BNP Paribas Funds Sustainable Europe Multi-Factor Equity I EUR Capitalisation
- -Buena relación rentabilidad/riesgo
ISIN: LU1956135914
Categoría Morningstar: Europe Flex-Cap Equity
Empresa: BNP Paribas Asset Management
ISIN: LU1956135914
Categoría Morningstar: Europe Flex-Cap Equity
Empresa: BNP Paribas Asset Management
The implemented strategy aims at increasing the value of a portfolio of European equities , issued primarily by socially responsible companies, over the medium term using a systematic security selection approach combining several factor styles. At all times, this sub-fund invests at least 75% of its assets in equities and/or equity equivalent securities issued by companies that have their registered offices or conduct the majority of their business activities in Europe. The remaining portion, namely a maximum of 25% of its assets, may be invested in other equities, debt securities and money market instruments, provided that investments in debt securities of any kind do not exceed 15% of its assets, and up to 10% of its assets may be invested in UCITS or UCIs. The portfolio is built based on a systematic approach, combining several equity factor criterions such as value, quality, low-volatility and momentum.
Rentabilidad anual | 1 año | 3 años | 5 años | Inicio | 2024 | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|---|---|---|---|
Rentabilidad anual: Fondo | 1 año: 12,78 | 3 años: 9,57 | 5 años: 7,49 | Inicio: 8,34 | 2024: 8,06 | 2023: 19,29 | 2022: -11,04 | 2021: 28,32 | 2020: -8,81 |
Rentabilidad anual: Categoría | 1 año: 7,56 | 3 años: 1,98 | 5 años: 4,88 | Inicio: - | 2024: 4,03 | 2023: 13,15 | 2022: -16,51 | 2021: 21,43 | 2020: 2,08 |
Rentabilidad anual: Percentil | 1 año: 13,00 | 3 años: 8,00 | 5 años: 25,00 | Inicio:- | 2024: 22,00 | 2023: 14,00 | 2022: 27,00 | 2021: 16,00 | 2020: 86,00 |
Riesgo | Volatilidad | Ratio Sharpe | Correlación | Beta | Alfa | Tracking error | Info Ratio |
---|---|---|---|---|---|---|---|
Riesgo: 3 años | 1 Volatilidad: 13,08 | 3 Ratio Sharpe: 0,73 | 5 Correlación: 97,41 | Beta: 0,93 | Alfa: 1,44 | Tracking error: 3,07 | Info Ratio: 0,33 |