Ellipsis Convertible Risk Adjusted PEUR
Ticker
FR0011950625.PA
ISIN
FR001195060
Price
EUR 1,071.79
Change Today
+4.35 / 0.408 %
Price 1 year ago
972.93 / 10.161 %
Morningstar
5
52 Week Low
973.90
52 Week High
1,083.10
200 Day Moving Average 1,019.08
1,019.08
50-day Moving Average
1,052.42
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.497% |
| Average Annual Volatility | 6.927% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.18 |
| Maximum Drawdown | -10.0% |
| Maximum Drawdown Date | 2016-02-11 |
| Calmar Ratio | -0.41 |
Company information
Summary
L’objectif de gestion vise à réaliser, sur une durée minimum de placement recommandée de trois ans, une performance supérieure à celle de l'indice ECI-Europe au moyen d’une gestion active directionnelle sur les obligations convertibles européennes. Le FCP cherchera à encadrer son profil de risque notamment à travers une contrainte de sensibilité moyenne aux actions inférieure à 40% de l’actif net.
Market
US
Category
Foreign Large Growth
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FR0010134106.PA | BNP Paribas Convertibles Europe I | LU0265291665 | YHD | 0.98% | 5 | -0.08 | +0.540 |
| FR0010425611.PA | Alpha Drive Global Convertibles | FR0010425611 | YHD | 2.01% | 5 | ||
| FR0011950625.PA | Ellipsis Convertible Risk Adjusted PEUR | FR001195060 | YHD | 5 | Candriam World Alternative Alphamax I EUR | ||
| IE00B28VTW35.IR | Calamos Global Funds PLC - Calamos Global Convertible Fund | IE00B28VTW35 | YHD | 2.00% | 5 | ||
| IE00BTFQZX35.IR | CQS Global Convertible Fund (UCITS) | IE00BTFQZX35 | YHD | 5 | |||
| IE00BWCGX773.IR | Polar Capital Funds PLC - Polar Capital Global Convertible Fund I EUR Hedged Accumulation | IE00BWCGX773 | ISE | 1.14% | 5 | CS Invm Fds 4 - Credit Suisse (Lux) Multi-Advisor Equity Alpha Fund IBH EUR |
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.