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

None

Alternative 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.