Lyxor UK Government Bond 0-5Y (DR) UCITS ETF
Ticker
GIL5.L
ISIN
LU165048849
Price
GBP 17.36
Change Today
-0.01 / -0.058 %
Price 1 year ago
16.66 / 4.202 %
Morningstar
5
52 Week Low
16.65
52 Week High
17.40
200 Day Moving Average 17.10
17.10
50-day Moving Average
17.30
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.63 |
| Sortino Ratio | -1.98 |
| Maximum Drawdown | -0.5% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -24.43 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.42 |
| Volatility | 0.808% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 0.332% |
| Average Annual Volatility | 2.157% |
| Sharpe Ratio | 0.15 |
| Sortino Ratio | -1.26 |
| Maximum Drawdown | -9.0% |
| Maximum Drawdown Date | 2022-09-27 |
| Calmar Ratio | -0.05 |
Company information
Summary
The investment objective of is to reflect the performance of the FTSE Actuaries UK Conventional Gilts Up To 5 Years index (hereinafter the “Benchmark Index”) denominated in GBP and representative of UK government bonds (“Gilts”) with remaining maturities up to 5 years - while minimising the volatility of the difference between the return of the Sub-Fund and the return of the Benchmark Index (the “Tracking Error”). For monthly hedged share classes, the Sub-Fund will also use a monthly currency-hedge strategy, in order to minimize the impact of the evolution of each respective share class currency against currencies of each Index component. The anticipated level of the tracking error under normal market conditions is expected to be up to 0.10%.
Market
GB
Category
GBP Government Bond
Expense Ratio
0.05%
Fund family
Amundi Asset Management
Morningstar
5
Yield
0.0228
Exchange
LSE
| 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
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| GIL5.L | Lyxor UK Government Bond 0-5Y (DR) UCITS ETF | LU165048849 | LSE | 0.05% | 5 | ||
| MI10.PA | Lyxor Index Fund - Lyxor EuroMTS 10Y Italy BTP Government Bond (DR) UCITS ETF | LU1598691217 | PAR | 0.17% | 5 | -1.63 | |
| MI13.PA | Lyxor Index Fund - Lyxor EuroMTS 1-3Y Italy BTP Government Bond (DR) UCITS ETF | LU1598691050 | PAR | 0.17% | 5 | +0.02 | |
| MTE.PA | MULTI-UNITS LUXEMBOURG - Lyxor Euro Government Bond 10-15Y (DR) UCITS ETF | LU1650489385 | PAR | 0.17% | 5 | -1.06 | |
| SEMH.L | SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | IE00BP46NG5 | LSE | 0.42% | 5 | -2.54 |
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.