Cohen & Steers Global Realty Majors ETF
Ticker
GRI
ISIN
US19247A100
Price
None 0.45
Change Today
+0.04 / 9.398 %
Price 1 year ago
42.14 / -98.923 %
Morningstar
-
52 Week Low
0.39
52 Week High
47.74
200 Day Moving Average 5.14
5.14
50-day Moving Average
0.54
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
Parameter | Value |
---|---|
Sharpe Ratio | -3.06 |
Sortino Ratio | -2.96 |
Maximum Drawdown | -95.14% |
1 year
Parameter | Value |
---|---|
Maximum Drawdown Date | 2024-01-04 |
Calmar Ratio | 4.35 |
Return | -31.62 |
Volatility | 84.487% |
History
Parameter | Value |
---|---|
Average Annual Return | -120.945% |
Average Annual Volatility | 169.193% |
Sharpe Ratio | -0.71 |
Sortino Ratio | -1.26 |
Maximum Drawdown | -100.0% |
Maximum Drawdown Date | 2024-05-08 |
Calmar Ratio | 1.25 |
Company information
Summary
-
Market
US
Category
-
Expense Ratio
-
Fund family
-
Morningstar
-
Yield
-
Exchange
-
Sector | Weight |
---|
None
Holdings
NoneAlternative funds
Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
---|---|---|---|---|---|---|---|
CREFX | Cohen & Steers Real Estate Securities Fund, Inc. | US191912104 | NAS | 5 | |||
CSEIX | Cohen & Steers Real Estate Securities Fund, Inc. | US191912104 | NAS | 5 | |||
CSJIX | Cohen & Steers Realty Shares Fund Class I | US74340W103 | NAS | 0.88% | 5 | ||
CSJZX | Cohen & Steers Realty Shares Fund | US74340W103 | NAS | 5 | |||
CSRIX | Cohen & Steers Institutional Realty Shares, Inc. | US19247A100 | NAS | 5 | |||
CSRSX | Cohen & Steers Realty Shares Fund | US74340W103 | NAS | 5 |
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.