Lazard Global Managed Volatility Fund
Ticker
IE00B563W456.IR
ISIN
IE00B563W456
Price
USD 149.77
Change Today
+1.11 / 0.749 %
Price 1 year ago
151.88 / -1.389 %
Morningstar
4
52 Week Low
141.66
52 Week High
150.64
200 Day Moving Average 146.08
146.08
50-day Moving Average
146.08
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | -0.521% |
| Average Annual Volatility | 4.529% |
| Sharpe Ratio | -0.12 |
| Sortino Ratio | -0.34 |
| Maximum Drawdown | -6.0% |
| Maximum Drawdown Date | 2016-01-20 |
| Calmar Ratio | 3.10 |
Company information
Summary
The investment objective of the Fund is to aim to achieve long-term equity market returns. The Fund will seek to achieve its objective through investment in a well diversified, long-only equity portfolio comprised primarily of listed, publicly-traded equity securities of established companies worldwide. The Fund may also occasionally invest in financial derivative instruments (“FDI”) for efficient portfolio management purposes.
Market
US
Category
Global Large-Cap Blend Equity
Expense Ratio
-
Fund family
-
Morningstar
4
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Consumer cyclical | 15.05% |
| Industrials | 13.41% |
| Consumer defensive | 11.66% |
| Healthcare | 11.38% |
| Financial services | 9.54% |
| Utilities | 9.50% |
| Communication services | 9.26% |
| Technology | 8.57% |
| Realestate | 6.93% |
| Basic materials | 2.62% |
| Energy | 2.07% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| T | AT&T Inc | 1.81% |
| JNJ | Johnson & Johnson | 1.68% |
| MMM | 3M Co | 1.67% |
| PEP | PepsiCo Inc | 1.6% |
| LKREF.HK | Link Real Estate Investment Trust | 1.52% |
| VZ | Verizon Communications Inc | 1.51% |
| KR | The Kroger Co | 1.47% |
| AEP | American Electric Power Co Inc | 1.44% |
| SSEZF.L | SSE PLC | 1.42% |
| STOHF | Statoil ASA | 1.42% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AGGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00B3F8140 | LSE | 0.10% | 4 | ||
| FTGC | First Trust Global Tactical Commodity Strategy Fund | US33739H101 | NGM | 0.95% | 4 | +4.24 | |
| IE00B563W456.IR | Lazard Global Managed Volatility Fund | IE00B563W456 | YHD | 4 | +4.50 | +0.72 | |
| IOO | iShares Global 100 ETF | DE000A0F5UH1 | PCX | 0.40% | 5 | -0.85 | |
| IXC | iShares Global Energy ETF | US4642873412 | PCX | 0.40% | 5 | +38.88 | |
| IXJ | iShares Global Healthcare ETF | US4642873255 | PCX | 0.40% | 4 | +4.96 | |
| IXN | iShares Global Tech ETF | US4642872919 | PCX | 0.40% | 4 | -3.70 | |
| LIT | Global X Lithium & Battery Tech ETF | US37954Y855 | PCX | 0.75% | 4 | +3.12 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| PICK | iShares MSCI Global Metals & Mining Producers ETF | US46434G8481 | BTS | 0.39% | 5 | +31.51 | |
| SAGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00BDBRDM3 | LSE | 0.10% | 4 |
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.