Northern Trust Euro Fundamental Idx A
Ticker
IE00BRYG9J40.IR
ISIN
IE00BRYG9J40
Price
EUR 8.85
Change Today
-0.04 / -0.44 %
Price 1 year ago
10.74 / -17.569 %
Morningstar
5
52 Week Low
8.31
52 Week High
11.19
200 Day Moving Average 10.04
10.04
50-day Moving Average
9.93
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | -19.833% |
| Average Annual Volatility | 15.591% |
| Sharpe Ratio | -1.27 |
| Sortino Ratio | -0.94 |
| Maximum Drawdown | -23.0% |
| Maximum Drawdown Date | 2016-01-20 |
| Calmar Ratio | 2.85 |
Company information
Summary
The investment objective of the Fund is to closely match the risk and return of the FTSE RAFI (Research Affiliates Fundamental Index) Europe Index - QSR (the Index) with net dividends reinvested. Any change of Index shall only be made with the prior approval of the Unitholders.
Market
US
Category
Europe Large-Cap Value Equity
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
0.028800001
Exchange
YHD
| Sector | Weight |
|---|---|
| Financial services | 25.47% |
| Energy | 13.05% |
| Industrials | 10.44% |
| Consumer defensive | 9.59% |
| Consumer cyclical | 8.92% |
| Basic materials | 8.72% |
| Healthcare | 7.22% |
| Utilities | 7.05% |
| Communication services | 6.59% |
| Technology | 2.09% |
| Realestate | 0.85% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BPAQF.L | BP PLC | 2.82% |
| RYDAF.L | Royal Dutch Shell PLC Class A | 2.5% |
| TTFNF.PA | Total SA | 2.38% |
| HBCYF.L | HSBC Holdings PLC | 2.19% |
| BCDRF.BC | Banco Santander SA | 2.01% |
| NSRGF | Nestle SA | 1.7% |
| RYDBF.L | Royal Dutch Shell PLC B | 1.61% |
| VODPF.L | Vodafone Group PLC | 1.53% |
| ALIZF.DE | Allianz SE | 1.41% |
| EIPAF.MI | Eni SpA | 1.29% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| IE00BRYG9J40.IR | Northern Trust Euro Fundamental Idx A | IE00BRYG9J40 | YHD | 5 | -6.07 | +0.96 | |
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 |
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.