Stratégie EuroCovered Actions Matières Premières
Ticker
FR0011012384.PA
ISIN
FR001101238
Price
EUR 152.22
Change Today
+0.86 / 0.568 %
Price 1 year ago
200.51 / -24.084 %
Morningstar
3
52 Week Low
126.64
52 Week High
193.41
200 Day Moving Average 160.26
160.26
50-day Moving Average
161.56
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | -8.853% |
| Average Annual Volatility | 46.792% |
| Sharpe Ratio | -0.19 |
| Sortino Ratio | -0.23 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2016-10-21 |
| Calmar Ratio | 2.09 |
Company information
Summary
La gestion du FCP est active. L’objectif de gestion consiste à obtenir une performance en euro au moins égale à celle de l’indice MSCI USA Commodity Producers Sector Capped (dividendes nets réinvestis) en dollar US, minorée des frais de gestion.
Market
US
Category
Sector Equity Natural Resources
Expense Ratio
-
Fund family
-
Morningstar
3
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Basic materials | 47.94% |
| Energy | 42.65% |
| Consumer defensive | 9.41% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NUE | Nucor Corp | 9.59% |
| XOM | Exxon Mobil Corp | 9.54% |
| AA | Alcoa Inc | 9.53% |
| MON | Monsanto Co | 9.5% |
| ADM | Archer-Daniels Midland Co | 4.83% |
| FCX | Freeport-McMoRan Inc | 4.8% |
| NEM | Newmont Mining Corp | 4.77% |
| CVX | Chevron Corp | 4.74% |
| CF | CF Industries Holdings Inc | 4.54% |
| MOS | The Mosaic Co | 4.54% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ANX.PA | Amundi Index Solutions - Amundi Nasdaq-100 | LU1681038243 | PAR | 0.13% | 5 | -0.58 | |
| ANXU.PA | Amundi Index Solutions - Amundi Nasdaq-100 | LU1681038243 | PAR | 0.13% | 5 | -0.58 | |
| C10.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 10-15 UCITS ETF | FR0010754143 | PAR | 0.14% | 5 | -1.12 | |
| C5E.PA | Amundi ETF Stoxx Europe 50 UCITS ETF | FR0010790980 | PAR | 0.15% | 5 | +5.54 | |
| CD9.PA | Amundi Index Solutions - Amundi MSCI Europe High Dividend Factor | LU1681041973 | PAR | 0.13% | 5 | -0.02 | |
| FR0000978868.PA | Federal Multi Or et Matières Premières | FR000097886 | YHD | 2.67% | 5 | Candriam World Alternative Alphamax I EUR | |
| IE00B4L2YF59.IR | KBI Instl GESS D EUR Acc | IE00B4L2YF59 | YHD | 0.94% | 5 | -13.73 | +0.78 |
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.