AB FCP I Mortgage Inc.Pf.I2 EUR/ LU1021292880 /
| NAV3/27/2023 | Chg.-0.0700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 17.7200EUR | -0.39% | reinvestment | Bonds Bonds: Mixed | AllianceBernstein LU ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | - | - | 0.37 | 0.18 | 2.74 | -0.09 | 2.49 | 2.00 | 3.83 | 0.74 | 0.98 | 2.82 | - |
| 2015 | 8.08 | 1.38 | 4.58 | -4.04 | 2.35 | -2.16 | 1.92 | -2.31 | 0.29 | 1.36 | 4.36 | -3.24 | +12.55% |
| 2016 | -0.77 | -1.76 | -2.93 | 0.44 | 3.01 | 0.78 | 1.91 | 0.76 | 0.00 | 2.34 | 3.23 | 1.63 | +8.78% |
| 2017 | -1.03 | 2.52 | -0.25 | -1.01 | -2.24 | -1.05 | -2.84 | -0.95 | 0.96 | 2.18 | -1.80 | 0.07 | -5.45% |
| 2018 | -2.98 | 1.96 | -0.82 | 2.07 | 3.79 | 0.13 | 0.26 | 1.17 | 0.32 | 2.43 | -0.19 | -1.75 | +6.37% |
| 2019 | 1.27 | 1.32 | 1.80 | 0.67 | 1.09 | -1.44 | 3.10 | 1.71 | 0.99 | -2.07 | 1.52 | -1.39 | +8.79% |
| 2020 | 2.34 | 0.97 | -21.76 | 2.46 | 3.46 | 5.33 | -4.09 | 0.00 | 2.98 | 1.12 | -0.78 | -0.65 | -11.12% |
| 2021 | 1.58 | 0.39 | 3.10 | -1.69 | -1.08 | 3.22 | 0.25 | 0.68 | 2.29 | 0.06 | 1.99 | -0.41 | +10.74% |
| 2022 | 1.31 | -0.76 | 0.06 | 5.26 | -3.93 | 1.70 | 3.85 | 2.93 | 0.27 | -1.50 | -3.65 | -1.58 | +3.57% |
| 2023 | 0.69 | 3.59 | -2.42 | - | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.15% | 10.17% | 9.98% | 8.82% | 9.00% |
| Sharpe ratio | 0.55 | -1.70 | 0.16 | 0.81 | 0.14 |
| Best month | +3.59% | +3.59% | +5.26% | +5.33% | +5.33% |
| Worst month | -2.42% | -3.65% | -3.93% | -21.76% | -21.76% |
| Maximum loss | -3.51% | -9.25% | -9.77% | -9.77% | -26.91% |
| Outperformance | +2.57% | - | +3.30% | -6.65% | +6.04% |
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 | 5.3200 | +1.65% | +26.07% | |
| AB FCP I Mortgage Inc.Pf.AR EUR ... | paying dividend | 9.7400 | -0.30% | +21.72% | |
| AB FCP I Mortgage Inc.Pf.A EUR | paying dividend | 10.9800 | +2.00% | +27.47% | |
| AB FCP I Mortgage Inc.Pf.A2 SGD | reinvestment | 24.2600 | -0.04% | +19.16% | |
| AB FCP I Mortgage Inc.Pf.AA USD | paying dividend | 9.6700 | +2.10% | +27.57% | |
| AB FCP I Mortgage Inc.Pf.AA AUD ... | paying dividend | 9.2800 | +0.86% | +24.50% | |
| AB FCP I Mortgage Inc.Pf.AT USD | paying dividend | 11.0700 | +2.23% | +17.48% | |
| AB FCP I Mortgage Inc.Pf.AT EUR | paying dividend | 10.2900 | +4.05% | +24.66% | |
| AB FCP I Mortgage Inc.Pf.AT SGD | paying dividend | 14.7400 | -0.04% | +19.26% | |
| AB FCP I Mortgage Inc.Pf.C USD | paying dividend | 11.0000 | +1.52% | +25.76% | |
| AB FCP I Mortgage Inc.Pf.C2 USD | reinvestment | 17.4500 | +1.75% | +25.90% | |
