Lazard's Dividend Lowvol SRI objective is to achieve, following an SRI investment approach, a performance greater than the Euro Stoxx Index with net dividends reinvested, with a lower volatility, based on a minimum investment term of five years. In other words, the fund is aiming to enhance equity returns and minimise portfolio volatility, by means of: selection of companies with sustainable and growing dividends, solid financial structures and opportunities for cash-flow reinvestments; use of a proprietary and quantitatively based approach to obtain an ex-ante target volatility at least 25% lower than the benchmark.
Rendimento annuo | 1 anno | 3 anni | 5 anni | Inizio | 2024 | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|---|---|---|---|
Rendimento annuo: Fondo | 1 anno: 8,26 | 3 anni: 5,27 | 5 anni: 4,22 | Inizio: 3,98 | 2024: 3,51 | 2023: 7,97 | 2022: -5,27 | 2021: 17,11 | 2020: -8,96 |
Rendimento annuo: Categoria | 1 anno: 17,76 | 3 anni: 4,48 | 5 anni: 5,93 | Inizio: - | 2024: 6,98 | 2023: 13,77 | 2022: -15,27 | 2021: 21,85 | 2020: -1,07 |
Rendimento annuo: Percentile | 1 anno: 72,00 | 3 anni: 42,00 | 5 anni: 75,00 | Inizio:- | 2024: 70,00 | 2023: 83,00 | 2022: 13,00 | 2021: 73,00 | 2020: 77,00 |
Rischio | Volatilità | Sharpe Ratio | Correlazione | Beta | Alfa | Tracking error | Info Ratio |
---|---|---|---|---|---|---|---|
Rischio: 3 anni | 1 Volatilità: 11,81 | 3 Sharpe Ratio: 0,53 | 5 Correlazione: 92,33 | Beta: 0,69 | Alfa: -0,35 | Tracking error: 6,65 | Info Ratio: -0,45 |
Fonte: Morningstar.
Dati in euros.
Categoria: Eurozone Flex-Cap Equity. Data: 2024-03-26
Fonte: Morningstar.
Dati in euros.
Categoria: Eurozone Flex-Cap Equity. Data: 2024-03-26