Lyxor MSCI Robotics & AI
Ticker
ROAI.SW
ISIN
LU1838002480
Price
CHF 27.97
Change Today
-0.26 / -0.921 %
Price 1 year ago
24.66 / 13.423 %
Morningstar
3
52 Week Low
23.42
52 Week High
30.03
200 Day Moving Average 27.02
27.02
50-day Moving Average
28.55
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
Parameter | Value |
---|---|
Sharpe Ratio | -0.13 |
Sortino Ratio | -0.39 |
Maximum Drawdown | -10.34% |
Maximum Drawdown Date | 2023-08-18 |
Calmar Ratio | 0.26 |
1 year
Parameter | Value |
---|---|
Treynor Ratio | - |
Return | -0.49 |
Volatility | 8.568% |
Alpha | -- |
Beta | -- |
R Squared | -- |
History
Parameter | Value |
---|---|
Average Annual Return | 12.802% |
Average Annual Volatility | 25.506% |
Sharpe Ratio | 0.50 |
Sortino Ratio | 0.52 |
Maximum Drawdown | -41.0% |
Maximum Drawdown Date | 2022-12-28 |
Calmar Ratio | -0.30 |
Company information
Summary
The investment objective of the Sub-Fund is to track both the upward and the downward evolution of the MSCI ACWI IMI Robotics & AI ESG Filtered Net Total Return Index (the “Index”) denominated in US Dollars (USD), while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). The anticipated level of the Tracking Error under normal market conditions is expected to be up to 2%.
Market
CH
Category
--
Expense Ratio
0.40%
Fund family
-
Morningstar
3
Yield
-
Exchange
EBS
Sector | Weight |
---|
None
Holdings
NoneAlternative funds
Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
---|---|---|---|---|---|---|---|
ROAI.L | Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF | LU183800248 | LSE | 0.40% | 3 | -6.36 | -- |
ROAI.PA | Lyxor MSCI Robotics & AI ESG Filtered UCITS ETF | LU1838002480 | PAR | 0.40% | 3 | -6.36 | -- |
ROAI.SW | Lyxor MSCI Robotics & AI | LU1838002480 | EBS | 0.40% | 3 | -- | -- |
ROBO | Robo Global Robotics and Automation Index ETF | US301505707 | PCX | 0.95% | 3 | -0.99 | |
ROBT | First Trust Nasdaq Artificial Intelligence and Robotics ETF | US33738R720 | NGM | 0.65% | 3 | -4.44 | -- |
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.