SciBeta HFI US Equity 6F EW (USD) UCITS ETF/ IE00BKKLKJ11 /
| NAV2024-06-24 | Chg.+1.0000 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 134.8700USD | +0.75% | reinvestment | Equity ETF Stocks | MSIM Fund M. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | - | - | -16.45 | 10.85 | 6.12 | -0.29 | 5.36 | 3.58 | -2.61 | -1.36 | 11.60 | 2.25 | - |
| 2021 | -0.24 | 2.63 | 6.06 | 4.46 | 1.82 | 0.87 | 1.69 | 2.52 | -5.25 | 6.11 | -1.99 | 5.77 | +26.60% |
| 2022 | -4.63 | -2.51 | 3.05 | -7.60 | 1.43 | -10.45 | 8.42 | -3.42 | -11.53 | 11.99 | 6.28 | -4.87 | -15.65% |
| 2023 | 5.86 | -4.44 | 1.62 | 1.32 | -4.30 | 6.25 | 3.24 | -2.30 | -4.47 | -3.50 | 9.19 | 6.20 | +14.21% |
| 2024 | 0.55 | 4.15 | 4.88 | -5.86 | 3.37 | 1.19 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 10.75% | 10.71% | 12.17% | 17.95% | -% |
| Sharpe ratio | 1.35 | 1.50 | 1.25 | 0.06 | - |
| Best month | +6.20% | +6.20% | +9.19% | +11.99% | +11.99% |
| Worst month | -5.86% | -5.86% | -5.86% | -11.53% | -16.45% |
| Maximum loss | -6.19% | -6.19% | -11.93% | -25.50% | - |
| Outperformance | - | - | - | - | - |
All quotes in USD
Performance
| YTD | +8.16% | ||
|---|---|---|---|
| 6 Months | +9.42% | ||
| 1 Year | +18.88% | ||
| 3 Years | +15.27% | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | +33.87% | ||
| Year | |||
| 2023 | +14.21% | ||
| 2022 | -15.65% | ||
| 2021 | +26.60% | ||
