.00 |
| Maximum Drawdown | -2.28% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -15.51 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.78 |
| Volatility | 3.584% |
| Alpha | -0.69 |
| Beta | None |
| R Squared | +98.34 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 13.868% |
| Average Annual Volatility | 19.763% |
| Sharpe Ratio | 0.70 |
| Sortino Ratio | 0.70 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.40 |
Company information
Summary
The investment seeks to track the performance, before fees and expenses, of the Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free Index. The index measures the performance of an equal-weighted portfolio of approximately 100 large-, mid-capitalization equity securities of U.S.-listed companies. The fund adviser attempts to invest all, or substantially all, of its assets in the component securities that make up the index. The adviser expects that, over time, the correlation between the fund’s performance and that of the index will be 95% or better.
Market
US
Category
Large Blend
Expense Ratio
0.49%
Fund family
AXS
Morningstar
3
Yield
0.0050999997
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 32.05% |
| Healthcare | 17.53% |
| Financial services | 16.19% |
| Industrials | 8.21% |
| Consumer cyclical | 7.79% |
| Communication services | 5.66% |
| Consumer defensive | 4.62% |
| Basic materials | 3.89% |
| Realestate | 3.02% |
| Utilities | 0.97% |
| Energy | 0.00% |
| Country | Ratio |
|---|---|
| United States | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AMD | Advanced Micro Devices Inc | 1.87% |
| AXP | American Express Co | 1.39% |
| BMY | Bristol-Myers Squibb Co | 1.39% |
| DOCU | DocuSign Inc | 1.34% |
| RL | Ralph Lauren Corp Class A | 1.24% |
| RUN | Sunrun Inc | 1.21% |
| NVDA | NVIDIA Corp | 1.19% |
| TWTR | Twitter Inc | 1.15% |
| TWLO | Twilio Inc A | 1.13% |
| ZM | Zoom Video Communications Inc | 1.13% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CHGX | AXS Change Finance ESG ETF | US46144X107 | PCX | 0.49% | 3 | -0.69 | |
| CORP | PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund | PCX | 0.20% | 3 | +2.35 | ||
| EMNT | PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | IE00BVZ6SP0 | PCX | 0.24% | 3 | -1.10 | -- |
| HYS | PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund | US72201R783 | PCX | 0.55% | 4 | +4.15 | |
| IAI | iShares U.S. Broker-Dealers & Securities Exchanges ETF | US4642887941 | PCX | 0.39% | 5 | +7.88 | |
| LDUR | PIMCO Enhanced Low Duration Active Exchange-Traded Fund | US72201R718 | PCX | 0.49% | 3 | -3.36 | |
| MINT | PIMCO Enhanced Short Maturity Active Exchange-Traded Fund | IE00BVZ6SP0 | PCX | 0.35% | 3 | -1.11 | |
| MUNI | PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund | US72201R866 | PCX | 0.35% | 3 | -0.50 | |
| SMMU | PIMCO Short Term Municipal Bond Active Exchange-Traded Fund | US72201R874 | PCX | 0.35% | 4 | -0.96 | |
| STPZ | PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund | PCX | 0.20% | 4 | -0.92 | ||
| TIPZ | PIMCO Broad U.S. TIPS Index Exchange-Traded Fund | US72201R403 | PCX | 0.20% | 3 | -1.01 |
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.