SPDR S&P/ASX 200 Resources Fund
Ticker
OZR.AX
ISIN
IE00B6YX5C3
Price
None 12.21
Change Today
+0.15 / 1.244 %
Price 1 year ago
13.14 / -7.085 %
Morningstar
5
52 Week Low
11.18
52 Week High
14.03
200 Day Moving Average 12.64
12.64
50-day Moving Average
12.55
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.83 |
| Sortino Ratio | 0.22 |
| Maximum Drawdown | -3.95% |
| Maximum Drawdown Date | 2024-01-08 |
| Calmar Ratio | -9.79 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.45 |
| Volatility | 5.473% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.171% |
| Average Annual Volatility | 22.868% |
| Sharpe Ratio | 0.23 |
| Sortino Ratio | 0.16 |
| Maximum Drawdown | -64.0% |
| Maximum Drawdown Date | 2016-01-20 |
| Calmar Ratio | -0.07 |
Company information
Summary
NA
Market
AU
Category
US Large-Cap Blend Equity
Expense Ratio
0.40%
Fund family
State Street Global Advisors (Aus) Ltd
Morningstar
5
Yield
0.1454
Exchange
-
| Sector | Weight |
|---|
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0001KURQ.SI | Mercer Global Small Cap Equity Fund A1 0.0200 SGD H Acc | IE00BD0PZQ6 | SES | 5 | |||
| FR0007490560.PA | Elan 2004 | US284131208 | YHD | 1.51% | 5 | Candriam World Alternative Alphamax I EUR | |
| IWY | iShares Russell Top 200 Growth ETF | US4642894384 | PCX | 0.20% | 5 | -9.01 | |
| OMFS | Invesco Russell 2000 Dynamic Multifactor ETF | BTS | 0.39% | 5 | +7.41 | ||
| OZR.AX | SPDR S&P/ASX 200 Resources Fund | IE00B6YX5C3 | 0.40% | 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.