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Ef Equity World Smart Volatility R Eur
165.40
-0.15%
Currency: EUR
Date: 25/12/15
Trend
| Last | Previous | Currency | Date | Chng |
|---|---|---|---|---|
| 165.40 | 165.65 | EUR | 25/12/15 | -0.15 |
Terms
| Isin | LU0114064917 |
| Contract Type | Fondo Comune Inv. |
| Currency | EUR |
| Class | R |
| Risk Class | 4 |
| Assogestioni Category | Azionari Internazionali |
| Declared Benchmark | 100% MSCI World Net TR (EUR) |
| Start Date | 01/01/15 |
| Advisor Name | Eurizon Capital S.A.; Sanpaolo Imi Wealth Mgmt |
| Fund Asset Under Management | 1488,2689 at 25/11/28 |
Performance
| Cumulatives | |
|---|---|
| 1 month | +0.08 |
| Ytd | +4.51 |
| 1 year | +2.75 |
| 3 years | +40.15 |
| 5 years | +60.18 |
| Yearly | |
|---|---|
| 11/30/2024 | +20.52 |
| 11/30/2023 | +12.88 |
| 11/30/2022 | -13.51 |
| 11/30/2021 | +29.30 |
| 11/30/2020 | -1.06 |
| Rating |
|---|
|
| Score |
|---|
| 44.8466 |
Company
Eurizon Capital Sgr Lux Branch
28, boulevard kockelscheuer L-1821 - Luxembourg
Tel. N.Av.
28, boulevard kockelscheuer L-1821 - Luxembourg
Tel. N.Av.
Costs
| Entrance (ACP) | Min: 3,0000 - Max: 3,0000 |
| Management | 1.5 |
| Reimbursement | 0% |
| Administrative | 0% |
| Switch | 0% |
| Tunnel | 0 |
Subscription
| One Solution | |
|---|---|
| Initial | 500,0000 EUR |
| Integrative | 0,0000 EUR |
| Accumulation Plan | |
|---|---|
| Duration | N.Av. |
| Minimum Payment Unit | N.Av. |
| Initial Payment | 500,0000 |
Costs
| Entrance (ACP) | Min: 3,0000 - Max: 3,0000 |
| Management | 1.5 |
| Reimbursement | 0% |
| Administrative | 0% |
| Switch | 0% |
| Tunnel | 0 |
Performance
| Cumulatives | |
|---|---|
| 1 day | -0.15 |
| 1 week | -0.99 |
| 1 month | +0.08 |
| 3 months | +2.68 |
| 6 months | +8.60 |
| From the beginning of the year | +4.51 |
| 1 year | +2.75 |
| 2 years | +26.10 |
| 3 years | +40.15 |
| 4 years | +23.66 |
| 5 years | +60.18 |
| Yearly | |
|---|---|
| 11/30/2024 | +20.52 |
| 11/30/2023 | +12.88 |
| 11/30/2022 | -13.51 |
| 11/30/2021 | +29.30 |
| 11/30/2020 | -1.06 |
| Rating |
|---|
|
|
| Score |
|---|
| 44.8466 |
Efficiency Indicators
| Sharpe 1 year | 0.6773 |
| Benchmark 1 year | N.Av. |
| Sharpe 3 years | 0.7666 |
| Benchmark 3 years | N.Av. |
| Sharpe 5 years | 0.8517 |
| Benchmark 5 years | N.Av. |
| Sortino 1 year | 1.0333 |
| Benchmark 1 year | N.Av. |
| Sortino 3 years | 1.104 |
| Benchmark 3 years | N.Av. |
| Sortino 5 years | 1.3801 |
| Benchmark 5 years | N.Av. |
Absolute
| Standard Volatility | |
|---|---|
| 1 year | +13.47 |
| 3 years | +10.27 |
| 5 years | +12.01 |
| Negative Volatility | |
|---|---|
| 1 year | +8.94 |
| 3 years | +7.11 |
| 5 years | +7.38 |
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 | 0.7666 |
| Sortino | 1.104 |
| Bull Market | +6.94 |
| Bear Market | -6.85 |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
| Benchmark | N.Av. |
Three years data
| Risk Class | 4 |
General
| 1 year 17,746 | 3 years 15,635 | 5 years 13,875 | ||||
|---|---|---|---|---|---|---|
| Pos. | Chng % | Pos. | Chng % | Pos. | Chng % | |
|
Performance
1 year 17,746
10,192
+3.68
3 years 15,635
4,182
+33.27
5 years 13,875
2,590
+62.40
|
10,192 | +3.68 | 4,182 | +33.27 | 2,590 | +62.40 |
|
Total Volatility
1 year 17,746
16,927
+13.47
3 years 15,635
10,993
+10.27
5 years 13,875
9,731
+12.01
|
16,927 | +13.47 | 10,993 | +10.27 | 9,731 | +12.01 |
|
Negative Volatility
1 year 17,746
16,715
+8.94
3 years 15,635
13,035
+7.11
5 years 13,875
10,009
+7.38
|
16,715 | +8.94 | 13,035 | +7.11 | 10,009 | +7.38 |
|
Sharpe Index
1 year 17,746
10,031
+0.68
3 years 15,635
6,036
+0.77
5 years 13,875
2,027
+0.85
|
10,031 | +0.68 | 6,036 | +0.77 | 2,027 | +0.85 |
|
Sortino Index
1 year 17,746
10,171
+1.03
3 years 15,635
7,532
+1.10
5 years 13,875
2,466
+1.38
|
10,171 | +1.03 | 7,532 | +1.10 | 2,027 | +1.38 |
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
635
+3.68
3 years 15,635
570
+33.27
5 years 13,875
314
+62.40
|
635 | +3.68 | 570 | +33.27 | 314 | +62.40 |
|
Total Volatility
1 year 17,746
546
+13.47
3 years 15,635
287
+10.27
5 years 13,875
237
+12.01
|
546 | +13.47 | 287 | +10.27 | 237 | +12.01 |
|
Negative Volatility
1 year 17,746
488
+8.94
3 years 15,635
459
+7.11
5 years 13,875
295
+7.38
|
488 | +8.94 | 459 | +7.11 | 295 | +7.38 |
|
Sharpe Index
1 year 17,746
488
+0.68
3 years 15,635
515
+0.77
5 years 13,875
309
+0.85
|
488 | +0.68 | 515 | +0.77 | 309 | +0.85 |
|
Sortino Index
1 year 17,746
483
+1.03
3 years 15,635
606
+1.10
5 years 13,875
349
+1.38
|
483 | +1.03 | 606 | +1.10 | 349 | +1.38 |
Data provided by 