AB SICAV I Select Absolute Alpha Portfolio Class A/ LU0736558973 /
| NAV5/31/2024 | Chg.+0.1500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 27.9200USD | +0.54% | reinvestment | Alternative Investments AI Hedgefonds Single Strategy | AllianceBernstein LU ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | - | -0.59 | -3.31 | 1.37 | 0.54 | 0.67 | 1.80 | -0.66 | 0.26 | 0.07 | - |
| 2013 | 0.72 | 0.39 | 1.69 | 0.96 | 2.16 | -0.81 | 2.63 | -1.52 | 1.92 | 2.31 | 2.08 | 1.45 | +14.81% |
| 2014 | -2.12 | 2.64 | -1.08 | -0.12 | 0.87 | 0.80 | -0.40 | 1.31 | -0.39 | -0.40 | 1.14 | -0.28 | +1.89% |
| 2015 | -1.13 | 2.50 | -0.89 | -0.78 | 0.73 | -0.67 | 1.52 | -3.89 | -2.37 | 4.62 | -0.28 | -0.80 | -1.69% |
| 2016 | -3.32 | 0.12 | 2.72 | 0.29 | 0.75 | -0.06 | 2.05 | 0.00 | -0.61 | -0.51 | 1.24 | 0.89 | +3.49% |
| 2017 | 0.33 | 1.10 | -0.16 | 0.66 | 0.76 | -0.11 | 0.81 | 0.80 | 0.42 | 1.85 | 1.40 | 0.67 | +8.85% |
| 2018 | 3.00 | -1.97 | -1.51 | 0.05 | 1.53 | 0.35 | 1.95 | 1.67 | 0.44 | -4.38 | 0.55 | -4.26 | -2.85% |
| 2019 | 3.09 | 1.83 | 0.90 | 2.47 | -3.08 | 3.38 | 0.53 | -1.00 | 0.77 | 1.20 | 1.56 | 1.63 | +13.91% |
| 2020 | -0.37 | -3.96 | -5.42 | 4.72 | 1.94 | 0.48 | 2.74 | 3.87 | -1.51 | -1.22 | 4.19 | 1.97 | +7.07% |
| 2021 | -0.51 | 1.81 | 2.62 | 2.89 | 0.76 | 0.44 | 0.71 | 1.34 | -2.21 | 3.85 | -0.76 | 1.96 | +13.51% |
| 2022 | -1.89 | -1.12 | 0.82 | -4.02 | 0.16 | -3.90 | 3.80 | -1.69 | -3.69 | 2.30 | 2.37 | -2.97 | -9.75% |
| 2023 | 0.88 | -1.54 | 1.22 | 1.79 | -0.33 | 3.65 | 1.43 | -1.21 | -2.25 | -0.53 | 3.74 | 2.12 | +9.13% |
| 2024 | 1.38 | 3.14 | 1.98 | -2.30 | 2.80 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.91% | 5.67% | 5.88% | 7.52% | 9.61% |
| Sharpe ratio | 2.43 | 2.80 | 1.83 | -0.03 | 0.31 |
| Best month | +3.14% | +3.74% | +3.74% | +3.85% | +4.72% |
| Worst month | -2.30% | -2.30% | -2.30% | -4.02% | -5.42% |
| Maximum loss | -2.66% | -2.66% | -4.76% | -12.03% | -17.00% |
| Outperformance | +7.10% | - | +4.34% | +21.63% | +29.67% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| AB SICAV I Select Absolute Alpha... | reinvestment | 16.9300 | +11.67% | - | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 141.4900 | +13.94% | - | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 17.1600 | +13.50% | - | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 17.1000 | +13.33% | - | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 16.8100 | +11.39% | - | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 17.0500 | +12.84% | - | |
| AB SICAV I Select Absolute Alpha... | paying dividend | 17.0500 | +12.84% | - | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 16.8500 | +11.58% | - | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 30.6400 | +15.58% | +13.82% | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 26.0300 | +12.78% | +6.38% | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 20.6000 | +10.34% | +3.10% | |
| AB SICAV I Select Abs.Alpha Pf.I... | reinvestment | 28.1100 | +13.26% | +27.31% | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 19.1200 | +10.01% | +1.38% | |
| AB SICAV I Select Abs.Alpha Pf.A... | reinvestment | 25.6600 | +12.99% | +24.50% | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 27.9200 | +14.57% | +11.10% | |
| AB SICAV I Select Absolute Alpha... | reinvestment | 24.0200 | +12.51% | +4.53% |
Performance
| YTD | +7.10% | ||
|---|---|---|---|
| 6 Months | +9.36% | ||
| 1 Year | +14.57% | ||
| 3 Years | +11.10% | ||
| 5 Years | +38.84% | ||
| 10 Years | +59.63% | ||
| Since start | +86.13% | ||
| Year | |||
| 2023 | +9.13% | ||
| 2022 | -9.75% | ||
| 2021 | +13.51% | ||
| 2020 | +7.07% | ||
| 2019 | +13.91% | ||
| 2018 | -2.85% | ||
| 2017 | +8.85% | ||
| 2016 | +3.49% | ||
| 2015 | -1.69% | ||
