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.