Algebris Financial Credit Fund I CHF/ IE00B8HNZW49 /
| NAV9/29/2023 | Chg.+0.6600 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 164.5700CHF | +0.40% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | - | - | - | - | - | - | - | - | 2.21 | 1.32 | - |
| 2013 | 0.35 | -0.02 | 0.45 | 3.47 | 0.05 | -3.14 | 1.15 | 0.83 | 0.96 | 2.79 | 0.89 | 0.97 | +8.96% |
| 2014 | 1.23 | 2.03 | 0.39 | 1.43 | 1.21 | 0.70 | -0.31 | 0.14 | -1.38 | 1.40 | 0.15 | 0.18 | +7.35% |
| 2015 | 1.66 | 1.42 | 0.48 | -0.35 | 0.53 | -1.19 | 1.52 | -1.01 | -0.71 | 2.17 | 0.45 | -0.42 | +4.56% |
| 2016 | -1.63 | -3.18 | 3.68 | 1.71 | 1.36 | -2.21 | 3.53 | 1.47 | -1.22 | 1.93 | -1.79 | 2.96 | +6.46% |
| 2017 | 0.95 | 1.43 | 0.59 | 1.48 | 1.33 | -0.22 | 1.83 | -0.29 | 0.22 | 1.85 | 0.29 | 0.05 | +9.90% |
| 2018 | 1.50 | -0.55 | -1.28 | -0.19 | -3.35 | -1.29 | 2.89 | -1.59 | 0.51 | -1.77 | -2.61 | 0.01 | -7.61% |
| 2019 | 4.26 | 1.16 | 0.00 | 3.06 | -2.51 | 3.13 | 0.68 | 0.63 | 1.08 | 1.52 | 0.55 | 1.71 | +16.20% |
| 2020 | 1.30 | -0.15 | -10.50 | 7.78 | 2.87 | 1.30 | -0.28 | 3.68 | -0.69 | -1.03 | 5.66 | 0.83 | +10.07% |
| 2021 | 0.05 | 0.66 | 0.51 | 0.92 | 0.15 | 0.32 | 0.24 | -0.09 | -0.18 | 0.19 | -0.97 | 0.94 | +2.76% |
| 2022 | -1.81 | -2.31 | 0.08 | -3.26 | -0.06 | -5.71 | 4.08 | -3.08 | -6.87 | 3.45 | 4.47 | 0.18 | -10.99% |
| 2023 | 3.94 | -1.28 | -5.52 | 1.62 | 0.57 | 0.66 | 2.84 | -0.98 | -0.80 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.67% | 9.46% | 13.23% | 9.22% | 11.14% |
| Sharpe ratio | -0.20 | 1.63 | 0.41 | -0.49 | -0.15 |
| Best month | +3.94% | +2.84% | +4.47% | +5.66% | +7.78% |
| Worst month | -5.52% | -5.52% | -6.87% | -6.87% | -10.50% |
| Maximum loss | -15.65% | -2.96% | -15.65% | -21.31% | -22.34% |
| Outperformance | +1.05% | - | +4.23% | +26.15% | +35.42% |
All quotes in CHF
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Algebris Financial Credit Fund R... | paying dividend | 88.4700 | +10.52% | -1.07% | |
| Algebris Financial Credit Fund I... | reinvestment | 164.5700 | +9.36% | -1.71% | |
| Algebris Financial Credit Fund R... | paying dividend | 82.1500 | +8.60% | -3.26% | |
| Algebris Financial Credit Fund R... | reinvestment | 122.4400 | +8.61% | -3.51% | |
| Algebris Financial Credit Fund R... | paying dividend | 95.7200 | +13.10% | +3.37% | |
| Algebris Financial Credit Fund R... | reinvestment | 157.5000 | +13.11% | +3.42% | |
| Algebris Financial Credit Fund R... | paying dividend | 90.5200 | +12.30% | +2.21% | |
| Algebris Financial Credit Fund Z... | paying dividend | 107.3900 | +13.57% | +6.23% | |
| Algebris Financial Credit Fund W... | reinvestment | 101.3400 | +11.53% | +2.64% | |
| Algebris Financial Credit Fund W... | paying dividend | 100.7000 | +12.77% | +3.98% | |
| Algebris Financial Credit Fund R... | reinvestment | 131.5900 | +12.32% | +2.17% | |
| Algebris Financial Credit Fund I... | reinvestment | 176.9900 | +11.31% | +0.65% | |
| Algebris Financial Credit Fund X... | paying dividend | 92.7900 | +11.31% | +2.19% | |
| Algebris Financial Credit Fund Z... | reinvestment | 130.2700 | +10.98% | +1.32% | |
| Algebris Financial Credit Fund R... | reinvestment | 151.4100 | +10.53% | -1.17% | |
| Algebris Financial Credit Fund Z... | reinvestment | 150.1500 | +13.58% | +6.22% | |
| Algebris Financial Credit Fund Z... | reinvestment | 124.7400 | +9.06% | -0.95% | |
| Algebris Financial Credit Fund W... | reinvestment | 130.4800 | +10.20% | -0.81% | |
| Algebris Financial Credit Fund W... | reinvestment | 119.8800 | +11.99% | +2.72% | |
| Algebris Financial Credit Fund W... | reinvestment | 152.4500 | +12.77% | +3.98% | |
| Algebris Financial Credit Fund W... | reinvestment | 97.6600 | +8.27% | -3.06% | |
| Algebris Financial Credit Fund W... | paying dividend | 89.5700 | +10.19% | -0.82% | |
| Algebris Financial Credit Fund W... | paying dividend | 91.2500 | +11.97% | +2.63% | |
| Algebris Financial Credit Fund W... | paying dividend | 91.1100 | +11.59% | +2.71% | |
| Algebris Financial Credit Fund W... | paying dividend | 83.0900 | +8.29% | -3.02% |
Performance
| YTD | +0.75% | ||
|---|---|---|---|
| 6 Months | +9.32% | ||
| 1 Year | +9.36% | ||
| 3 Years | -1.71% | ||
| 5 Years | +12.22% | ||
| Since start | +64.57% | ||
| Year | |||
| 2022 | -10.99% | ||
| 2021 | +2.76% | ||
| 2020 | +10.07% | ||
| 2019 | +16.20% | ||
| 2018 | -7.61% | ||
| 2017 | +9.90% | ||
| 2016 | +6.46% | ||
| 2015 | +4.56% | ||
| 2014 | +7.35% | ||