GMO Quality Investment Fund Class SGD Acc
Ticker
0P0001NU74.SI
ISIN
IE00B3SBSR8
Price
SGD 24.98
Change Today
-0.01 / -0.04 %
Price 1 year ago
18.78 / 33.014 %
Morningstar
5
52 Week Low
18.62
52 Week High
25.05
200 Day Moving Average 22.21
22.21
50-day Moving Average
24.36
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.40 |
| Sortino Ratio | 3.59 |
| Maximum Drawdown | -6.47% |
| Maximum Drawdown Date | 2023-10-27 |
| Calmar Ratio | -4.11 |
1 year
| Parameter | Value |
|---|---|
| Return | 8.87 |
| Volatility | 10.112% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.902% |
| Average Annual Volatility | 15.504% |
| Sharpe Ratio | 0.77 |
| Sortino Ratio | 0.97 |
| Maximum Drawdown | -20.0% |
| Maximum Drawdown Date | 2022-10-12 |
| Calmar Ratio | -0.53 |
Company information
Summary
-
Market
SG
Category
US Large-Cap Blend Equity
Expense Ratio
-
Fund family
-
Morningstar
5
Yield
-
Exchange
SES
| Sector | Weight |
|---|
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0001NU74.SI | GMO Quality Investment Fund Class SGD Acc | IE00B3SBSR8 | SES | 5 | |||
| DGRA.L | WisdomTree US Quality Dividend Growth UCITS ETF | IE00BZ56RD9 | LSE | 0.33% | 5 | ||
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| FGQD.L | Fidelity Global Quality Income ETF | IE00BYXVGZ4 | LSE | 0.45% | 5 | +0.24 | |
| FGQI.L | Fidelity Global Quality Income ETF | IE00BYXVGZ4 | LSE | 0.45% | 5 | ||
| FUQA.L | Fidelity US Quality Income ETF Acc | IE00BYXVGY3 | LSE | 0.25% | 5 | -1.06 | |
| FUSA.L | Fidelity US Quality Income ETF Acc | IE00BYXVGY3 | LSE | 0.25% | 5 | -1.06 | |
| FUSD.L | Fidelity US Quality Income ETF | IE00BYXVGY3 | LSE | 0.35% | 5 | ||
| FUSI.L | Fidelity US Quality Income ETF | IE00BYXVGY3 | LSE | 0.35% | 5 | -1.06 | |
| IEFQ.L | iShares Edge MSCI Europe Quality Factor UCITS ETF | IE00BQN1K56 | LSE | 0.25% | 5 | ||
| IHDG | WisdomTree International Hedged Quality Dividend Growth Fund | US97717X594 | PCX | 0.58% | 5 | +5.19 | |
| IQLT | iShares MSCI Intl Quality Factor ETF | IE00BP3QZ601 | PCX | 0.30% | 5 | +3.86 | |
| IWFQ.L | iShares Edge MSCI World Quality Factor UCITS ETF | IE00BP3QZ60 | LSE | 0.30% | 5 | ||
| IWQU.L | iShares Edge MSCI World Quality Factor UCITS ETF | IE00BP3QZ60 | LSE | 0.30% | 5 | ||
| JQUA | JPMorgan U.S. Quality Factor ETF | US46641Q7613 | PCX | 0.12% | 5 | +4.23 | |
| OUSM | ALPS O'Shares U.S. Small-Cap Quality Dividend ETF Shares | US00162Q395 | BTS | 0.48% | 5 | +13.62 | |
| QGRO | American Century U.S. Quality Growth ETF | US025072208 | PCX | 0.29% | 5 | +0.97 | -- |
| SPHQ | Invesco S&P 500 Quality ETF | IE00BDZCKK1 | PCX | 0.15% | 5 | -0.03 | |
| XMHQ | Invesco S&P MidCap Quality ETF | IE00BDZCKK1 | PCX | 0.25% | 5 | +10.90 |
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.