Freedom 100 Emerging Markets ETF
Ticker
FRDM
ISIN
US02072L607
Price
USD 33.89
Change Today
-0.02 / -0.059 %
Price 1 year ago
30.13 / 12.49 %
Morningstar
4
52 Week Low
29.51
52 Week High
37.13
200 Day Moving Average 34.16
34.16
50-day Moving Average
35.34
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.29 |
| Sortino Ratio | -0.07 |
| Maximum Drawdown | -4.91% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -2.35 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.53 |
| Volatility | 6.12% |
| Alpha | +2.76 |
| Beta | -- |
| R Squared | +88.41 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 10.023% |
| Average Annual Volatility | 22.507% |
| Sharpe Ratio | 0.45 |
| Sortino Ratio | 0.41 |
| Maximum Drawdown | -40.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.24 |
Company information
Summary
The investment seeks to track the total return performance, before fees and expenses, of the Freedom 100 Emerging Markets Index (the "index"). Under normal circumstances, at least 80% of the fund's total assets (exclusive of collateral held from securities lending) will be invested in the component securities of the index or in depositary receipts representing such component securities. The index is designed to track the performance of a portfolio of approximately 100 equity securities in emerging market countries. The fund is non-diversified.
Market
US
Category
Diversified Emerging Mkts
Expense Ratio
0.49%
Fund family
Alpha Architect
Morningstar
4
Yield
0.0091
Exchange
BTS
| Sector | Weight |
|---|---|
| Technology | 23.90% |
| Financial services | 22.47% |
| Basic materials | 19.19% |
| Communication services | 8.02% |
| Consumer cyclical | 7.79% |
| Industrials | 6.82% |
| Consumer defensive | 6.03% |
| Healthcare | 2.43% |
| Energy | 0.96% |
| Utilities | 0.90% |
| Realestate | 0.00% |
| Country | Ratio |
|---|---|
| Taiwan | 21.54 |
| South Korea | 18.65 |
| Chile | 17.60 |
| Poland | 15.13 |
| South Africa | 6.11 |
| Brazil | 5.20 |
| Indonesia | 4.96 |
| Malaysia | 4.89 |
| Mexico | 3.55 |
| Philippines | 2.37 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| TSM.TW | Taiwan Semiconductor Manufacturing Co Ltd ADR | 7.32% |
| 005930.KS | Samsung Electronics Co Ltd | 6.95% |
| BBCA | PT Bank Central Asia Tbk | 3.21% |
| 2454.TW | MediaTek Inc | 3.15% |
| PEO | Bank Polska Kasa Opieki SA | 3.11% |
| CHILE | Banco De Chile | 2.92% |
| 2317.TW | Hon Hai Precision Industry Co Ltd | 2.9% |
| COPEC | Empresas COPEC SA | 2.51% |
| DNP | Dino Polska SA | 2.5% |
| FALABELLA | Falabella SA | 2.5% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| COWZ | Pacer US Cash Cows 100 ETF | US69374H881 | BTS | 0.49% | 5 | +17.11 | |
| EQQQ.L | Invesco EQQQ NASDAQ-100 UCITS ETF | IE003207701 | LSE | 0.30% | 5 | -0.72 | |
| IOO | iShares Global 100 ETF | DE000A0F5UH1 | PCX | 0.40% | 5 | -0.85 | |
| IWF | iShares Russell 1000 Growth ETF | US4642876142 | PCX | 0.18% | 5 | -7.24 | |
| OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | US46138J619 | BTS | 0.29% | 5 | +8.87 | |
| PTNQ | Pacer Trendpilot 100 ETF | US69374H303 | NGM | 0.65% | 5 | -5.66 | |
| UST.PA | Lyxor Nasdaq-100 Ucits ETF | FR0007063177 | PAR | 0.30% | 5 | -0.600 | |
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 | |
| VUKG.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 5 | -- | -- |
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.