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.