Lyxor Index Fund - Lyxor MSCI EMU Small Cap UCITS ETF
Ticker
MMS.PA
ISIN
FR0010168773
Price
EUR 365.30
Change Today
-2.67 / -0.726 %
Price 1 year ago
335.54 / 8.869 %
Morningstar
3
52 Week Low
333.15
52 Week High
367.97
200 Day Moving Average 347.05
347.05
50-day Moving Average
349.52
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.07 |
| Sortino Ratio | -0.18 |
| Maximum Drawdown | -12.27% |
| Maximum Drawdown Date | 2023-10-25 |
| Calmar Ratio | -0.13 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.06 |
| Volatility | 11.201% |
| Alpha | +0.16 |
| Beta | None |
| R Squared | +99.99 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.496% |
| Average Annual Volatility | 5.098% |
| Sharpe Ratio | 1.86 |
| Sortino Ratio | 1.20 |
| Maximum Drawdown | -3.0% |
| Maximum Drawdown Date | 2024-04-16 |
| Calmar Ratio | -11.21 |
Company information
Summary
The investment objective of the sub-fund is to track both the upward and the downward evolution of the MSCI EMU Small Cap Net Return EUR Index (the "Index") denominated in Euro (EUR) representative of the equities of small-capitalization companies in developed countries of the European Economic and Monetary Union (EMU), while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index. The anticipated Tracking error ex-post in normal market conditions is expected to be up to 1%.
Market
FR
Category
--
Expense Ratio
0.40%
Fund family
Amundi Asset Management
Morningstar
3
Yield
0.013300001
Exchange
PAR
| Sector | Weight |
|---|---|
| Industrials | 22.12% |
| Financial services | 15.83% |
| Technology | 12.03% |
| Consumer cyclical | 10.45% |
| Realestate | 8.19% |
| Basic materials | 7.79% |
| Healthcare | 7.23% |
| Communication services | 4.84% |
| Utilities | 4.68% |
| Energy | 3.39% |
| Consumer defensive | 3.05% |
| Country | Ratio |
|---|---|
| Germany | 23.37 |
| France | 18.33 |
| Italy | 16.78 |
| Spain | 9.48 |
| Netherlands | 9.45 |
| Belgium | 7.17 |
| Finland | 6.63 |
| Austria | 4.77 |
| Portugal | 1.46 |
| Ireland | 1.19 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| IMCD | IMCD NV | 1.37% |
| ENX.PA | Euronext NV | 1.32% |
| LIGHT | Signify NV | 1.23% |
| MOCORP | Metso Outotec Corp | 1.09% |
| AER | AerCap Holdings NV | 1.01% |
| EVT.DE | Evotec SE | 0.9% |
| VALMT | Valmet Corp | 0.89% |
| BESI | BE Semiconductor Industries NV | 0.86% |
| DLG.L | Dialog Semiconductor PLC | 0.86% |
| ASRNL | ASR Nederland NV | 0.83% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| VGT | Vanguard Information Technology Index Fund | PCX | 0.10% | 5 | -5.04 | ||
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 |
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.