IndexIQ Factors Sustainable Corporate Euro Bond
Ticker
IQEC.PA
ISIN
LU160379073
Price
EUR 23.82
Change Today
-0.05 / -0.21 %
Price 1 year ago
22.19 / 7.318 %
Morningstar
4
52 Week Low
22.27
52 Week High
23.86
200 Day Moving Average 23.23
23.23
50-day Moving Average
23.71
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.66 |
| Sortino Ratio | -0.01 |
| Maximum Drawdown | -1.19% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -17.35 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.81 |
| Volatility | 1.492% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 0.49% |
| Average Annual Volatility | 4.94% |
| Sharpe Ratio | 0.10 |
| Sortino Ratio | -0.44 |
| Maximum Drawdown | -13.0% |
| Maximum Drawdown Date | 2022-10-12 |
| Calmar Ratio | -0.04 |
Company information
Summary
The objective of the Sub-Fund is to track, before the Sub-Fund fees and expenses, the performance of Solactive Candriam Factors Sustainable Corporate Euro Bond Index (the “Benchmark”). The Benchmark and the Sub-Fund are constructed by selecting the best corporate issuers based on Candriam’s proprietary ESG analysis. This analysis assesses the exposure of each corporate issuer to key sustainable challenges including, but not limited to, climate change and resources & waste as well as the management of its stakeholders (employees, clients, society, environment, suppliers, investors). The portfolio of the Sub-Fund is highly diversified and will usually contain more than 100 bonds.
Market
FR
Category
EUR Corporate Bond
Expense Ratio
0.35%
Fund family
Candriam
Morningstar
4
Yield
0.0070999996
Exchange
PAR
| 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 |
|---|---|---|---|---|---|---|---|
| ANGL | VanEck Fallen Angel High Yield Bond ETF | IE00BF540Z6 | NGM | 0.35% | 5 | +2.41 | |
| IBTA.L | iShares $ Treasury Bond 1-3yr UCITS ETF | DE000A0J207 | LSE | 0.10% | 5 | -1.74 | |
| IEF | iShares 7-10 Year Treasury Bond ETF | US4642874402 | NGM | 0.15% | 5 | -0.600 | |
| LOUF.L | Ossiam US ESG Low Carbon Equity Factors UCITS ETF | IE00BJBLDJ4 | LSE | 0.45% | 5 | +1.82 | -- |
| OUFU.L | Ossiam US ESG Low Carbon Equity Factors UCITS ETF | IE00BJBLDJ4 | LSE | 0.45% | 5 | +1.82 | -- |
| PULS | PGIM Ultra Short Bond ETF | US69344A107 | PCX | 0.15% | 5 | +0.17 | -- |
| QEFA | SPDR MSCI EAFE StrategicFactors ETF | US78463X434 | PCX | 0.30% | 5 | +2.04 | |
| STIP | iShares 0-5 Year TIPS Bond ETF | US46429B7477 | PCX | 0.03% | 5 | -0.32 | |
| STMB | iShares Trust - iShares Factors US Mid Blend Style ETF | FI0109AADR0 | BTS | 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.