AGIF-Allianz Volatility Strat.F.AT EUR/ LU1602092592 /
| NAV12/8/2023 | Chg.-0.0500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 104.1000EUR | -0.05% | reinvestment | Alternative Investments Worldwide | Allianz Gl.Investors ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | - | - | - | 0.31 | -0.02 | 0.67 | 0.36 | 0.19 | -0.19 | - |
| 2018 | -0.53 | -2.06 | -0.33 | 0.62 | 0.01 | 0.28 | 0.72 | 0.09 | 0.31 | -1.26 | 0.25 | -1.56 | -3.45% |
| 2019 | 1.61 | 0.57 | 0.06 | 0.85 | -0.75 | 0.59 | 0.35 | -1.62 | 0.70 | 0.27 | 0.50 | 0.21 | +3.34% |
| 2020 | -0.30 | -3.98 | -9.91 | 3.09 | 0.67 | -0.78 | 2.01 | 1.49 | 0.08 | -0.81 | 2.07 | 1.07 | -5.86% |
| 2021 | -0.05 | 1.40 | 2.13 | 0.72 | 0.38 | 0.88 | 0.07 | 1.52 | -0.67 | 0.97 | -0.77 | 0.95 | +7.74% |
| 2022 | -1.55 | -0.67 | -0.35 | -0.99 | -0.12 | -1.33 | 1.74 | -1.07 | -1.50 | 1.20 | 0.78 | -0.55 | -4.38% |
| 2023 | 0.95 | 0.10 | 0.07 | 1.15 | 0.84 | 0.53 | 0.33 | 0.33 | 0.05 | 0.19 | 1.34 | 0.13 | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 1.77% | 1.49% | 1.99% | 3.58% | 4.22% |
| Sharpe ratio | 1.51 | 1.05 | 0.82 | -0.19 | -0.69 |
| Best month | +1.34% | +1.34% | +1.34% | +2.13% | +3.09% |
| Worst month | -0.55% | +0.05% | -0.55% | -1.55% | -9.91% |
| Maximum loss | -0.90% | -0.57% | -1.26% | -6.57% | -14.29% |
| Outperformance | +3.29% | - | +3.16% | +0.43% | - |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| AGIF-Allianz Volatility Strat.F.... | reinvestment | 104.1000 | +5.59% | +10.22% | |
| AGIF-Allianz Volatility Strat.F.... | paying dividend | 1,077.6700 | +6.22% | +12.22% | |
| AGIF-Allianz Volatility Strat.F.... | reinvestment | 106.0300 | +6.11% | +11.89% | |
| AGIF-Allianz Volatility Strat.F.... | paying dividend | 1,061.2500 | +6.26% | +12.15% | |
| AGIF-Allianz Volatility Strat.F.... | reinvestment | 1,032.0500 | +5.65% | +10.42% | |
| AGIF-Allianz Volatility Strat.F.... | paying dividend | 106.0400 | +6.17% | +12.07% | |
| AGIF-Allianz Volatility Strat.F.... | reinvestment | 1,066.9399 | +6.22% | +12.21% | |
| AGIF-Allianz Volatility Strat.F.... | paying dividend | 105.8700 | +6.12% | +11.88% | |
| AGIF-Allianz Volatility Strat.F.... | reinvestment | 1,176.8900 | +8.52% | +17.81% | |
| AGIF-Allianz Volatility Strat.F.... | paying dividend | 105.5100 | +5.74% | - | |
| AGIF-Allianz Volatility Strat.F.... | paying dividend | 1,058.2900 | - | - |
Performance
| YTD | +6.17% | ||
|---|---|---|---|
| 6 Months | +2.72% | ||
| 1 Year | +5.59% | ||
| 3 Years | +10.22% | ||
| 5 Years | +5.39% | ||
| Since start | +4.10% | ||
| Year | |||
| 2022 | -4.38% | ||
| 2021 | +7.74% | ||
| 2020 | -5.86% | ||
| 2019 | +3.34% | ||
| 2018 | -3.45% | ||