AB FCP I Mortgage Inc.Pf.A2X EUR/ LU0232527241 /
| NAV2024-04-17 | Chg.-0.0500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 13.9500EUR | -0.36% | reinvestment | Bonds Bonds: Mixed | AllianceBernstein LU ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2001 | - | - | - | - | - | - | - | - | - | 1.11 | 1.28 | -0.90 | - |
| 2002 | 5.00 | -0.52 | -0.70 | -3.07 | -2.90 | -5.69 | 1.88 | -1.16 | -0.49 | -0.89 | 0.50 | -5.84 | -13.47% |
| 2003 | -2.10 | -0.64 | -0.54 | -2.72 | -3.91 | 1.16 | 3.22 | 1.89 | -5.57 | 0.69 | -3.22 | -4.16 | -15.14% |
| 2004 | 0.99 | 0.12 | 1.72 | 3.37 | -2.45 | 0.96 | 0.59 | -0.71 | -1.78 | -2.53 | -3.59 | -1.93 | -5.33% |
| 2005 | 4.06 | -1.01 | 1.52 | 0.88 | 4.71 | 2.01 | -0.12 | -1.63 | 3.07 | 0.34 | 1.71 | -0.11 | +16.36% |
| 2006 | -2.25 | 2.07 | -1.35 | -3.43 | -0.95 | 0.72 | 0.36 | 0.00 | 1.65 | -0.35 | -3.50 | 0.73 | -6.30% |
| 2007 | 1.80 | -1.06 | -0.72 | -1.68 | 1.71 | -0.48 | -0.97 | 0.12 | -4.14 | -1.40 | -2.32 | 0.00 | -8.88% |
| 2008 | -2.77 | -5.01 | -9.70 | 2.37 | 1.39 | -1.98 | -3.26 | 5.14 | 3.21 | 8.14 | -6.16 | -8.60 | -17.39% |
| 2009 | 7.50 | 0.59 | -2.65 | 0.91 | -5.56 | 1.11 | 3.46 | 0.00 | -0.76 | 1.23 | -2.27 | 5.88 | +9.09% |
| 2010 | 3.66 | 1.97 | 2.21 | 1.89 | 7.57 | 0.62 | -5.40 | 2.85 | -6.05 | -1.48 | 6.95 | -2.29 | +12.13% |
| 2011 | -1.83 | -0.53 | -2.54 | -4.11 | 2.57 | -0.97 | 0.56 | -0.42 | 6.88 | -3.15 | 3.12 | 3.95 | +3.00% |
| 2012 | -0.89 | -1.66 | -0.13 | 0.78 | 6.71 | -2.18 | 3.09 | -1.44 | -1.95 | -0.74 | -0.38 | -1.63 | -0.76% |
| 2013 | -2.93 | 3.94 | 1.77 | -2.86 | 4.86 | -0.61 | -2.21 | 0.63 | -2.12 | -0.38 | 0.00 | -0.90 | -1.15% |
| 2014 | 1.81 | -2.03 | 0.39 | 0.13 | 2.70 | 0.00 | 2.38 | 1.96 | 3.72 | 0.69 | 0.92 | 2.85 | +16.52% |
| 2015 | 8.08 | 1.33 | 4.55 | -4.16 | 2.32 | -2.07 | 1.81 | -2.37 | 0.20 | 1.31 | 4.39 | -3.35 | +11.96% |
| 2016 | -0.79 | -1.79 | -2.84 | 0.42 | 2.81 | 0.91 | 1.81 | 0.79 | -0.10 | 2.35 | 3.15 | 1.58 | +8.41% |
| 2017 | -1.09 | 2.58 | -0.27 | -1.08 | -2.28 | -1.03 | -2.92 | -0.97 | 0.98 | 2.14 | -1.81 | 0.00 | -5.75% |
| 2018 | -3.10 | 1.90 | -0.78 | 2.08 | 3.68 | 0.09 | 0.19 | 1.21 | 0.18 | 2.48 | -0.27 | -1.80 | +5.81% |
| 2019 | 1.28 | 1.26 | 1.78 | 0.61 | 1.13 | -1.55 | 2.97 | 1.70 | 0.92 | -2.07 | 1.52 | -1.50 | +8.23% |
| 2020 | 2.28 | 0.99 | -21.77 | 2.41 | 3.47 | 5.23 | -4.13 | 0.00 | 2.94 | 0.95 | -0.75 | -0.76 | -11.58% |
| 2021 | 1.63 | 0.28 | 3.10 | -1.73 | -1.11 | 3.18 | 0.18 | 0.72 | 2.16 | 0.09 | 1.85 | -0.43 | +10.23% |
| 2022 | 1.30 | -0.77 | 0.00 | 5.26 | -4.02 | 1.62 | 3.78 | 2.92 | 0.24 | -1.49 | -3.75 | -1.57 | +3.12% |
| 2023 | 0.59 | 3.60 | -2.50 | -0.83 | 4.09 | -0.80 | 1.21 | 2.32 | 3.28 | -0.68 | -1.07 | 0.15 | +9.50% |
| 2024 | 3.92 | 0.52 | 1.18 | 1.38 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.21% | 6.33% | 6.24% | 7.83% | 9.00% |
| Sharpe ratio | 4.40 | 1.15 | 1.89 | 0.66 | 0.03 |
| Best month | +3.92% | +3.92% | +4.09% | +5.26% | +5.26% |
| Worst month | +0.15% | -1.07% | -1.07% | -4.02% | -21.77% |
| Maximum loss | -1.61% | -3.09% | -3.60% | -9.89% | -27.00% |
| Outperformance | -6.63% | - | -6.88% | -5.04% | -1.36% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| AB FCP I Mortgage Inc.Pf.CX USD | paying dividend | 5.5800 | +12.40% | +13.40% | |
