Lyxor MSCI China A (DR) UCITS ETF
Ticker
CNAA.L
ISIN
FR001172091
Price
USD 143.88
Change Today
+2.26 / 1.596 %
Price 1 year ago
156.21 / -7.887 %
Morningstar
4
52 Week Low
120.75
52 Week High
156.29
200 Day Moving Average 136.82
136.82
50-day Moving Average
138.30
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -1.32 |
| Sortino Ratio | -2.20 |
| Maximum Drawdown | -18.26% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | 1.54 |
1 year
| Parameter | Value |
|---|---|
| Return | -5.83 |
| Volatility | 13.944% |
| Alpha | -0.12 |
| Beta | None |
| R Squared | +97.11 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.665% |
| Average Annual Volatility | 33.707% |
| Sharpe Ratio | 0.26 |
| Sortino Ratio | 0.23 |
| Maximum Drawdown | -52.0% |
| Maximum Drawdown Date | 2018-10-18 |
| Calmar Ratio | -0.18 |
Company information
Summary
The Lyxor Fortune SG MSCI China A (DR) UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index MSCI China A Onshore Net Return Index USD.The MSCI China A Onshore Net Return Index USD Index is representative of the performance of the A Shares market, i.e. securities issued by large and mid-cap companies formed in the People's Republic of China (excluding Hong Kong) that are traded on the Shanghai and Shenzhen stock markets and listed in Chinese yuan (CNY).Lyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Market
GB
Category
China Equity - A Shares
Expense Ratio
0.35%
Fund family
Amundi Asset Management
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Financial services | 17.55% |
| Industrials | 16.71% |
| Consumer defensive | 16.45% |
| Technology | 13.07% |
| Basic materials | 10.32% |
| Healthcare | 9.09% |
| Consumer cyclical | 8.17% |
| Energy | 2.98% |
| Realestate | 1.78% |
| Utilities | 1.72% |
| Communication services | 0.92% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| 600519 | Kweichow Moutai Co Ltd | 5.85% |
| 300750 | Contemporary Amperex Technology Co Ltd Class A | 2.69% |
| 000858 | Wuliangye Yibin Co Ltd | 2.68% |
| 600036 | China Merchants Bank Co Ltd | 2.52% |
| 601318 | Ping An Insurance (Group) Co. of China Ltd | 1.55% |
| 601888 | China Tourism Group Duty Free Corp Ltd Class A | 1.33% |
| 300760 | Shenzhen Mindray Bio-Medical Electronics Co Ltd | 1.31% |
| 601012 | LONGi Green Energy Technology Co Ltd Class A | 1.1% |
| 002594 | BYD Co Ltd Class A | 1.09% |
| 600900 | China Yangtze Power Co Ltd | 1.05% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CBON | VanEck China Bond ETF | US92189F379 | PCX | 0.51% | 5 | +1.32 | |
| CHIE | Global X MSCI China Energy ETF | US37950E507 | PCX | 0.67% | 4 | +35.27 | |
| CNAA.L | Lyxor MSCI China A (DR) UCITS ETF | FR001172091 | LSE | 0.35% | 4 | -0.12 | |
| CNYA | iShares MSCI China A ETF | IE00BQT3WG13 | BTS | 0.60% | 4 | -7.21 | |
| CNYA.L | iShares MSCI China A UCITS ETF | IE00BQT3WG1 | LSE | 0.40% | 4 | ||
| CNYB.AS | iShares China CNY Bond UCITS ETF | IE00BYPC1H27 | AMS | 0.40% | 5 | +0.08 | -- |
| CNYB.L | iShares China CNY Bond UCITS ETF | IE00BYPC1H2 | LSE | 0.40% | 5 | +0.08 | -- |
| EMXC | iShares MSCI Emerging Markets ex China ETF | IE00B0M6317 | NGM | 0.25% | 4 | -8.49 | |
| IASH.L | iShares MSCI China A UCITS ETF | IE00BQT3WG1 | LSE | 0.40% | 4 | ||
| KBA | KraneShares Bosera MSCI China A 50 Connect Index ETF | US500767405 | PCX | 0.56% | 4 | -7.27 | |
| KGRN | KraneShares MSCI China Clean Technology ETF | US500767850 | PCX | 0.78% | 4 | -9.83 | |
| XCEM | Columbia EM Core ex-China ETF | US19762B202 | PCX | 0.16% | 4 | -4.77 |
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.