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Amundi S&P 500 Ucits Etf

ISINLU1681048804

Prezzo attuale76,57€

Asset classETF

SettoreAZIONARIO

Drawdown

Ulcer index0,0619

Ulcer performance75,08

Serenity Index5,03

Recovery Factor13,83

Max Drawdown33,59%-StrumentoBenchmark

Drawdown Medio4,23%-StrumentoBenchmark

Grafico

Periodi peggiori

Inizio
Picco
Fine
Durata
Drawdown
20 February 2020
23 March 2020
07 January 2021
322 Giorni
33,59%
17 February 2011
22 August 2011
02 January 2012
319 Giorni
20,12%
03 December 2015
11 February 2016
19 July 2016
229 Giorni
19,03%
03 January 2022
16 June 2022
16 August 2022
225 Giorni
16,84%
14 April 2015
24 August 2015
23 November 2015
223 Giorni
16,71%

Performance

Performance dalla creazione

Rendimenti

1 mese
3 mesi
6 mesi
YTD
1 anno
3 anni
5 anni
Strumento
-
-
-
-
-
-
-
Benchmark
-
-
-
-
-
-
-
Delta
-
-
-
-
-
-
-

Monthly returns

Anno
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
NOV
DEC
EOY
2010
-
-
-
-
-
-
-
-
-2.88%
+1.44%
+6.66%
+4.84%
+10.18%
2011
-1.27%
+2.64%
-2.44%
-1.69%
+1.45%
-2.38%
-0.21%
-6.27%
+1.04%
+6.55%
+0.69%
+6.52%
+3.95%
2012
+2.96%
+2.5%
+3.23%
+0.12%
-0.12%
+1.54%
+5.41%
-0.22%
-0.17%
-2.77%
+0.4%
-1.59%
+11.59%
2013
+3.52%
+5.35%
+5.24%
-0.9%
+6.09%
-2.92%
+3%
-2.82%
+0.44%
+4.56%
+2.81%
+0.18%
+26.83%
2014
-0.73%
+2.29%
+0.49%
-0.04%
+4.28%
+1.88%
+1.51%
+4.76%
+3.47%
+2.37%
+3.91%
+2.83%
+30.44%
2015
+3.84%
+6.11%
+3.2%
-3.19%
+2.63%
-3.33%
+3.13%
-7.49%
-3.01%
+10.91%
+4.36%
-3.58%
+12.77%
2016
-6.84%
+1.76%
+1.08%
-0.87%
+5.08%
-0.31%
+3.82%
+0.21%
-0.63%
+0.81%
+7.63%
+2%
+13.86%
2017
-1.01%
+6.2%
-0.57%
-1.01%
-1.94%
-0.75%
-1.13%
-0.74%
+2.53%
+4.1%
+0.49%
+0.92%
+6.98%
2018
+1.78%
-0.82%
-4.78%
+3.65%
+5.33%
+0.97%
+2.52%
+3.97%
+0.74%
-4.38%
+1%
-9.98%
-1.09%
2019
+8.55%
+4.14%
+3%
+3.95%
-4.82%
+3.92%
+5.19%
-1.88%
+3.18%
-0.4%
+5.3%
+0.84%
+34.84%
2020
+1.68%
-8.99%
-9.28%
+10.95%
+1.98%
+1.2%
+0.32%
+6.87%
-1.64%
-2.22%
+7.61%
+1.09%
+7.83%
2021
+1.25%
+3.17%
+7%
+2.61%
-1.14%
+5.67%
+2.48%
+3.58%
-2.11%
+6.13%
+2.33%
+4.39%
+41.13%
2022
-5.88%
-2.09%
+6.14%
-2.85%
-4.07%
-5.68%
+11.09%
-1.45%
-5.21%
+4.95%
-2.14%
-6.8%
-14.6%
2023
+4.45%
+1.01%
+0.25%
+0.19%
+4.11%
+1.69%
-
-
-
-
-
-
+12.19%

Best/Worst

Migliore
Peggiore
Mese
49,01%
-4,55%
Anno
41,13%
-14,60%

Indicatori

Da creazione
1 anno
3 anni
5 anni
Calmar
Strumento Benchmark
0,43 -
0,35 -
0,81 -
0,38 -
VAR 95
Strumento Benchmark
-0,02 -
-0,02 -
-0,02 -
-0,02 -
VAR 99
Strumento Benchmark
-0,02 -
-0,02 -
-0,02 -
-0,03 -
Sharpe
Strumento Benchmark
0,90 -
0,38 -
0,83 -
0,74 -
Skewness
Strumento Benchmark
-0,42 -
-0,35 -
-0,26 -
-0,54 -
Sortino
Strumento Benchmark
1,26 -
0,53 -
1,18 -
1,02 -
Sortino adj
Strumento Benchmark
0,89 -
0,37 -
0,84 -
0,72 -
Kurtosis
Strumento Benchmark
5,65 -
1,04 -
1,49 -
6,39 -
Volatilità
Strumento Benchmark
16,10% -
16,35% -
16,47% -
17,93% -

TendenzaNeutro

Indicatori

Tendenza
Cross medie mobili
SMA cross 21 50 SMA cross 50 100 SMA cross 50 200 SMA cross 100 200
BUY BUY BUY SELL
Cross medie mobili prezzo
SMA cross 100 SMA cross 200
BUY BUY
Trend following
MACD Parabolic SARSupertrend
BUY BUYBUY