Ellipsis High Yield Fund Z
Ticker
FR0011758309.PA
ISIN
FR001175830
Price
EUR 11,357.30
Change Today
+6.00 / 0.053 %
Price 1 year ago
10,372.90 / 9.49 %
Morningstar
5
52 Week Low
10,130.30
52 Week High
11,357.30
200 Day Moving Average 11,026.02
11,026.02
50-day Moving Average
11,263.90
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.849% |
| Average Annual Volatility | 4.543% |
| Sharpe Ratio | 1.51 |
| Sortino Ratio | 1.16 |
| Maximum Drawdown | -4.0% |
| Maximum Drawdown Date | 2016-02-12 |
| Calmar Ratio | -1.51 |
Company information
Summary
-
Market
FR
Category
Foreign Large Growth
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
-
Exchange
PAR
| 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 | |
| BSJM | Invesco BulletShares 2022 High Yield Corporate Bond ETF | US46138J551 | NGM | 0.42% | 4 | +1.49 | +0.29 |
| BSJP | Invesco BulletShares 2025 High Yield Corporate Bond ETF | US46138J825 | NGM | 0.42% | 4 | +2.61 | |
| FDVV | Fidelity High Dividend ETF | US316092840 | PCX | 0.29% | 4 | +10.16 | |
| FR0011758309.PA | Ellipsis High Yield Fund Z | FR001175830 | PAR | 5 | |||
| HDEF | Xtrackers MSCI EAFE High Dividend Yield Equity ETF | US233051630 | PCX | 0.20% | 4 | +7.07 | |
| HYDW | Xtrackers Low Beta High Yield Bond ETF | US233051267 | PCX | 0.20% | 4 | +5.32 | |
| HYEM | VanEck Emerging Markets High Yield Bond ETF | US92189F353 | PCX | 0.40% | 4 | +2.81 | |
| HYS | PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund | US72201R783 | PCX | 0.55% | 4 | +4.15 | |
| IHYA.L | iShares $ High Yield Corp Bond UCITS ETF | IE00B66F475 | LSE | 0.55% | 4 | +2.10 | |
| LVHD | Franklin U.S. Low Volatility High Dividend Index ETF | US52468L406 | NGM | 0.27% | 4 | +6.33 | |
| PEY | Invesco High Yield Equity Dividend Achievers ETF | US46137V563 | NGM | 0.52% | 4 | +10.20 | |
| SDHA.L | iShares $ Short Duration High Yield Corp Bond UCITS ETF | IE00BCRY600 | LSE | 0.45% | 5 | +2.98 | -- |
| SHYG | iShares 0-5 Year High Yield Corporate Bond ETF | US46434V4077 | PCX | 0.30% | 4 | +4.81 | |
| SJNK | SPDR Bloomberg Short Term High Yield Bond ETF | US78468R408 | PCX | 0.40% | 4 | +4.18 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 | |
| VYMI | Vanguard International High Dividend Yield Fund | IVCUSIP9219 | NGM | 0.22% | 4 | +3.65 |
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.