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.