Amundi Index Solutions - Amundi Index Equity Global Multi Smart Allocation Scientific Beta

Ticker

SMRT.PA

ISIN

LU1602145119

Price

EUR 522.57

Change Today

-

Price 1 year ago

513.69 / 1.729 %

Morningstar

3

52 Week Low

505.67

52 Week High

523.77

200 Day Moving Average 522.57

522.57

50-day Moving Average

522.57


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.46
Sortino Ratio -0.10
Maximum Drawdown -2.29%
Maximum Drawdown Date 2023-06-26
Calmar Ratio -1.23

1 year

Parameter Value
Treynor Ratio -
Return 0.58
Volatility 3.923%
Alpha +2.18
Beta --
R Squared +97.58

History

Parameter Value
Average Annual Return 6.971%
Average Annual Volatility 14.925%
Sharpe Ratio 0.47
Sortino Ratio 0.32
Maximum Drawdown -36.0%
Maximum Drawdown Date 2020-03-23
Calmar Ratio -0.19

Company information

Summary

To track the performance of Scientific Beta Developed Multi-Beta Multi-Strategy Four-Factor ERC Index ("the Index"), and to minimize the tracking error between the net asset value of the sub-fund and the performance of the Index.

Market

FR

Category

Global Flex-Cap Equity

Expense Ratio

0.30%

Fund family

Amundi Luxembourg S.A.

Morningstar

3

Yield
-
Exchange
PAR
Sector Weight
Technology 14.27%
Healthcare 12.64%
Financial services 11.07%
Consumer defensive 10.48%
Industrials 9.51%
Utilities 8.24%
Realestate 7.53%
Consumer cyclical 6.86%
Energy 6.64%
Communication services 5.32%
Basic materials 5.22%
Country Ratio
United States 67.24
Japan 7.05
United Kingdom 4.29
Canada 3.86
Switzerland 2.61
France 2.22
Australia 1.65
Germany 1.59
Netherlands 1.40
Singapore 1.11

Holdings

Symbol Name Allocation
WMT Walmart Inc 0.84%
ATVI Activision Blizzard Inc 0.55%
DUK Duke Energy Corp 0.52%
FB Facebook Inc A 0.48%
COST Costco Wholesale Corp 0.47%
TGT Target Corp 0.46%
CME CME Group Inc Class A 0.44%
SO Southern Co 0.44%
USB U.S. Bancorp 0.44%
D Dominion Energy Inc 0.43%

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.