SPDR BOFA ML 0-5 EM $ GOV BOND
Ticker
EMH5.SW
ISIN
IE00BP46NG52
Price
CHF 24.31
Change Today
+0.23 / 0.964 %
Price 1 year ago
22.91 / 6.092 %
Morningstar
5
52 Week Low
22.31
52 Week High
24.31
200 Day Moving Average 23.48
23.48
50-day Moving Average
23.54
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -1.25 |
| Sortino Ratio | -0.97 |
| Maximum Drawdown | -3.06% |
| Maximum Drawdown Date | 2023-12-28 |
| Calmar Ratio | 6.89 |
1 year
| Parameter | Value |
|---|---|
| Return | -0.75 |
| Volatility | 1.87% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.717% |
| Average Annual Volatility | 5.692% |
| Sharpe Ratio | -0.30 |
| Sortino Ratio | -0.59 |
| Maximum Drawdown | -27.0% |
| Maximum Drawdown Date | 2024-01-08 |
| Calmar Ratio | 0.07 |
Company information
Summary
The investment objective of the Fund is to track the performance of the short maturity (0-5 year) USD-issued emerging market government bond market.
Market
CH
Category
--
Expense Ratio
0.42%
Fund family
-
Morningstar
5
Yield
-
Exchange
EBS
| Sector | Weight |
|---|
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ANGL | VanEck Fallen Angel High Yield Bond ETF | IE00BF540Z6 | NGM | 0.35% | 5 | +2.41 | |
| EMH5.L | SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | IE00BP46NG5 | LSE | 0.42% | 5 | ||
| EMH5.SW | SPDR BOFA ML 0-5 EM $ GOV BOND | IE00BP46NG52 | EBS | 0.42% | 5 | ||
| IBTA.L | iShares $ Treasury Bond 1-3yr UCITS ETF | DE000A0J207 | LSE | 0.10% | 5 | -1.74 | |
| IEF | iShares 7-10 Year Treasury Bond ETF | US4642874402 | NGM | 0.15% | 5 | -0.600 | |
| PULS | PGIM Ultra Short Bond ETF | US69344A107 | PCX | 0.15% | 5 | +0.17 | -- |
| SEMH.L | SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | IE00BP46NG5 | LSE | 0.42% | 5 | -2.54 | |
| STIP | iShares 0-5 Year TIPS Bond ETF | US46429B7477 | PCX | 0.03% | 5 | -0.32 |
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.