LF Lightman Investment Funds - LF Lightman European Fund R Income

Ticker

0P0001FUGM.L

ISIN

GB00BGPFJM6

Price

GBp 116.48

Change Today

+0.15 / 0.129 %

Price 1 year ago

110.05 / 5.842 %

Morningstar

5

52 Week Low

103.84

52 Week High

116.49

200 Day Moving Average 109.75

109.75

50-day Moving Average

112.27


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.58
Sortino Ratio 0.53
Maximum Drawdown -8.61%
Maximum Drawdown Date 2024-02-09
Calmar Ratio -0.82

1 year

Parameter Value
Return 2.12
Volatility 11.904%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 6.587%
Average Annual Volatility 16.79%
Sharpe Ratio 0.39
Sortino Ratio 0.23
Maximum Drawdown -17.0%
Maximum Drawdown Date 2022-07-15
Calmar Ratio -0.14

Company information

Summary

The Sub-fund aims to provide long term (in excess of 5 years) capital growth. The Sub-fund will invest at least 80% of its assets directly in the shares of companies listed and domiciled in Europe (excluding the UK). The Sub-fund may also invest, directly or indirectly, in non-European companies (which may include UK Companies), unlisted companies (both European and non-European) and hold cash and near cash. Indirect exposure will be via collective investment schemes (which may include those managed by the ACD or its associates). Not more than 5% will be invested in UK Companies. UK Companies are those companies that are domiciled, incorporated or have a significant portion of their business in the UK.

Market

GB

Category

Europe ex-UK Equity

Expense Ratio

-

Fund family

-

Morningstar

5

Yield
0.0005
Exchange
LSE
Sector Weight
Financial services 30.48%
Basic materials 17.52%
Energy 16.59%
Industrials 15.78%
Communication services 7.31%
Consumer defensive 5.10%
Healthcare 3.21%
Consumer cyclical 2.50%
Realestate 0.00%
Technology 0.00%
Utilities 0.00%
None

Holdings

Symbol Name Allocation
DBK.DE Deutsche Bank AG 3.61%
INGA ING Groep NV 3.41%
CON.DE Continental AG 3.39%
GLE.PA Societe Generale SA 3.33%
VOW3.DE Volkswagen AG Participating Preferred 3.27%
SAN.BC Banco Santander SA 2.98%
BNP.PA BNP Paribas 2.9%
MT.SA ArcelorMittal SA 2.85%
RNO.PA Renault SA 2.81%
RIO.L Rio Tinto PLC ADR 2.8%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
0P0001FGA7.L LF Lightman Investment Funds - LF Lightman European Fund I Accumulation GB00BGPFJM6 LSE 5
0P0001FGA8.L LF Lightman Investment Funds - LF Lightman European Fund R Accumulation GB00BGPFJM6 LSE 5
0P0001FUGL.L LF Lightman Investment Funds - LF Lightman European Fund I Income GB00BGPFJM6 LSE 5
0P0001FUGM.L LF Lightman Investment Funds - LF Lightman European Fund R Income GB00BGPFJM6 LSE 5
CDC VictoryShares US EQ Income Enhanced Volatility Wtd ETF US92647N824 NGM 0.36% 5 +0.36
DIVO Amplify CWP Enhanced Dividend Income ETF US032108409 PCX 0.55% 5 +6.79
FPEI First Trust Institutional Preferred Securities and Income ETF US33734X846 PCX 0.85% 5 +5.45
FUSI.L Fidelity US Quality Income ETF IE00BYXVGY3 LSE 0.35% 5 -1.06
JMST JPMorgan Ultra-Short Municipal Income ETF US46641Q654 BTS 0.18% 5 -0.99 --
JPST JPMorgan Ultra-Short Income ETF US46641Q837 PCX 0.18% 5 -0.35
VNLA Janus Henderson Short Duration Income ETF US47103U886 PCX 0.23% 5 -0.29

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.