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Russell Inv. V Multi-Asset 90 E Cap $
31.84
+0.57%
Currency: USD
Date: 25/12/19
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 31.84 | 31.66 | USD | 25/12/19 | +0.57 |
Terms
| Isin | IE00B1G4PZ27 |
| Contract Type | Fondo Comune Inv. |
| Currency | USD |
| Class | E |
| Risk Class | 5 |
| Assogestioni Category | Altri |
| Declared Benchmark | 25% Russell Global Large Cap Net; 50% Bloomberg Global Aggregate Index $ Hedged; 25% Russell Global Net |
| Start Date | 06/12/04 |
| Advisor Name | N.Av. |
| Fund Asset Under Management | 129,9730 at 18/09/28 |
Performance
| Cumulatives | |
|---|---|
| 1 month | +2.37 |
| Ytd | +4.60 |
| 1 year | +4.86 |
| 3 years | +38.18 |
| 5 years | +56.83 |
| Yearly | |
|---|---|
| 11/30/2024 | +19.66 |
| 11/30/2023 | +10.52 |
| 11/30/2022 | -11.33 |
| 11/30/2021 | +26.84 |
| 11/30/2020 | +2.66 |
| Rating |
|---|
|
| Score |
|---|
| 39.5586 |
Company
Russell Investments Ltd
Rex House - 10 Regent Street N.Av. - London
Tel. N.Av.
Rex House - 10 Regent Street N.Av. - London
Tel. N.Av.
Costs
| Entrance (ACP) | Min: 0,0000 - Max: 0,0000 |
| Management | 0 |
| Reimbursement | N.Av. |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Subscription
| One Solution | |
|---|---|
| Initial | 0,0000 USD |
| Integrative | 0,0000 USD |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 0,0000 |
Costs
| Entrance (ACP) | Min: 0,0000 - Max: 0,0000 |
| Management | 0 |
| Reimbursement | N.Av. |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Performance
| Cumulatives | |
|---|---|
| 1 day | +0.63 |
| 1 week | -0.09 |
| 1 month | +2.37 |
| 3 months | +2.99 |
| 6 months | +10.65 |
| From the beginning of the year | +4.60 |
| 1 year | +4.86 |
| 2 years | +25.80 |
| 3 years | +38.18 |
| 4 years | +25.87 |
| 5 years | +56.83 |
| Yearly | |
|---|---|
| 11/30/2024 | +19.66 |
| 11/30/2023 | +10.52 |
| 11/30/2022 | -11.33 |
| 11/30/2021 | +26.84 |
| 11/30/2020 | +2.66 |
| Rating |
|---|
|
|
| Score |
|---|
| 39.5586 |
Efficiency Indicators
| Sharpe 1 year | 0.618 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 0.6905 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.8723 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 0.9061 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 1.0322 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 1.4253 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +13.93 |
| 3 years | +10.73 |
| 5 years | +11.63 |
| Negative Volatility | |
|---|---|
| 1 year | +9.63 |
| 3 years | +7.16 |
| 5 years | +7.09 |
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 | 0.6905 |
| Sortino | 1.0322 |
| Bull Market | N.Av. |
| Bear Market | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 5 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
8,743
+4.53
3 years 15,635
4,563
+31.45
5 years 13,875
2,795
+59.68
|
8,743 | +4.53 | 4,563 | +31.45 | 2,795 | +59.68 |
|
Total Volatility
1 year 17,746
17,285
+13.93
3 years 15,635
11,570
+10.73
5 years 13,875
9,453
+11.63
|
17,285 | +13.93 | 11,570 | +10.73 | 9,453 | +11.63 |
|
Negative Volatility
1 year 17,746
17,438
+9.63
3 years 15,635
13,123
+7.16
5 years 13,875
9,536
+7.09
|
17,438 | +9.63 | 13,123 | +7.16 | 9,536 | +7.09 |
|
Sharpe Index
1 year 17,746
10,743
+0.62
3 years 15,635
7,172
+0.69
5 years 13,875
1,851
+0.87
|
10,743 | +0.62 | 7,172 | +0.69 | 1,851 | +0.87 |
|
Sortino Index
1 year 17,746
11,096
+0.91
3 years 15,635
8,142
+1.03
5 years 13,875
2,269
+1.43
|
11,096 | +0.91 | 8,142 | +1.03 | 1,851 | +1.43 |
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
3,237
+4.53
3 years 15,635
1,854
+31.45
5 years 13,875
1,220
+59.68
|
3,237 | +4.53 | 1,854 | +31.45 | 1,220 | +59.68 |
|
Total Volatility
1 year 17,746
5,922
+13.93
3 years 15,635
3,647
+10.73
5 years 13,875
2,935
+11.63
|
5,922 | +13.93 | 3,647 | +10.73 | 2,935 | +11.63 |
|
Negative Volatility
1 year 17,746
6,019
+9.63
3 years 15,635
4,245
+7.16
5 years 13,875
3,003
+7.09
|
6,019 | +9.63 | 4,245 | +7.16 | 3,003 | +7.09 |
|
Sharpe Index
1 year 17,746
3,776
+0.62
3 years 15,635
2,709
+0.69
5 years 13,875
793
+0.87
|
3,776 | +0.62 | 2,709 | +0.69 | 793 | +0.87 |
|
Sortino Index
1 year 17,746
3,881
+0.91
3 years 15,635
2,982
+1.03
5 years 13,875
959
+1.43
|
3,881 | +0.91 | 2,982 | +1.03 | 959 | +1.43 |
Data provided by 