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Bsf Systematic Style Factor E2 Cap Eur
122.96
+0.49%
Currency: EUR
Date: 25/12/19
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 122.96 | 122.36 | EUR | 25/12/19 | +0.49 |
Terms
| Isin | LU1373035150 |
| Contract Type | N.D. |
| Currency | EUR |
| Class | E2 |
| Risk Class | 3 |
| Assogestioni Category | Fondi Flessibili |
| Declared Benchmark | 100% SOFR 3M |
| Start Date | 16/03/16 |
| Advisor Name | N.Av. |
| Fund Asset Under Management | N.Av. |
Performance
| Cumulatives | |
|---|---|
| 1 month | +1.51 |
| Ytd | +0.98 |
| 1 year | +1.62 |
| 3 years | +34.24 |
| 5 years | +79.66 |
| Yearly | |
|---|---|
| 11/30/2024 | +23.02 |
| 11/30/2023 | +9.41 |
| 11/30/2022 | +7.27 |
| 11/30/2021 | +22.87 |
| 11/30/2020 | -30.17 |
| Rating |
|---|
|
| Score |
|---|
| 65.8598 |
Company
Blackrock (Luxembourg) S.A.
35 A, avenue J.F. Kennedy L-1855 - Lussemburgo
Tel. 39 02915971
35 A, avenue J.F. Kennedy L-1855 - Lussemburgo
Tel. 39 02915971
Costs
| Entrance (ACP) | Min: 3,0000 - Max: 3,0000 |
| Management | 1.5 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Subscription
| One Solution | |
|---|---|
| Initial | 5000,0000 EUR |
| Integrative | 1000,0000 EUR |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 5000,0000 |
Costs
| Entrance (ACP) | Min: 3,0000 - Max: 3,0000 |
| Management | 1.5 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Performance
| Cumulatives | |
|---|---|
| 1 day | +0.49 |
| 1 week | +1.34 |
| 1 month | +1.51 |
| 3 months | +6.56 |
| 6 months | +8.01 |
| From the beginning of the year | +0.98 |
| 1 year | +1.62 |
| 2 years | +22.60 |
| 3 years | +34.24 |
| 4 years | +47.22 |
| 5 years | +79.66 |
| Yearly | |
|---|---|
| 11/30/2024 | +23.02 |
| 11/30/2023 | +9.41 |
| 11/30/2022 | +7.27 |
| 11/30/2021 | +22.87 |
| 11/30/2020 | -30.17 |
| Rating |
|---|
|
|
| Score |
|---|
| 65.8598 |
Efficiency Indicators
| Sharpe 1 year | 0.3123 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 0.3165 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.6727 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 0.4483 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 0.5474 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 1.2567 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +10.07 |
| 3 years | +11.06 |
| 5 years | +11.99 |
| Negative Volatility | |
|---|---|
| 1 year | +7.27 |
| 3 years | +6.36 |
| 5 years | +6.39 |
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 | 0.3165 |
| Sortino | 0.5474 |
| Bull Market | +3.53 |
| Bear Market | -3.06 |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 3 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
10,826
+3.32
3 years 15,635
5,160
+28.77
5 years 13,875
1,950
+70.76
|
10,826 | +3.32 | 5,160 | +28.77 | 1,950 | +70.76 |
|
Total Volatility
1 year 17,746
12,766
+10.07
3 years 15,635
12,055
+11.06
5 years 13,875
9,720
+11.99
|
12,766 | +10.07 | 12,055 | +11.06 | 9,720 | +11.99 |
|
Negative Volatility
1 year 17,746
13,591
+7.27
3 years 15,635
11,655
+6.36
5 years 13,875
8,463
+6.39
|
13,591 | +7.27 | 11,655 | +6.36 | 8,463 | +6.39 |
|
Sharpe Index
1 year 17,746
14,216
+0.31
3 years 15,635
12,565
+0.32
5 years 13,875
3,884
+0.67
|
14,216 | +0.31 | 12,565 | +0.32 | 3,884 | +0.67 |
|
Sortino Index
1 year 17,746
14,323
+0.45
3 years 15,635
11,995
+0.55
5 years 13,875
3,078
+1.26
|
14,323 | +0.45 | 11,995 | +0.55 | 3,884 | +1.26 |
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
810
+3.32
3 years 15,635
128
+28.77
5 years 13,875
15
+70.76
|
810 | +3.32 | 128 | +28.77 | 15 | +70.76 |
|
Total Volatility
1 year 17,746
1,247
+10.07
3 years 15,635
1,203
+11.06
5 years 13,875
873
+11.99
|
1,247 | +10.07 | 1,203 | +11.06 | 873 | +11.99 |
|
Negative Volatility
1 year 17,746
1,279
+7.27
3 years 15,635
1,098
+6.36
5 years 13,875
764
+6.39
|
1,279 | +7.27 | 1,098 | +6.36 | 764 | +6.39 |
|
Sharpe Index
1 year 17,746
1,132
+0.31
3 years 15,635
873
+0.32
5 years 13,875
128
+0.67
|
1,132 | +0.31 | 873 | +0.32 | 128 | +0.67 |
|
Sortino Index
1 year 17,746
1,126
+0.45
3 years 15,635
819
+0.55
5 years 13,875
91
+1.26
|
1,126 | +0.45 | 819 | +0.55 | 91 | +1.26 |
Data provided by 