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Az F.1 All. Risk Parity Factors A Cap Eur
6.811
+0.52%
Currency: EUR
Date: 26/04/22
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 6.811 | 6.776 | EUR | 26/04/22 | +0.52 |
Terms
| Isin | LU2102340044 |
| Contract Type | N.D. |
| Currency | EUR |
| Class | A |
| Risk Class | 3 |
| Assogestioni Category | Bilanciati Obbligazionari |
| Declared Benchmark | 50% MSCI AC World Index Net TR (Eur); 35% Bloomberg Global Aggregate TR Euro Hdg; 15% Bloomberg Euro Corporate Index |
| Start Date | 20/12/02 |
| Advisor Name | N.Av. |
| Fund Asset Under Management | N.Av. |
Performance
| Cumulatives | |
|---|---|
| 1 month | +4.53 |
| Ytd | +4.85 |
| 1 year | +17.88 |
| 3 years | +26.32 |
| 5 years | +32.38 |
| Yearly | |
|---|---|
| 03/31/2025 | +7.11 |
| 03/31/2024 | +6.85 |
| 03/31/2023 | +4.94 |
| 03/31/2022 | -3.13 |
| 03/31/2021 | +11.70 |
| Rating |
|---|
|
| Score |
|---|
| 78.2727 |
Company
Azimut Investments S.A.
2a, Rue Eug�ne Ruppert L-2453 - Luxembourg
Tel. N.Av.
2a, Rue Eug�ne Ruppert L-2453 - Luxembourg
Tel. N.Av.
Costs
| Entrance (ACP) | Min: 2,0000 - Max: 2,0000 |
| Management | 1.5 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Subscription
| One Solution | |
|---|---|
| Initial | 1500,0000 EUR |
| Integrative | 500,0000 EUR |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 1500,0000 |
Costs
| Entrance (ACP) | Min: 2,0000 - Max: 2,0000 |
| Management | 1.5 |
| Reimbursement | 0% |
| Administrative | N.Av. |
| Switch | N.Av. |
| Tunnel | N.D. |
Performance
| Cumulatives | |
|---|---|
| 1 day | +0.52 |
| 1 week | +1.29 |
| 1 month | +4.53 |
| 3 months | +1.85 |
| 6 months | +5.83 |
| From the beginning of the year | +4.85 |
| 1 year | +17.88 |
| 2 years | +18.27 |
| 3 years | +26.32 |
| 4 years | +21.84 |
| 5 years | +32.38 |
| Yearly | |
|---|---|
| 03/31/2025 | +7.11 |
| 03/31/2024 | +6.85 |
| 03/31/2023 | +4.94 |
| 03/31/2022 | -3.13 |
| 03/31/2021 | +11.70 |
| Rating |
|---|
|
|
| Score |
|---|
| 78.2727 |
Efficiency Indicators
| Sharpe 1 year | 0.8276 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 0.4803 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.4748 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 1.1812 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 0.6916 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 0.6977 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +7.60 |
| 3 years | +7.02 |
| 5 years | +6.54 |
| Negative Volatility | |
|---|---|
| 1 year | +5.32 |
| 3 years | +4.87 |
| 5 years | +4.45 |
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 - 26/03/31
Relative
| Sharpe | 0.4803 |
| Sortino | 0.6916 |
| Bull Market | +4.05 |
| Bear Market | -3.74 |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 3 |
General
| 1 year 17,995 | 3 years 15,871 | 5 years 14,155 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,995
6,547
+8.36
3 years 15,871
8,262
+20.22
5 years 14,155
4,805
+26.59
|
6,547 | +8.36 | 8,262 | +20.22 | 4,805 | +26.59 |
|
Total Volatility
1 year 17,995
9,786
+7.60
3 years 15,871
8,207
+7.02
5 years 14,155
4,377
+6.54
|
9,786 | +7.60 | 8,207 | +7.02 | 4,377 | +6.54 |
|
Negative Volatility
1 year 17,995
8,187
+5.32
3 years 15,871
7,705
+4.87
5 years 14,155
3,037
+4.45
|
8,187 | +5.32 | 7,705 | +4.87 | 3,037 | +4.45 |
|
Sharpe Index
1 year 17,995
5,147
+0.83
3 years 15,871
7,959
+0.48
5 years 14,155
3,086
+0.47
|
5,147 | +0.83 | 7,959 | +0.48 | 3,086 | +0.47 |
|
Sortino Index
1 year 17,995
5,555
+1.18
3 years 15,871
8,397
+0.69
5 years 14,155
3,300
+0.70
|
5,555 | +1.18 | 8,397 | +0.69 | 3,086 | +0.70 |
By Category
| 1 year 17,995 | 3 years 15,871 | 5 years 14,155 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,995
25
+8.36
3 years 15,871
57
+20.22
5 years 14,155
9
+26.59
|
25 | +8.36 | 57 | +20.22 | 9 | +26.59 |
|
Total Volatility
1 year 17,995
345
+7.60
3 years 15,871
342
+7.02
5 years 14,155
190
+6.54
|
345 | +7.60 | 342 | +7.02 | 190 | +6.54 |
|
Negative Volatility
1 year 17,995
298
+5.32
3 years 15,871
326
+4.87
5 years 14,155
131
+4.45
|
298 | +5.32 | 326 | +4.87 | 131 | +4.45 |
|
Sharpe Index
1 year 17,995
36
+0.83
3 years 15,871
91
+0.48
5 years 14,155
8
+0.47
|
36 | +0.83 | 91 | +0.48 | 8 | +0.47 |
|
Sortino Index
1 year 17,995
28
+1.18
3 years 15,871
94
+0.69
5 years 14,155
8
+0.70
|
28 | +1.18 | 94 | +0.69 | 8 | +0.70 |
Data provided by 