Northern U.S. Quality ESG Fund

Ticker

NUESX

ISIN

US665162327

Price

USD 18.45

Change Today

+0.17 / 0.93 %

Price 1 year ago

15.31 / 20.542 %

Morningstar

4

52 Week Low

14.92

52 Week High

19.38

200 Day Moving Average 17.40

17.40

50-day Moving Average

18.84


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 1.73
Sortino Ratio 2.42
Maximum Drawdown -10.78%
Maximum Drawdown Date 2023-10-27
Calmar Ratio -1.94

1 year

Parameter Value
Return 7.54
Volatility 12.275%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 14.035%
Average Annual Volatility 20.188%
Sharpe Ratio 0.69
Sortino Ratio 0.69
Maximum Drawdown -33.0%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.43

Company information

Summary

In seeking long-term capital appreciation, the fund will invest, under normal circumstances, at least 80% of its net assets (plus borrowings for investment purposes) in equity securities of large and mid-capitalization U.S. companies that the investment adviser believes have favorable environmental, social and governance ("ESG") characteristics under a third-party vendor's rating methodology.

Market

US

Category

Large Blend

Expense Ratio

-

Fund family

-

Morningstar

4

Yield
-
Exchange
NAS
Sector Weight
Technology 24.53%
Healthcare 16.41%
Financial services 15.45%
Consumer cyclical 11.21%
Industrials 9.25%
Consumer defensive 7.06%
Communication services 6.67%
Realestate 4.06%
Energy 2.47%
Basic materials 1.23%
Utilities 1.12%
None

Holdings

Symbol Name Allocation
AAPL Apple Inc 6.42%
MSFT Microsoft Corp 6.07%
GOOGL Alphabet Inc Class A 3.62%
KO Coca-Cola Co 2.55%
MA Mastercard Inc Class A 2.13%
ADBE Adobe Inc 1.94%
JPM JPMorgan Chase & Co 1.84%
HD The Home Depot Inc 1.8%
GOOG Alphabet Inc Class C 1.72%
TSLA Tesla Inc 1.59%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
DGRW WisdomTree U.S. Quality Dividend Growth Fund IE00BZ56RD9 NGM 0.28% 5 +6.07
FNDX Schwab Fundamental U.S. Large Company Index ETF US808524771 PCX 0.25% 5 +8.30
IHI iShares U.S. Medical Devices ETF US4642888105 PCX 0.39% 5 -2.28
PAVE Global X U.S. Infrastructure Development ETF IE00BLCHJ53 BTS 0.47% 5 +23.28
SCHD Schwab U.S. Dividend Equity ETF US8085247976 PCX 0.06% 5 +7.37

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.