| AB FCP I Mortgage Inc.Pf.C2 EUR | reinvestment | 16.1600 | +3.52% | +29.80% | |
| AB FCP I Mortgage Inc.Pf.I USD | paying dividend | 10.9800 | - | - | |
| AB FCP I Mortgage Inc.Pf.I EUR | paying dividend | 10.2000 | - | - | |
| AB FCP I Mortgage Inc.Pf.AT AUD ... | reinvestment | 10.6600 | -4.82% | +4.31% | |
| AB FCP I Mortgage Inc.Pf.AT SGD ... | paying dividend | 10.9100 | +1.80% | +26.61% | |
| AB FCP I Mortgage Inc.Pf.AA SGD ... | paying dividend | 9.5500 | +1.73% | +26.57% | |
| AB FCP I Mortgage Inc.Pf.AA ZAR ... | paying dividend | 64.8600 | +5.67% | +44.36% | |
| AB FCP I Mortgage Inc.Pf.AA HKD | paying dividend | 75.9700 | - | - | |
| AB FCP I Mortgage Inc.Pf.AA CNH ... | paying dividend | 65.7500 | - | - | |
| AB FCP I Mortgage Inc.Pf.AT GBP ... | paying dividend | 11.5000 | - | - | |
| AB FCP I Mortgage Inc.Pf.AT HKD | paying dividend | 86.9500 | - | - | |
| AB FCP I Mortgage Inc.Pf.A2 HKD | reinvestment | 142.9300 | - | - | |
| AB FCP I Mortgage Inc.Pf.N2 USD | reinvestment | 15.1800 | - | - | |
| AB FCP I Mortgage Inc.Pf.NT USD | paying dividend | 11.7800 | - | - | |
| AB FCP I Mortgage Inc.Pf.IT EUR ... | paying dividend | 11.6200 | - | - | |
| AB FCP I Mortgage Inc.Pf.IX USD | paying dividend | 5.3200 | +2.72% | +30.15% | |
| AB FCP I Mortgage Inc.Pf.I2 USD | reinvestment | 19.1300 | +2.74% | +29.69% | |
| AB FCP I Mortgage Inc.Pf.I2 EUR | reinvestment | 17.7200 | +4.60% | +33.84% | |
| AB FCP I Mortgage Inc.Pf.I2 EUR ... | reinvestment | 14.5100 | +0.21% | +23.59% | |
| AB FCP I Mortgage Inc.Pf.A2X EUR | reinvestment | 12.0900 | +4.13% | +31.84% | |
| AB FCP I Mortgage Inc.Pf.BX USD | paying dividend | 5.3200 | +1.65% | +26.07% | |
| AB FCP I Mortgage Inc.Pf.A2X USD | reinvestment | 13.0500 | +2.27% | +27.82% | |
| AB FCP I Mortgage Inc.Pf.A2 USD | reinvestment | 18.2000 | +2.13% | +27.54% | |
| AB FCP I Mortgage Inc.Pf.A2 EUR | reinvestment | 16.8600 | +4.01% | +31.62% | |
| AB FCP I Mortgage Inc.Pf.AX EUR | paying dividend | 4.9400 | +3.74% | - | |
| AB FCP I Mortgage Inc.Pf.BX EUR | paying dividend | 4.9400 | +3.27% | +29.68% | |
| AB FCP I Mortgage Inc.Pf.AX USD | paying dividend | 5.3200 | +2.13% | +27.88% |
Performance
| YTD | +1.78% | ||
|---|---|---|---|
| 6 Months | -7.37% | ||
| 1 Year | +4.60% | ||
| 3 Years | +33.84% | ||
| 5 Years | +23.48% | ||
| Since start | +62.12% | ||
| Year | |||
| 2022 | +3.57% | ||
| 2021 | +10.74% | ||
| 2020 | -11.12% | ||
| 2019 | +8.79% | ||
| 2018 | +6.37% | ||
| 2017 | -5.45% | ||
| 2016 | +8.78% | ||
| 2015 | +12.55% | ||