PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF Inc
Ticker
SSHY.L
ISIN
IE00BD26N85
Price
GBP 75.07
Change Today
-0.09 / -0.113 %
Price 1 year ago
72.14 / 4.058 %
Morningstar
4
52 Week Low
70.47
52 Week High
75.21
200 Day Moving Average 72.73
72.73
50-day Moving Average
72.67
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.19 |
| Sortino Ratio | -0.78 |
| Maximum Drawdown | -1.4% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -1.77 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.13 |
| Volatility | 2.34% |
| Alpha | +2.34 |
| Beta | None |
| R Squared | +98.37 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.232% |
| Average Annual Volatility | 13.103% |
| Sharpe Ratio | -0.09 |
| Sortino Ratio | -0.25 |
| Maximum Drawdown | -44.0% |
| Maximum Drawdown Date | 2016-02-11 |
| Calmar Ratio | 0.04 |
Company information
Summary
The investment seeks to replicate as closely as possible, before fees and expenses, the performance of the BofA Merrill Lynch 0-5 Year US High Yield Constrained index. The fund seeks to achieve the yield, volatility level, and low or negative correlations with other asset classes inherent in short maturity high yield.
Market
GB
Category
--
Expense Ratio
0.55%
Fund family
PIMCO Global Advisors (Ireland) Limited
Morningstar
4
Yield
0.0495
Exchange
LSE
| 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
| Symbol | Name | Allocation |
|---|---|---|
| ZFU21 | 5 Year Treasury Note Future Sept 21 | 2.54% |
| Caesars Entertainment Inc New 6.25% | 1.72% | |
| TRS IBOXHY/3ML INDX 09/20/21 BOA | 1.54% | |
| OneMain Financial Corporation 6.125% | 1.29% | |
| T-Mobile US, Inc. 7.875% | 1.16% | |
| Delta Air Lines Inc 2.9% | 1.12% | |
| HCA Inc. 5.875% | 1.06% | |
| United States Treasury Bills 0% | 0.97% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BAIPX | iShares Short-Term TIPS Bond Index Fund | CA46437N105 | NAS | 4 | Candriam World Alternative Alphamax C | ||
| BIIPX | iShares Short-Term TIPS Bond Index Fund Institutional Shares | US09258N8855 | NAS | 0.11% | 4 | ||
| BKIPX | iShares Short-Term TIPS Bond Index Fund Class K | NAS | 5 | ||||
| ICSH | iShares Ultra Short-Term Bond ETF | IE00BCRY6557 | BTS | 0.08% | 4 | -0.33 | |
| IE00BFG1R114.IR | Dimensional Global Short-Term Investment Grade Fixed Income Fund | IE00BFG1R114 | YHD | 4 | -1.69 | +0.40 | |
| SCHO | Schwab Short-Term U.S. Treasury ETF | US808524862 | PCX | 0.03% | 4 | -2.50 | |
| SSHY.L | PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF Inc | IE00BD26N85 | LSE | 0.55% | 4 | +2.34 | |
| STHY.L | PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF Inc | IE00BD26N85 | LSE | 0.55% | 4 | +2.34 | |
| STYC.L | PIMCO Short-Term High Yield Corporate Bond Index Source UCITS ETF USD Acc | IE00BD26N85 | LSE | 0.55% | 4 | +2.34 | |
| STYIX | Allspring Short-Term High Yield Bond Fund - Class Inst | US94987W752 | NAS | 0.51% | 5 | ||
| USTB | VictoryShares USAA Core Short-Term Bond ETF | US903288579 | NGM | 0.35% | 5 | -0.22 | |
| UTRN | Vesper U.S. Large Cap Short-Term Reversal Strategy ETF | US301505749 | PCX | 0.75% | 4 | -8.76 | -- |
| VCSH | Vanguard Short-Term Corporate Bond Index Fund | US92206C409 | NGM | 0.04% | 4 | +0.300 | |
| VGSH | Vanguard Short-Term Treasury Index Fund | US92206C102 | NGM | 0.04% | 4 | -2.48 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VUSFX | Vanguard Ultra-Short-Term Bond Fund Admiral Shares | US9220317112 | NAS | 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.