AB FCP I Mortgage Inc.Pf.A2X USD/ LU0102830279 /
| NAV2024-04-24 | Chg.0.0000 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 14.9100USD | 0.00% | reinvestment | Bonds Bonds: Mixed | AllianceBernstein LU ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2000 | - | - | - | - | - | - | - | - | - | - | - | 0.42 | - |
| 2001 | 0.63 | 0.31 | 0.41 | 0.31 | 0.31 | 0.10 | 0.41 | 0.10 | 0.61 | 0.30 | -0.20 | 0.10 | +3.45% |
| 2002 | 0.20 | 0.30 | 0.50 | 0.10 | 0.00 | 0.00 | 0.20 | -0.20 | -0.10 | -0.20 | 0.10 | -0.30 | +0.61% |
| 2003 | 0.20 | 0.10 | 0.30 | 0.20 | 0.00 | 0.20 | -0.10 | 0.00 | 0.20 | 0.30 | 0.20 | 0.49 | +2.11% |
| 2004 | 0.00 | 0.20 | 0.10 | 0.69 | -0.10 | 0.10 | 0.10 | 0.00 | 0.29 | 0.19 | 0.10 | 0.19 | +1.87% |
| 2005 | 0.19 | 0.10 | -0.19 | 0.19 | 0.00 | 0.10 | 0.19 | 0.10 | 0.38 | 0.19 | 0.10 | 0.19 | +1.54% |
| 2006 | 0.38 | 0.28 | 0.19 | 0.66 | 0.47 | 0.37 | 0.28 | 0.37 | 0.46 | 0.37 | 0.18 | 0.46 | +4.56% |
| 2007 | 0.45 | 0.45 | 0.27 | 0.36 | 0.27 | 0.27 | 0.09 | -0.27 | 0.27 | 0.09 | -1.33 | -0.36 | +0.55% |
| 2008 | -0.72 | -3.10 | -6.39 | 1.71 | 0.89 | -0.78 | -4.24 | -0.93 | -0.94 | -2.20 | -6.55 | 0.57 | -20.80% |
| 2009 | -1.48 | -0.46 | 1.75 | 0.80 | 1.02 | 0.34 | 5.04 | 0.53 | 1.38 | 1.78 | -0.31 | 0.93 | +11.76% |
| 2010 | 0.41 | 0.20 | 1.32 | 0.40 | -0.70 | 0.20 | 0.80 | 0.10 | 0.99 | 0.59 | -0.29 | 0.69 | +4.80% |
| 2011 | 0.49 | 0.29 | 0.00 | 0.29 | -0.39 | -0.19 | -0.10 | -0.58 | -0.49 | 0.20 | 0.00 | 0.29 | -0.19% |
| 2012 | 0.10 | 0.10 | 0.00 | 0.00 | -0.39 | 0.10 | 0.29 | 0.78 | 0.19 | 0.10 | -0.19 | -0.10 | +0.98% |
| 2013 | -0.10 | -0.10 | -0.10 | -0.10 | 3.40 | -0.38 | 0.00 | -0.09 | 0.19 | 0.09 | 0.00 | 0.09 | +2.90% |
| 2014 | 0.00 | 0.28 | 0.19 | 0.75 | 1.02 | 0.37 | 0.18 | 0.00 | -0.27 | -0.09 | 0.28 | 0.00 | +2.73% |
| 2015 | 0.73 | 0.55 | 0.27 | 0.27 | 0.09 | -0.72 | 0.36 | -0.36 | -0.09 | -0.27 | 0.27 | -0.54 | +0.55% |
| 2016 | -1.09 | -1.38 | 1.59 | 1.01 | 0.00 | 0.64 | 2.53 | 0.53 | 0.70 | -0.09 | -0.44 | 0.87 | +4.91% |
| 2017 | 1.56 | 0.43 | 0.51 | 1.18 | 0.84 | 0.50 | 0.66 | -0.33 | 0.16 | 0.57 | 0.33 | 0.81 | +7.46% |
| 2018 | 0.32 | 0.08 | 0.08 | 0.24 | 0.32 | 0.08 | 0.24 | 0.48 | 0.16 | -0.16 | -0.24 | -0.48 | +1.13% |
| 2019 | 1.12 | 0.63 | 0.39 | 0.63 | 0.62 | 0.23 | 0.31 | 1.00 | 0.08 | 0.15 | 0.30 | 0.38 | +5.99% |
| 2020 | 1.13 | 0.37 | -21.81 | 1.71 | 4.85 | 6.49 | 0.50 | 1.33 | 1.15 | 0.32 | 1.78 | 1.51 | -3.77% |
| 2021 | 0.94 | -0.23 | 0.08 | 0.78 | 0.31 | 0.31 | 0.31 | 0.23 | 0.23 | -0.15 | 0.00 | -0.08 | +2.74% |
| 2022 | -0.08 | -0.99 | -1.31 | 0.39 | -2.33 | -0.80 | 1.20 | 1.27 | -2.27 | -0.72 | 1.37 | 1.19 | -3.12% |
| 2023 | 2.28 | 0.69 | 0.00 | 0.76 | 0.98 | 1.28 | 2.00 | 0.87 | 0.65 | -0.50 | 1.80 | 1.48 | +12.97% |
| 2024 | 1.74 | 0.55 | 1.02 | 0.40 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.17% | 2.04% | 1.77% | 2.28% | 6.42% |
| Sharpe ratio | 4.04 | 4.85 | 4.83 | 0.41 | -0.13 |
| Best month | +1.74% | +1.80% | +2.00% | +2.28% | +6.49% |
| Worst month | +0.40% | -0.50% | -0.50% | -2.33% | -21.81% |
| Maximum loss | -0.47% | -0.50% | -0.71% | -6.07% | -26.59% |
| Outperformance | -7.42% | - | -7.79% | -5.73% | -2.19% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| AB FCP I Mortgage Inc.Pf.CX USD | paying dividend | 5.5800 | +11.77% | +13.40% | |