| AB FCP I Mortgage Inc.Pf.AR EUR ... | paying dividend | 10.1100 | +10.69% | +8.83% | |
| AB FCP I Mortgage Inc.Pf.A EUR | paying dividend | 11.5100 | +12.75% | +14.59% | |
| AB FCP I Mortgage Inc.Pf.AA USD | paying dividend | 9.9700 | +12.86% | +14.75% | |
| AB FCP I Mortgage Inc.Pf.AA AUD ... | paying dividend | 9.5500 | +11.41% | +11.52% | |
| AB FCP I Mortgage Inc.Pf.AT USD | paying dividend | 11.5800 | +12.85% | +13.17% | |
| AB FCP I Mortgage Inc.Pf.AT EUR | paying dividend | 10.8400 | +15.57% | +28.76% | |
| AB FCP I Mortgage Inc.Pf.C USD | paying dividend | 11.5300 | +12.24% | +13.13% | |
| AB FCP I Mortgage Inc.Pf.C2 USD | reinvestment | 19.7800 | +12.32% | +13.22% | |
| AB FCP I Mortgage Inc.Pf.C2 EUR | reinvestment | 18.5500 | +15.15% | +27.75% | |
| AB FCP I Mortgage Inc.Pf.I USD | paying dividend | 11.5100 | +13.36% | - | |
| AB FCP I Mortgage Inc.Pf.I EUR | paying dividend | 10.7800 | +16.25% | - | |
| AB FCP I Mortgage Inc.Pf.AT AUD ... | reinvestment | 11.1400 | +4.21% | -7.01% | |
| AB FCP I Mortgage Inc.Pf.AT SGD ... | paying dividend | 11.3700 | +11.01% | +12.42% | |
| AB FCP I Mortgage Inc.Pf.AA SGD ... | paying dividend | 9.8000 | +11.02% | +12.32% | |
| AB FCP I Mortgage Inc.Pf.AA ZAR ... | paying dividend | 66.8200 | +16.38% | +28.45% | |
| AB FCP I Mortgage Inc.Pf.AA HKD | paying dividend | 78.0800 | +12.56% | - | |
| AB FCP I Mortgage Inc.Pf.AA CNH ... | paying dividend | 67.3500 | +9.72% | - | |
| AB FCP I Mortgage Inc.Pf.AT GBP ... | paying dividend | 12.0100 | +12.25% | - | |
| AB FCP I Mortgage Inc.Pf.AT HKD | paying dividend | 90.6900 | +12.51% | - | |
| AB FCP I Mortgage Inc.Pf.A2 HKD | reinvestment | 162.3800 | +12.54% | - | |
| AB FCP I Mortgage Inc.Pf.N2 USD | reinvestment | 17.1900 | +12.21% | - | |
| AB FCP I Mortgage Inc.Pf.NT USD | paying dividend | 12.3300 | +12.23% | - | |
| AB FCP I Mortgage Inc.Pf.IT EUR ... | paying dividend | 12.1400 | +11.50% | - | |
| AB FCP I Mortgage Inc.Pf.IX USD | paying dividend | 5.5800 | +13.51% | +16.90% | |
| AB FCP I Mortgage Inc.Pf.I2 USD | reinvestment | 21.9200 | +13.46% | +16.72% | |
| AB FCP I Mortgage Inc.Pf.I2 EUR | reinvestment | 20.5600 | +16.29% | +31.71% | |
| AB FCP I Mortgage Inc.Pf.I2 EUR ... | reinvestment | 16.3000 | +11.41% | +10.73% | |
| AB FCP I Mortgage Inc.Pf.A2X EUR | reinvestment | 13.9500 | +15.67% | +29.77% | |
| AB FCP I Mortgage Inc.Pf.BX USD | paying dividend | 5.5800 | +12.40% | +13.40% | |
| AB FCP I Mortgage Inc.Pf.A2X USD | reinvestment | 14.8800 | +12.90% | +15.08% | |
| AB FCP I Mortgage Inc.Pf.A2 USD | reinvestment | 20.7400 | +12.84% | +14.78% | |
| AB FCP I Mortgage Inc.Pf.A2 EUR | reinvestment | 19.4300 | +15.59% | +29.36% | |
| AB FCP I Mortgage Inc.Pf.AX EUR | paying dividend | 5.2200 | +15.69% | +29.38% | |
| AB FCP I Mortgage Inc.Pf.BX EUR | paying dividend | 5.2200 | +15.18% | +27.36% | |
| AB FCP I Mortgage Inc.Pf.AX USD | paying dividend | 5.5800 | +12.90% | +14.97% |
Performance
| YTD | +7.14% | ||
|---|---|---|---|
| 6 Months | +5.44% | ||
| 1 Year | +15.67% | ||
| 3 Years | +29.77% | ||
| 5 Years | +22.91% | ||
| Since start | +29.65% | ||
| Year | |||
| 2023 | +9.50% | ||
| 2022 | +3.12% | ||
| 2021 | +10.23% | ||
| 2020 | -11.58% | ||
| 2019 | +8.23% | ||
| 2018 | +5.81% | ||
| 2017 | -5.75% | ||
| 2016 | +8.41% | ||
| 2015 | +11.96% | ||
