Sanlam Managed Risk I USD Acc
Ticker
IE00B94Q3M90.IR
ISIN
IE00B94Q3M90
Price
USD 1.02
Change Today
+0.00 / 0.128 %
Price 1 year ago
1.13 / -9.957 %
Morningstar
4
52 Week Low
1.00
52 Week High
1.18
200 Day Moving Average 1.13
1.13
50-day Moving Average
1.07
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 0.591% |
| Average Annual Volatility | 10.201% |
| Sharpe Ratio | 0.06 |
| Sortino Ratio | -0.26 |
| Maximum Drawdown | -14.000000000000002% |
| Maximum Drawdown Date | 2016-01-20 |
| Calmar Ratio | -0.21 |
Company information
Summary
The investment objective of the Fund is to provide long term capital growth through exposure to world equity markets. The Fund also utilises a risk management strategy designed to reduce volatility and minimise losses in declining markets. Income will not be a consideration.
Market
US
Category
USD Flexible Allocation
Expense Ratio
0.84%
Fund family
-
Morningstar
4
Yield
-
Exchange
YHD
| Sector | Weight |
|---|---|
| Financial services | 17.17% |
| Technology | 13.54% |
| Healthcare | 13.04% |
| Consumer cyclical | 11.80% |
| Industrials | 11.40% |
| Consumer defensive | 10.50% |
| Energy | 6.40% |
| Communication services | 5.24% |
| Basic materials | 4.58% |
| Utilities | 3.31% |
| Realestate | 3.02% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Sanlam World Equity Tracker E | 113.5% | |
| E-mini S&P 500 June16 | 0.09% | |
| EURO STOXX 50 Index Future June16 | 0.01% | |
| Nikkei 225 Stock Avg Index Future June16 | 0.01% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0001H0JG.L | LF Canlife Managed 20%-60% Fund G Accumulation | GB00BJP0X42 | LSE | 4 | |||
| DMRM | DeltaShares S&P 400 Managed Risk ETF | PCX | 0.45% | 4 | |||
| FSMB | First Trust Short Duration Managed Municipal ETF | US33739P830 | PCX | 0.35% | 4 | -1.42 | -- |
| IE00B563W456.IR | Lazard Global Managed Volatility Fund | IE00B563W456 | YHD | 4 | +4.50 | +0.72 | |
| IE00B666RQ87.IR | Lyxor Epsilon Managed Futures H USD Acc | IE00B666RQ87 | YHD | 2.60% | 5 | ||
| IE00B94Q3B85.IR | Sanlam Managed Risk A USD Acc | IE00B94Q3B85 | YHD | 1.84% | 4 | +7.79 | +0.67 |
| IE00B94Q3M90.IR | Sanlam Managed Risk I USD Acc | IE00B94Q3M90 | YHD | 0.84% | 4 | +7.79 | +0.67 |
| IE00BYV12M53.IR | MGI Balanced Managed M - 8€ | IE00BYV12M53 | YHD | 5 | -0.47 | +1.11 |
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.