You are in:
Home page ›
Funds
› Funds not listed
› Foreign Funds › Nat. Am Conservative Risk Parity Re/A Cap Eur
Nat. Am Conservative Risk Parity Re/A Cap Eur
107.62
+0.15%
Currency: EUR
Date: 25/12/18
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 107.62 | 107.46 | EUR | 25/12/18 | +0.15 |
Terms
| Isin | LU0935227883 |
| Contract Type | Fondo Comune Inv. |
| Currency | EUR |
| Class | RE/A |
| Risk Class | 2 |
| Assogestioni Category | Bilanciati Obbligazionari |
| Declared Benchmark | 100% EONIA |
| Start Date | 13/06/17 |
| Advisor Name | N.Av. |
| Fund Asset Under Management | N.Av. |
Performance
| Cumulatives | |
|---|---|
| 1 month | +0.20 |
| Ytd | +3.62 |
| 1 year | +3.67 |
| 3 years | +7.80 |
| 5 years | -2.98 |
| Yearly | |
|---|---|
| 11/30/2024 | +3.05 |
| 11/30/2023 | +2.18 |
| 11/30/2022 | -10.97 |
| 11/30/2021 | -0.40 |
| 11/30/2020 | +0.12 |
| Rating |
|---|
|
| Score |
|---|
| 24.1667 |
Company
Natixis Investment Man. Int.
43 Avenue Pierre Mend�s 75013 - Paris
Tel. N.Av.
43 Avenue Pierre Mend�s 75013 - Paris
Tel. N.Av.
Costs
| Entrance (ACP) | Min: 2,0000 - Max: 2,0000 |
| Management | 2 |
| Reimbursement | 0% |
| Administrative | 0,2% |
| Switch | N.Av. |
| Tunnel | 0 |
Subscription
| One Solution | |
|---|---|
| Initial | 0,0000 EUR |
| Integrative | 0,0000 EUR |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 0,0000 |
Costs
| Entrance (ACP) | Min: 2,0000 - Max: 2,0000 |
| Management | 2 |
| Reimbursement | 0% |
| Administrative | 0,2% |
| Switch | N.Av. |
| Tunnel | 0 |
Performance
| Cumulatives | |
|---|---|
| 1 day | +0.15 |
| 1 week | +0.00 |
| 1 month | +0.20 |
| 3 months | +0.58 |
| 6 months | +2.40 |
| From the beginning of the year | +3.62 |
| 1 year | +3.67 |
| 2 years | +7.56 |
| 3 years | +7.80 |
| 4 years | -2.69 |
| 5 years | -2.98 |
| Yearly | |
|---|---|
| 11/30/2024 | +3.05 |
| 11/30/2023 | +2.18 |
| 11/30/2022 | -10.97 |
| 11/30/2021 | -0.40 |
| 11/30/2020 | +0.12 |
| Rating |
|---|
|
|
| Score |
|---|
| 24.1667 |
Efficiency Indicators
| Sharpe 1 year | 0.8486 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 0.0193 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | -0.3164 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 1.2736 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 0.0208 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | -0.4195 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +3.07 |
| 3 years | +4.37 |
| 5 years | +4.82 |
| Negative Volatility | |
|---|---|
| 1 year | +2.13 |
| 3 years | +3.15 |
| 5 years | +3.73 |
Benchmark
| Standard Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
| Negative Volatility | |
|---|---|
| 1 year | N.Av. |
| 3 years | N.Av. |
| 5 years | N.Av. |
Updated Monthly - 25/11/28
Relative
| Sharpe | 0.0193 |
| Sortino | 0.0208 |
| Bull Market | +1.46 |
| Bear Market | -2.55 |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 2 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
10,457
+3.54
3 years 15,635
15,798
+7.03
5 years 13,875
14,040
-1.96
|
10,457 | +3.54 | 15,798 | +7.03 | 14,040 | -1.96 |
|
Total Volatility
1 year 17,746
3,981
+3.07
3 years 15,635
2,652
+4.37
5 years 13,875
1,472
+4.82
|
3,981 | +3.07 | 2,652 | +4.37 | 1,472 | +4.82 |
|
Negative Volatility
1 year 17,746
4,346
+2.13
3 years 15,635
3,517
+3.15
5 years 13,875
1,795
+3.73
|
4,346 | +2.13 | 3,517 | +3.15 | 1,795 | +3.73 |
|
Sharpe Index
1 year 17,746
8,021
+0.85
3 years 15,635
15,812
+0.02
5 years 13,875
15,344
-0.32
|
8,021 | +0.85 | 15,812 | +0.02 | 15,344 | -0.32 |
|
Sortino Index
1 year 17,746
8,527
+1.27
3 years 15,635
15,829
+0.02
5 years 13,875
15,261
-0.42
|
8,527 | +1.27 | 15,829 | +0.02 | 15,344 | -0.42 |
By Category
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
179
+3.54
3 years 15,635
363
+7.03
5 years 13,875
305
-1.96
|
179 | +3.54 | 363 | +7.03 | 305 | -1.96 |
|
Total Volatility
1 year 17,746
58
+3.07
3 years 15,635
89
+4.37
5 years 13,875
46
+4.82
|
58 | +3.07 | 89 | +4.37 | 46 | +4.82 |
|
Negative Volatility
1 year 17,746
76
+2.13
3 years 15,635
164
+3.15
5 years 13,875
69
+3.73
|
76 | +2.13 | 164 | +3.15 | 69 | +3.73 |
|
Sharpe Index
1 year 17,746
147
+0.85
3 years 15,635
365
+0.02
5 years 13,875
332
-0.32
|
147 | +0.85 | 365 | +0.02 | 332 | -0.32 |
|
Sortino Index
1 year 17,746
149
+1.27
3 years 15,635
365
+0.02
5 years 13,875
333
-0.42
|
149 | +1.27 | 365 | +0.02 | 333 | -0.42 |
Data provided by 