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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 |
---|---|---|---|---|---|---|---|---|
Fidelity Funds America Fund A-ACC-USD (USD) | USD | 4.23% | 2.20% | 0.81 | 0.08 | 0.05 | +0.29% | +0.19% |
Franklin U.S. Small-Mid Cap Growth Fund - N(acc) (USD) | USD | 3.32% | 4.50% | 0.26 | -0.02 | -0.01 | -0.17% | -0.06% |
Franklin U.S. Small-Mid Cap Growth Fund - A(acc) (USD) | USD | 3.32% | 4.51% | 0.26 | -0.01 | 0.01 | +0.08% | +0.01% |
Parvest Equity USA Growth (USD) | USD | 6.32% | 7.25% | 0.17 | 0.07 | 0.09 | +3.35% | +0.57% |
Schroder ISF US Small & Mid-Cap Equity A Acc (USD) | USD | 6.55% | 7.58% | 0.13 | 0.02 | 0.03 | +1.62% | +0.20% |
Schroder ISF US Large Cap A Acc (USD) | USD | 5.24% | 6.60% | 0.09 | 0.09 | 0.12 | +7.06% | +0.62% |
JPM US Equity Plus Fund JPM A (perf) (acc) (USD) | USD | 3.69% | 5.46% | 0.09 | 0.08 | 0.13 | +5.65% | +0.49% |
JPM US Select Equity Plus Fund JPM A (perf) (acc) (USD) | USD | 5.42% | 6.78% | 0.08 | 0.14 | 0.19 | +13.69% | +1.03% |
Schroder ISF US Smaller Companies A Acc (USD) | USD | 7.01% | 8.11% | 0.07 | 0.02 | 0.03 | +3.21% | +0.23% |
JPM US Select Equity Fund JPM A (acc) (USD) | USD | 5.53% | 6.88% | 0.07 | 0.13 | 0.17 | +13.08% | +0.93% |
JPM US Equity Fund JPM A (acc) (USD) | USD | 3.43% | 5.44% | 0.05 | 0.07 | 0.12 | +9.23% | +0.42% |
JPM US Growth Fund JPM A (acc) (USD) | USD | 6.47% | 7.73% | 0.04 | 0.13 | 0.16 | +25.24% | +1.06% |
JPM US Select Long-Short Equity Fund JPM A (perf) (acc) (USD) | USD | 1.91% | 4.72% | 0.03 | -0.08 | -0.16 | -12.14% | -0.31% |
JPM America Equity Fund JPM A (acc) (USD) | USD | 5.55% | 7.09% | 0.01 | 0.15 | 0.20 | +188.82% | +1.10% |
JPM US Value Fund JPM A (acc) (USD) | USD | 4.99% | 6.73% | -0.02 | 0.14 | 0.20 | -47.63% | +0.98% |
Franklin U.S. Government Fund - N(acc) (USD) | USD | 1.27% | 4.71% | -0.02 | -0.21 | -0.75 | +42.64% | -0.95% |
JPM Highbridge US STEEP Fund JPM A (perf) (acc) (USD) | USD | 3.62% | 5.89% | -0.05 | 0.02 | 0.06 | -4.16% | +0.20% |
BlackRock BGF US Small & MidCap Opportunities Fund - E2 (USD) | USD | 6.74% | 8.22% | -0.06 | 0.06 | 0.08 | -8.69% | +0.54% |
BlackRock BGF US Small & MidCap Opportunities Fund - A2 (USD) | USD | 6.74% | 8.22% | -0.06 | 0.06 | 0.09 | -9.39% | +0.58% |
JPM US Smaller Companies Fund JPM A (perf) (acc) (USD) | USD | 6.02% | 7.72% | -0.09 | 0.11 | 0.15 | -9.76% | +0.89% |
BlackRock BGF US Basic Value Fund - E2 (USD) | USD | 6.02% | 7.73% | -0.10 | 0.01 | 0.03 | -1.56% | +0.16% |
BlackRock BGF US Basic Value Fund - A2 (USD) | USD | 6.02% | 7.74% | -0.10 | 0.02 | 0.03 | -2.01% | +0.20% |
BlackRock BGF US Flexible Equity Fund - A2 (USD) | USD | 5.73% | 7.60% | -0.13 | 0.08 | 0.11 | -4.89% | +0.64% |
BlackRock BGF US Flexible Equity Fund - E2 (USD) | USD | 5.72% | 7.59% | -0.13 | 0.07 | 0.10 | -4.51% | +0.60% |
BlackRock BGF US Growth Fund - E2 (USD) | USD | 6.89% | 8.51% | -0.13 | 0.03 | 0.05 | -2.48% | +0.34% |
BlackRock BGF US Growth Fund - A2RF (USD) | USD | 6.90% | 8.52% | -0.13 | 0.04 | 0.05 | -2.80% | +0.38% |
Allianz US Equity Fund - A (USD) | USD | 3.57% | 6.28% | -0.17 | 0.03 | 0.07 | -1.41% | +0.26% |
Allianz US Equity Fund - AT (USD) | USD | 3.51% | 6.25% | -0.18 | 0.04 | 0.08 | -1.65% | +0.30% |
JPM US Small Cap Growth Fund JPM A (acc) (USD) | USD | 7.38% | 9.06% | -0.20 | 0.03 | 0.04 | -1.55% | +0.32% |
Franklin U.S. Equity Fund - N(acc) (USD) | USD | 5.09% | 7.41% | -0.23 | 0.06 | 0.10 | -2.31% | +0.55% |
Franklin U.S. Equity Fund - A(acc) (USD) | USD | 5.10% | 7.42% | -0.23 | 0.07 | 0.12 | -2.57% | +0.61% |
Franklin U.S. Opportunities Fund - N(acc) (USD) | USD | 7.12% | 9.19% | -0.35 | -0.00 | 0.01 | -0.15% | +0.07% |
Franklin U.S. Opportunities Fund - A(acc) (USD) | USD | 7.13% | 9.19% | -0.35 | 0.01 | 0.02 | -0.33% | +0.14% |
HSBC GIF Economic Scale Index US Equity EC (USD) | USD | 6.64% | 8.97% | -0.41 | 0.06 | 0.09 | -1.49% | +0.64% |
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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).