Index | iSTOXX® Europe Multi-Factor Market Neutral |
Investment focus | Equity, Europe, Multi-Factor Strategy |
Fund size | GBP 3 m |
Total expense ratio | 0.55% 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 GBP) | 7.70% |
Inception/ Listing Date | 31 October 2017 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | France |
Fund Provider | Amundi ETF |
Fund Structure | Contractual Fund |
UCITS compliance | Yes |
Administrator | CACEIS Fund Administration |
Investment Advisor | |
Custodian Bank | CACEIS BANK |
Revision Company | PWC Sellam |
Fiscal Year End | 31 December |
Swiss representative | CACEIS (Switzerland) SA |
Swiss paying agent | CACEIS Bank, Paris, succursale de Nyon / Suisse |
Germany | 30% tax rebate |
Switzerland | No ESTV Reporting |
Austria | Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Total return index |
Swap counterparty | BNP Paribas Arbitrage |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | -0.61% |
1 month | -0.39% |
3 months | -0.06% |
6 months | +1.53% |
1 year | +0.17% |
3 years | -5.39% |
5 years | -16.65% |
Since inception (MAX) | - |
2023 | +3.62% |
2022 | -7.55% |
2021 | -0.53% |
2020 | -9.52% |
Volatility 1 year | 7.70% |
Volatility 3 years | 7.77% |
Volatility 5 years | 7.97% |
Return per risk 1 year | 0.02 |
Return per risk 3 years | -0.24 |
Return per risk 5 years | -0.45 |
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 |
---|---|---|---|---|---|
gettex | EUR | SMRN | - - | - - | - |
Stuttgart Stock Exchange | EUR | SMRN | - - | - - | - |
Borsa Italiana | EUR | MKTN | MKTN IM IMKTN | MKTN.MI IMKTNINAV.PA | BNP Paribas Arbitrage |
Borsa Italiana | EUR | - | MKTN IM IMKTN | MKTN.MI IMKTNINAV.PA | BNP Paribas Arbitrage |
Euronext Paris | EUR | MKTN | MKTN FP IMKTN | MKTN.PA IMKTNINAV.PA | BNP Paribas Arbitrage |
XETRA | EUR | SMRN | SMRN GY IMKTN | SMRN.DE IMKTNINAV.PA | BNP Paribas Arbitrage |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Multifactor UCITS ETF | 202 | 0.45% p.a. | Accumulating | Sampling |
First Trust Eurozone AlphaDEX UCITS ETF Acc | 68 | 0.65% p.a. | Accumulating | Full replication |
First Trust Eurozone AlphaDEX UCITS ETF B Dist | 16 | 0.65% p.a. | Distributing | Full replication |
UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc | 12 | 0.34% p.a. | Accumulating | Full replication |
iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Dist) | 4 | 0.45% p.a. | Distributing | Sampling |