Ofi Risk Arb Absolu I
Ticker
FR0011025188.PA
ISIN
FR001005816
Price
-
Change Today
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Price 1 year ago
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Morningstar
-
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
1 year
History
NoneCompany information
Summary
L’objectif de gestion du Fonds est de réaliser une performance supérieure ou égale à EONIA sur la durée de placement recommandée, par la mise en place d’une stratégie décorrélée des principales classes d’actifs, avec une volatilité de l’ordre de 5%.
Market
US
Category
Event Driven
Expense Ratio
-
Fund family
-
Morningstar
-
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Industrials | 45.21% |
| Technology | 29.31% |
| Financial services | 12.72% |
| Consumer cyclical | 7.09% |
| Consumer defensive | 4.85% |
| Healthcare | 0.64% |
| Utilities | 0.11% |
| Realestate | 0.06% |
| Basic materials | 0.00% |
| Communication services | 0.00% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Ofi Trésor ISR A/I | 9.44% | |
| PCP | Precision Castparts Corp | 4.54% |
| ASDOF.MI | Ansaldo Sts SpA | 4.41% |
| Bt Fonciere D 16/03/2016 | 2.08% | |
| Bt Gecina 21/03/2016 | 1.92% | |
| Bt Zodiac Aer 31/03/2016 | 1.92% | |
| Cd Bpce 19/10/2016 Ois +0.26 | 1.92% | |
| Cd Natixis 21/10/2016 Ois +0.26 | 1.92% | |
| SLH | Solera Holdings Inc | 1.82% |
| KING | King Digital Entertainment PLC | 1.8% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DRSK | Aptus Defined Risk ETF | US26922A388 | BTS | 0.79% | 4 | +1.07 | -- |
| FR0011950609.PA | Ellipsis Convertible Risk Adjusted IEUR | FR001195060 | YHD | 5 | Candriam World Alternative Alphamax C EUR | ||
| FR0011950617.PA | Ellipsis Convertible Risk Adjusted Fund | FR001195060 | YHD | 5 | Candriam World Alternative Alphamax C EUR | ||
| IE00B4MP9036.IR | GAM Star Barclays Dvrs Risk Prma EUR | IE00B4MP9036 | YHD | 4 | -0.77 | -0.38 | |
| IE00B6VLJM88.IR | GAM Star Fund plc - GAM Systematic Alternative Risk Premia | IE00B6VLJM88 | YHD | 4 | -1.04 | -0.31 | |
| IE00B7CPQ474.IR | GAM Star Barclays Dvrs Risk Prma GBP | IE00B7CPQ474 | ISE | 4 | |||
| IE00B94Q3B85.IR | Sanlam Managed Risk A USD Acc | IE00B94Q3B85 | YHD | 1.84% | 4 | +7.79 | +0.67 |
| IE00B94Q3M90.IR | Sanlam Managed Risk I USD Acc | IE00B94Q3M90 | YHD | 0.84% | 4 | +7.79 | +0.67 |
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.