Fund: PARUSMFE

Name	BNP Paribas Funds Sustainable US Multi-Factor Equity [Classic EUR, C]
ISIN	LU1956163379
	27-09-2019
Fund type	Equity
Category	Equity - US
Fund issuer	BNP PARIBAS FUNDS
	BNP PARIBAS ASSET MANAGEMENT Europe

Currency	EUR
Investment (min)	100
Sale fee (max)	3%

Strategy
The Fund seeks to increase the value of its assets over the medium term by investing in shares issued US companies, or companies operating in the USA. It is actively managed and as such may invest in securities that are not included in the index which is S&P 500 Composite (NR). The portfolio is built based on a systematic approach, combining several equity factor criterions such as value, profitability, low-volatility and momentum. The investment team applies also BNP PARIBAS ASSET MANAGEMENT’s Sustainable Investment Policy, which takes into account Environmental, Social and Governance (ESG) criteria in the investments of the Fund. In addition to the performance research, the portfolio is built in order to improve its ESG score and to reduce its carbon footprint. Income are systematically reinvested. Investors are able to redeem on a daily basis (on Luxembourg bank business days).

EIC Fund Rating (2020)

Rok	Rated portolio	Ref. ccy	Rating category	Rf (p.a.)	Rm (p.a.)	Return (p.a.)	Correlation	Beta	Alpha (p.a.)	Rank	Stars
2020	PARUSMF	USD	EQ-US	0.3675%	17.40%	11.53%	0.98	1.08	-7.32%	7/10
2019	PARUSMF	USD	EQ-US	2.1319%	28.36%	28.03%	0.96	1.09	-2.60%	10/12

NAV	474.7000
Day	25-07-2024
Daily change %	-0.3589%

	1M	3M	6M	9M	1R	3R p.a.	5R p.a.	7R p.a.	10R p.a.	od vnizku p.a.
Výkonnosť fondu	-3.23%	4.31%	7.80%	23.36%	17.51%	9.93%	10.83%	-	-	N/A
Priemerná výkonnosť (36 meraní)	1.07%				14.32%	-	-	-
Volatilita od priemernej výkonnosti	7.74%				23.96%	-	-	-

Rozloženie aktív
	Long	Short	Net
Stock	116.90%		116.90%
Bond
Other
Cash	1.08%	17.98%	-16.90%

Veľkosť fondu
Aktíva	4,616 mil.
Počet akcíí	80
Počet dlhopisov	0

Nákladovosť fondu
Priebež. popl.	1.47
z toho Mng. popl.	1.05
Výk. prémia
Trans. popl.	0.10

Výnosovosť fondu
Dividenda
Dividendový výnos
Rozhodný dátum
Frekvencia výplaty

Akciové portfólio
Giant	41.37%
Large	38.47%
Medium	36.30%
Small	0.77%
Micro	0.00%

P/E	18.39%
P/BV	4.44%

Sektorové rozloženie
Basic Materials	0.38%
Consumer Cyclical	9.16%
Financial Services	21.41%
Real Estate	0.40%
Consumer Defensive	11.73%
Healthcare	17.02%
Utilities	0.47%
Communication Services	7.53%
Energy	1.93%
Industrials	11.72%
Technology	35.14%

Dlhopisové portfólio
Derivatives	-16.90

Výnos do splatnosti p.a.
Modifikovaná durácia

Regionálne rozloženie
United States	114.97%
Canada
Latin America
United Kingdom	0.02%
Eurozone	0.03%
Europe - ex Euro	1.89%
Europe - Emerging
Africa
Middle East
Japan
Australasia
Asia - Developed	0.01%
Asia - Emerging
Emerging Market
Developed Country	116.90%
Not Classified

Top 10 pozícií
Spoločnosť	Subsektor	Váha	Spoločnosť	Subsektor	Váha
E-mini S&P 500 Future June 24		18.32%	Microsoft Corp	Technology	8.43%
NVIDIA Corp	Technology	4.55%	Apple Inc	Technology	3.8%
Visa Inc Class A	Financial Services	2.5%	Merck & Co Inc	Healthcare	2.19%
Walmart Inc	Consumer Defensive	2.18%	Alphabet Inc Class A	Communication Services	2.06%
AbbVie Inc	Healthcare	2.04%	PepsiCo Inc	Consumer Defensive	2.01%