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Index | JP Morgan Equity Risk Premia Europe Momentum Factor Long Only |
Investment focus | Equity, Europe, Momentum |
Fund size | EUR 3 m |
Total expense ratio | 0.30% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in EUR) | 0.00% |
Inception/ Listing Date | 24 June 2015 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | Amundi ETF |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | SGSS |
Investment Advisor | |
Custodian Bank | SGSS |
Revision Company | Deloitte |
Fiscal Year End | 31 October |
Swiss representative | NO |
Swiss paying agent | NO |
Tax data | Bundesanzeiger | |
Germany | Tax transparent | |
Switzerland | ESTV Reporting | |
Austria | Tax Reporting Fund | |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | J.P. Morgan |
Collateral manager | Société Générale |
Securities lending | No |
Securities lending counterparty |
YTD | +0.00% |
1 month | +0.00% |
3 months | +0.00% |
6 months | +0.00% |
1 year | +0.00% |
3 years | +14.10% |
5 years | - |
Since inception (MAX) | - |
2023 | +0.00% |
2022 | +15.50% |
2021 | -2.30% |
2020 | - |
Volatility 1 year | 0.00% |
Volatility 3 years | 6.71% |
Volatility 5 years | - |
Return per risk 1 year | - |
Return per risk 3 years | 0.67 |
Return per risk 5 years | - |
Maximum drawdown 1 year | - |
Maximum drawdown 3 years | - |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | - |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
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Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 323 | 0.25% p.a. | Accumulating | Sampling |
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (C) | 74 | 0.23% p.a. | Accumulating | Swap-based |
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) | 7 | 0.25% p.a. | Distributing | Sampling |
BNP Paribas Easy ESG Momentum Europe UCITS ETF | 2 | 0.31% p.a. | Accumulating | Swap-based |
BNP Paribas Easy ESG Momentum Europe UCITS ETF | 0 | 0.31% p.a. | Distributing | Swap-based |