Category: SICAV
The Fund is an index-tracking UCITS passively managed. The investment objective of the Fund is to track both the upward and downward evolution of the S&P 500 ® Net Total Return Index (net dividends reinvested) (the "Benchmark Index"), denominated in US Dollars, while minimizing the volatility of the difference between the return of the Fund and the return of the Benchmark Index (the "Tracking Error"). The anticipated level of Tracking Error in normal market conditions is indicated in the prospectus. Additional information about the Benchmark Index can be found https://us.spindices.com/ The Fund seeks to achieve its objective via indirect replication by entering into an over-the-counter swap contract (financial derivative instrument, the “FDI”).The Fund may also invest in a diversified portfolio of international equities, whose performance will be exchanged against the performance of the benchmark Index via the FDI. Updated composition of the Fund holdings is available on www.lyxoretf.com. In addition, the indicative net asset value is published on the Reuters and Bloomberg pages of the Fund, and might also be mentioned on the websites of the stock exchanges where the Fund is listed. The share currency is the Euro (EUR). Invested financial instruments: FDI, international equities. Dividend policy: the Fund's amounts available for distribution (if any) will be distributed. Net Asset Value: is calculated daily provided that the relevant stock exchanges are open for trading and orders can be covered. Redemptions: investors are able to redeem their shares on the primary market every valuation day before 18:30 Europe/Luxembourg and sell their shares on the secondary market at any time during trading hours on the Fund listing places.
Closing Price 26/02/2021 | 32.48 |
Morningstar category | US Large-Cap Blend Equity |
Currency | EUR |
Distribution status | Distributing |
ISIN | LU0496786574 |
Inception Date | 26/03/2010 |
Minimum initial amount | - |
Exchange Name | XETRA |
Ticker | LYPS |
Custody fee | None |
Ongoing charge | 0.09% of which none is paid to MeDirect |
Address | Lyxor International Asset Management S.A.S. 17, cours Valmy Puteaux 92800 France |
Manager Name | Sébastien Foy |
Manager Start Date | 09/12/2014 |
Website | www.lyxor.com |
Total Net Assets (mil) | 7,433.15 EUR (31/01/2021) |
UCITS | Yes |
Administrator | - |
en 01/01/2021 |
en 19/02/2021 |
en 31/12/2019 |
en 30/06/2020 |
27/02/2021 |
Period | Annualised return | Date |
1 year | 10.46% | 25/02/2021 |
3 years | 14.85% | 25/02/2021 |
5 years | 14.77% | 25/02/2021 |
10 years | 14.78% | 25/02/2021 |
Since launch | 14.38% | 25/02/2021 |
Performance | |
YTD 01/01/2021 | 4.70 |
1 month | 1.02 |
3 months | 4.83 |
6 months | 10.33 |
Q 1 | Q 2 | Q 3 | Q 4 | |
2021 | - | - | - | - |
2020 | -16.68% | 14.47% | 5.64% | 6.28% |
2019 | 15.78% | 2.75% | 6.51% | 6.50% |
2018 | -4.42% | 10.21% | 7.48% | -12.58% |
2017 | 3.88% | -3.55% | 0.63% | 6.08% |
Date ex dividend | Gross dividend | Payment Date |
06/07/2016 | 0.22 | 08/07/2016 |
08/07/2015 | 0.22 | 10/07/2015 |
09/07/2014 | 0.11 | 14/07/2014 |
10/07/2013 | 0.10 | 15/07/2013 |
11/07/2012 | 0.10 | 16/07/2012 |
07/12/2011 | 0.12 | 12/12/2011 |
% Long | % Short | % Net Assets | |
Stock | 100.00% | 0.00% | 100.00% |
Bond | 0.00% | 0.00% | 0.00% |
Cash | 0.00% | 0.00% | 0.00% |
Other | 0.00% | 0.00% | 0.00% |
Risk Measurement | 1 Year | 3 Years | 5 Years |
Standard Deviation | 26.05 | 18.66 | 15.03 |
Sharpe Ratio | 0.72 | 0.60 | 0.99 |
Sortino Ratio | 1.20 | 0.92 | 1.56 |
Positive Months | 7.00 | 24.00 | 38.00 |
Negative Months | 5.00 | 11.00 | 21.00 |
Worst Month | -12.26 | -12.26 | -12.26 |
Region | % |
United States | 99.12 |
United Kingdom | 0.49 |
Europe - ex Euro | 0.32 |
Asia - Developed | 0.05 |
Europe - Emerging | 0.01 |
Sector | % of Equity |
Technology | 24.60 |
Healthcare | 13.89 |
Financial Services | 13.18 |
Consumer Cyclical | 12.62 |
Communication Services | 10.71 |
Industrials | 8.46 |
Consumer Defensive | 6.66 |
Utilities | 2.76 |
Real Estate | 2.46 |
Energy | 2.41 |
Basic Materials | 2.24 |
Ranking | 1 Year | 2 Years | 3 Years | 5 Years |
Top 25% | ||||
Category above the average | ||||
Category below the average | ||||
Bottom 25% |
Large | Size | |||
Mid | ||||
Small | ||||
Value | Blend | Growth | ||
Style |