Lyxor US Treasury 3-7Y (DR) UCITS ETF

Ticker

US37.L

ISIN

LU140788899

Price

USD 105.36

Change Today

-0.14 / -0.128 %

Price 1 year ago

106.93 / -1.473 %

Morningstar

5

52 Week Low

102.46

52 Week High

107.00

200 Day Moving Average 104.80

104.80

50-day Moving Average

104.84


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio -0.14
Sortino Ratio -0.91
Maximum Drawdown -3.77%
Maximum Drawdown Date 2023-10-18
Calmar Ratio 0.17

1 year

Parameter Value
Return -0.23
Volatility 4.181%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 0.789%
Average Annual Volatility 4.395%
Sharpe Ratio 0.18
Sortino Ratio -0.40
Maximum Drawdown -17.0%
Maximum Drawdown Date 2022-10-21
Calmar Ratio -0.05

Company information

Summary

The investment objective of the fund is to reflect the performance of the Bloomberg Barclays US Treasury 3-7 Year Index (hereinafter the “Benchmark Index”) denominated in USD and representative of United States “Treasury bonds” with remaining maturities between 3 and up to (but not including) 7 years - while minimising the volatility of the difference between the return of the Sub-Fund and the return of the Benchmark Index (the “Tracking Error). For monthly hedged share classes, the Sub-Fund will also use a monthly currency-hedge strategy, in order to minimize the impact of the evolution of each respective share class currency against currencies of each Index component. The anticipated level of the tracking error under normal market conditions is expected to be up to 0.10%.

Market

GB

Category

--

Expense Ratio

0.07%

Fund family

Amundi Asset Management

Morningstar

5

Yield
0.0179
Exchange
LSE
Sector Weight
Realestate 0.00%
Consumer cyclical 0.00%
Basic materials 0.00%
Consumer defensive 0.00%
Technology 0.00%
Communication services 0.00%
Financial services 0.00%
Utilities 0.00%
Industrials 0.00%
Energy 0.00%
Healthcare 0.00%
None

Holdings

Symbol Name Allocation
United States Treasury Notes 2.88% 1.99%
United States Treasury Notes 2.75% 1.89%
United States Treasury Notes 2.38% 1.83%
United States Treasury Notes 2.25% 1.73%
United States Treasury Notes 0.88% 1.7%
United States Treasury Notes 1.12% 1.7%
United States Treasury Notes 1.25% 1.7%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
IB01.L iShares $ Treasury Bond 0-1yr UCITS ETF USD (Acc) IE00BGSF1X8 LSE 1.00% 5 -0.99 --
IBTA.L iShares $ Treasury Bond 1-3yr UCITS ETF DE000A0J207 LSE 0.10% 5 -1.74
IBTU.L iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) IE00BGR7L91 LSE 1.00% 5 -0.99 --
IEF iShares 7-10 Year Treasury Bond ETF US4642874402 NGM 0.15% 5 -0.600
US37.L Lyxor US Treasury 3-7Y (DR) UCITS ETF LU140788899 LSE 0.07% 5

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.