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Bsf Systematic Style Factor E2 Cap Eur Hdg
109.41
-0.22%
Currency: EUR
Date: 25/12/22
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 109.41 | 109.65 | EUR | 25/12/22 | -0.22 |
Terms
| Isin | LU1373035234 |
| Contract Type | N.D. |
| Currency | EUR |
| Class | E2H |
| 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 | +2.82 |
| Ytd | +11.20 |
| 1 year | +12.32 |
| 3 years | +40.29 |
| 5 years | +58.96 |
| Yearly | |
|---|---|
| 11/30/2024 | +13.88 |
| 11/30/2023 | +11.24 |
| 11/30/2022 | -0.26 |
| 11/30/2021 | +12.68 |
| 11/30/2020 | -24.45 |
| Rating |
|---|
|
| Score |
|---|
| 81.4036 |
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 | -0.22 |
| 1 week | +0.45 |
| 1 month | +2.82 |
| 3 months | +5.13 |
| 6 months | +9.43 |
| From the beginning of the year | +11.20 |
| 1 year | +12.32 |
| 2 years | +25.83 |
| 3 years | +40.29 |
| 4 years | +41.52 |
| 5 years | +58.96 |
| Yearly | |
|---|---|
| 11/30/2024 | +13.88 |
| 11/30/2023 | +11.24 |
| 11/30/2022 | -0.26 |
| 11/30/2021 | +12.68 |
| 11/30/2020 | -24.45 |
| Rating |
|---|
|
|
| Score |
|---|
| 81.4036 |
Efficiency Indicators
| Sharpe 1 year | 1.1137 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 1.0196 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.8228 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 2.3286 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 2.0264 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 1.6291 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +6.19 |
| 3 years | +6.28 |
| 5 years | +7.09 |
| Negative Volatility | |
|---|---|
| 1 year | +3.01 |
| 3 years | +3.15 |
| 5 years | +3.56 |
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 | 1.0196 |
| Sortino | 2.0264 |
| Bull Market | +0.45 |
| Bear Market | -0.49 |
| 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
4,056
+11.19
3 years 15,635
3,629
+35.86
5 years 13,875
3,385
+52.80
|
4,056 | +11.19 | 3,629 | +35.86 | 3,385 | +52.80 |
|
Total Volatility
1 year 17,746
7,504
+6.19
3 years 15,635
5,592
+6.28
5 years 13,875
5,513
+7.09
|
7,504 | +6.19 | 5,592 | +6.28 | 5,513 | +7.09 |
|
Negative Volatility
1 year 17,746
6,234
+3.01
3 years 15,635
3,521
+3.15
5 years 13,875
1,594
+3.56
|
6,234 | +3.01 | 3,521 | +3.15 | 1,594 | +3.56 |
|
Sharpe Index
1 year 17,746
5,499
+1.11
3 years 15,635
2,850
+1.02
5 years 13,875
2,332
+0.82
|
5,499 | +1.11 | 2,850 | +1.02 | 2,332 | +0.82 |
|
Sortino Index
1 year 17,746
4,140
+2.33
3 years 15,635
2,356
+2.03
5 years 13,875
1,498
+1.63
|
4,140 | +2.33 | 2,356 | +2.03 | 2,332 | +1.63 |
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
112
+11.19
3 years 15,635
46
+35.86
5 years 13,875
48
+52.80
|
112 | +11.19 | 46 | +35.86 | 48 | +52.80 |
|
Total Volatility
1 year 17,746
812
+6.19
3 years 15,635
577
+6.28
5 years 13,875
413
+7.09
|
812 | +6.19 | 577 | +6.28 | 413 | +7.09 |
|
Negative Volatility
1 year 17,746
533
+3.01
3 years 15,635
328
+3.15
5 years 13,875
167
+3.56
|
533 | +3.01 | 328 | +3.15 | 167 | +3.56 |
|
Sharpe Index
1 year 17,746
352
+1.11
3 years 15,635
79
+1.02
5 years 13,875
45
+0.82
|
352 | +1.11 | 79 | +1.02 | 45 | +0.82 |
|
Sortino Index
1 year 17,746
247
+2.33
3 years 15,635
65
+2.03
5 years 13,875
20
+1.63
|
247 | +2.33 | 65 | +2.03 | 20 | +1.63 |
Data provided by 