BNP Paribas Funds Sustainable US Multi-Factor Equity Classic Acc
ISIN: LU1956163023
Categoria Morningstar: US Large-Cap Blend Equity
Empresa: BNP Paribas Asset Management
ISIN: LU1956163023
Categoria Morningstar: US Large-Cap Blend Equity
Empresa: BNP Paribas Asset Management
The implemented strategy aims at increasing the value of a portfolio of US 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 the United States of America. 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.
Rentabilidade anual | 1 ano | 3 anos | 5 anos | Início | 2024 | 2023 | 2022 | 2021 | 2020 |
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Rentabilidade anual: Fundo | 1 ano: 20,24 | 3 anos: 11,54 | 5 anos: 11,35 | Início: 9,19 | 2024: 10,10 | 2023: 12,42 | 2022: -9,29 | 2021: 41,53 | 2020: -3,40 |
Rentabilidade anual: Categoria | 1 ano: 25,61 | 3 anos: 10,41 | 5 anos: 13,19 | Início: - | 2024: 9,64 | 2023: 20,03 | 2022: -14,29 | 2021: 34,61 | 2020: 8,01 |
Rentabilidade anual: Percentil | 1 ano: 72,00 | 3 anos: 15,00 | 5 anos: 75,00 | Início:- | 2024: 8,00 | 2023: 90,00 | 2022: 10,00 | 2021: 5,00 | 2020: 95,00 |
Risco | Volatilidade | Rácio de Sharpe | Correlação | Beta | Alfa | Tracking error | Rácio de informação |
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Risco: 3 anos | 1 Volatilidade: 15,11 | 3 Rácio de Sharpe: 0,50 | 5 Correlação: 96,84 | Beta: 0,94 | Alfa: 1,41 | Tracking error: 4,42 | Rácio de informação: 0,26 |