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Analiza portfelowa: ocena ryzyka funduszy inwestycyjnych
Fundusze zagraniczne: Akcji: Akcji amerykańskich
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Nazwa | Waluta | Odch. standardowe | Tracking Error | Beta | IR | Sharpe | Treynor | Jensen |
---|---|---|---|---|---|---|---|---|
Schroder ISF US Smaller Companies A Acc (USD) | USD | 7.01% | 8.96% | -0.30 | 0.05 | 0.03 | -0.82% | +0.19% |
Schroder ISF US Small & Mid-Cap Equity A Acc (USD) | USD | 6.55% | 8.70% | -0.33 | 0.05 | 0.03 | -0.64% | +0.15% |
Schroder ISF US Large Cap A Acc (USD) | USD | 5.24% | 7.70% | -0.31 | 0.11 | 0.12 | -2.04% | +0.57% |
Parvest Equity USA Growth (USD) | USD | 6.32% | 7.52% | 0.07 | 0.10 | 0.09 | +8.55% | +0.60% |
JPM US Value Fund JPM A (acc) (USD) | USD | 4.99% | 6.78% | -0.04 | 0.17 | 0.20 | -24.90% | +0.98% |
JPM US Smaller Companies Fund JPM A (perf) (acc) (USD) | USD | 6.02% | 7.18% | 0.10 | 0.15 | 0.15 | +8.61% | +0.91% |
JPM US Small Cap Growth Fund JPM A (acc) (USD) | USD | 7.38% | 8.46% | 0.06 | 0.06 | 0.04 | +5.53% | +0.33% |
JPM US Select Long-Short Equity Fund JPM A (perf) (acc) (USD) | USD | 1.91% | 4.21% | 0.13 | -0.03 | -0.16 | -2.26% | -0.28% |
JPM US Select Equity Plus Fund JPM A (perf) (acc) (USD) | USD | 5.42% | 7.37% | -0.14 | 0.17 | 0.19 | -7.65% | +1.02% |
JPM US Select Equity Fund JPM A (acc) (USD) | USD | 5.53% | 7.37% | -0.11 | 0.15 | 0.17 | -8.84% | +0.92% |
JPM US Growth Fund JPM A (acc) (USD) | USD | 6.47% | 8.16% | -0.13 | 0.15 | 0.16 | -7.96% | +1.04% |
JPM US Equity Plus Fund JPM A (perf) (acc) (USD) | USD | 3.69% | 5.99% | -0.07 | 0.11 | 0.13 | -7.34% | +0.48% |
JPM US Equity Fund JPM A (acc) (USD) | USD | 3.43% | 5.82% | -0.06 | 0.11 | 0.13 | -6.70% | +0.42% |
JPM Highbridge US STEEP Fund JPM A (perf) (acc) (USD) | USD | 3.62% | 5.12% | 0.16 | 0.08 | 0.06 | +1.29% | +0.24% |
JPM America Equity Fund JPM A (acc) (USD) | USD | 5.55% | 7.34% | -0.09 | 0.18 | 0.20 | -12.18% | +1.09% |
HSBC GIF Economic Scale Index US Equity EC (USD) | USD | 6.64% | 8.52% | -0.22 | 0.09 | 0.09 | -2.78% | +0.58% |
Franklin U.S. Small-Mid Cap Growth Fund - N(acc) (USD) | USD | 3.32% | 5.95% | -0.12 | 0.02 | -0.01 | +0.30% | -0.06% |
Franklin U.S. Small-Mid Cap Growth Fund - A(acc) (USD) | USD | 3.32% | 5.95% | -0.12 | 0.04 | 0.01 | -0.21% | +0.00% |
Franklin U.S. Opportunities Fund - N(acc) (USD) | USD | 7.12% | 9.03% | -0.28 | 0.03 | 0.01 | -0.21% | +0.01% |
Franklin U.S. Opportunities Fund - A(acc) (USD) | USD | 7.13% | 9.03% | -0.28 | 0.03 | 0.02 | -0.44% | +0.07% |
Franklin U.S. Government Fund - N(acc) (USD) | USD | 1.27% | 4.71% | -0.03 | -0.16 | -0.74 | +35.46% | -0.95% |
Franklin U.S. Equity Fund - N(acc) (USD) | USD | 5.09% | 5.62% | 0.34 | 0.13 | 0.11 | +1.57% | +0.60% |
Franklin U.S. Equity Fund - A(acc) (USD) | USD | 5.10% | 5.63% | 0.35 | 0.14 | 0.12 | +1.75% | +0.67% |
Fidelity Funds America Fund A-ACC-USD (USD) | USD | 4.25% | 2.19% | 0.82 | 0.09 | 0.01 | +0.03% | +0.17% |
BlackRock BGF US Small & MidCap Opportunities Fund - E2 (USD) | USD | 6.74% | 8.19% | -0.06 | 0.09 | 0.08 | -9.72% | +0.53% |
BlackRock BGF US Small & MidCap Opportunities Fund - A2 (USD) | USD | 6.74% | 8.20% | -0.06 | 0.09 | 0.09 | -10.44% | +0.58% |
BlackRock BGF US Growth Fund - E2 (USD) | USD | 6.89% | 8.18% | 0.00 | 0.06 | 0.05 | +663.65% | +0.34% |
BlackRock BGF US Growth Fund - A2RF (USD) | USD | 6.90% | 8.19% | 0.00 | 0.07 | 0.06 | +479.00% | +0.38% |
BlackRock BGF US Flexible Equity Fund - E2 (USD) | USD | 5.72% | 7.31% | -0.03 | 0.11 | 0.10 | -19.08% | +0.59% |
BlackRock BGF US Flexible Equity Fund - A2 (USD) | USD | 5.73% | 7.32% | -0.03 | 0.11 | 0.11 | -19.79% | +0.63% |
BlackRock BGF US Basic Value Fund - E2 (USD) | USD | 6.02% | 7.63% | -0.06 | 0.05 | 0.03 | -2.49% | +0.15% |
BlackRock BGF US Basic Value Fund - A2 (USD) | USD | 6.02% | 7.64% | -0.06 | 0.05 | 0.03 | -3.18% | +0.19% |
Allianz US Equity Fund - AT (USD) | USD | 3.51% | 4.97% | 0.18 | 0.10 | 0.09 | +1.70% | +0.33% |
Allianz US Equity Fund - A (USD) | USD | 3.57% | 5.00% | 0.18 | 0.09 | 0.07 | +1.42% | +0.29% |
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Prezentowane dane opierają się na popularnych wskaźnikach analizy portfelowej i nie są rekomendacją w rozumieniu przepisów Rozporządzenia Ministra Finansów z dnia 19 października 2005 r. w sprawie informacji stanowiących rekomendacje dotyczące instrumentów finansowych lub ich emitentów (Dz. U. z 2005 r. Nr 206, poz. 1715).