| AB FCP I Mortgage Inc.Pf.AR EUR ... | paying dividend | 10.1300 | +10.35% | +8.95% | |
| AB FCP I Mortgage Inc.Pf.A EUR | paying dividend | 11.5100 | +12.24% | +14.68% | |
| AB FCP I Mortgage Inc.Pf.AA USD | paying dividend | 9.9900 | +12.39% | +14.88% | |
| AB FCP I Mortgage Inc.Pf.AA AUD ... | paying dividend | 9.5700 | +10.93% | +11.65% | |
| AB FCP I Mortgage Inc.Pf.AT USD | paying dividend | 11.5900 | +12.24% | +13.17% | |
| AB FCP I Mortgage Inc.Pf.AT EUR | paying dividend | 10.8300 | +15.92% | +29.15% | |
| AB FCP I Mortgage Inc.Pf.C USD | paying dividend | 11.5300 | +11.73% | +13.13% | |
| AB FCP I Mortgage Inc.Pf.C2 USD | reinvestment | 19.8100 | +11.79% | +13.33% | |
| AB FCP I Mortgage Inc.Pf.C2 EUR | reinvestment | 18.5300 | +15.45% | +28.15% | |
| AB FCP I Mortgage Inc.Pf.I USD | paying dividend | 11.5100 | +12.85% | - | |
| AB FCP I Mortgage Inc.Pf.I EUR | paying dividend | 10.7500 | +16.61% | - | |
| AB FCP I Mortgage Inc.Pf.AT AUD ... | reinvestment | 11.1600 | +3.72% | -6.92% | |
| AB FCP I Mortgage Inc.Pf.AT SGD ... | paying dividend | 11.3800 | +10.50% | +12.33% | |
| AB FCP I Mortgage Inc.Pf.AA SGD ... | paying dividend | 9.8100 | +10.44% | +12.34% | |
| AB FCP I Mortgage Inc.Pf.AA ZAR ... | paying dividend | 66.9600 | +15.84% | +28.53% | |
| AB FCP I Mortgage Inc.Pf.AA HKD | paying dividend | 78.2000 | +12.02% | - | |
| AB FCP I Mortgage Inc.Pf.AA CNH ... | paying dividend | 67.5000 | +9.32% | - | |
| AB FCP I Mortgage Inc.Pf.AT GBP ... | paying dividend | 12.0300 | +11.85% | - | |
| AB FCP I Mortgage Inc.Pf.AT HKD | paying dividend | 90.8400 | +11.97% | - | |
| AB FCP I Mortgage Inc.Pf.A2 HKD | reinvestment | 162.6500 | +12.00% | - | |
| AB FCP I Mortgage Inc.Pf.N2 USD | reinvestment | 17.2200 | +11.75% | - | |
| AB FCP I Mortgage Inc.Pf.NT USD | paying dividend | 12.3500 | +11.75% | - | |
| AB FCP I Mortgage Inc.Pf.IT EUR ... | paying dividend | 12.1600 | +11.01% | - | |
| AB FCP I Mortgage Inc.Pf.IX USD | paying dividend | 5.5800 | +13.09% | +16.90% | |
| AB FCP I Mortgage Inc.Pf.I2 USD | reinvestment | 21.9600 | +12.90% | +16.81% | |
| AB FCP I Mortgage Inc.Pf.I2 EUR | reinvestment | 20.5400 | +16.64% | +32.01% | |
| AB FCP I Mortgage Inc.Pf.I2 EUR ... | reinvestment | 16.3300 | +10.94% | +10.86% | |
| AB FCP I Mortgage Inc.Pf.A2X EUR | reinvestment | 13.9300 | +15.99% | +30.07% | |
| AB FCP I Mortgage Inc.Pf.BX USD | paying dividend | 5.5800 | +11.77% | +13.40% | |
| AB FCP I Mortgage Inc.Pf.A2X USD | reinvestment | 14.9100 | +12.44% | +15.14% | |
| AB FCP I Mortgage Inc.Pf.A2 USD | reinvestment | 20.7700 | +12.27% | +14.88% | |
| AB FCP I Mortgage Inc.Pf.A2 EUR | reinvestment | 19.4100 | +15.95% | +29.75% | |
| AB FCP I Mortgage Inc.Pf.AX EUR | paying dividend | 5.2100 | +15.94% | +29.92% | |
| AB FCP I Mortgage Inc.Pf.BX EUR | paying dividend | 5.2100 | +15.67% | +27.89% | |
| AB FCP I Mortgage Inc.Pf.AX USD | paying dividend | 5.5800 | +12.28% | +14.97% |
Performance
| YTD | +3.76% | ||
|---|---|---|---|
| 6 Months | +6.65% | ||
| 1 Year | +12.44% | ||
| 3 Years | +15.14% | ||
| 5 Years | +16.03% | ||
| Since start | +56.62% | ||
| Year | |||
| 2023 | +12.97% | ||
| 2022 | -3.12% | ||
| 2021 | +2.74% | ||
| 2020 | -3.77% | ||
| 2019 | +5.99% | ||
| 2018 | +1.13% | ||
| 2017 | +7.46% | ||
| 2016 | +4.91% | ||
| 2015 | +0.55% | ||
