Algebris Financial Credit Fund I EUR/ IE00B81TMV64 /
| NAV9/29/2023 | Chg.+0.5900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 176.9900EUR | +0.33% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2012 | - | - | - | - | - | - | - | - | 1.65 | 2.27 | 2.19 | 1.33 | - |
| 2013 | 0.34 | 0.01 | 0.45 | 3.48 | 0.02 | -3.15 | 1.16 | 0.85 | 0.96 | 2.67 | 0.89 | 0.98 | +8.87% |
| 2014 | 1.25 | 2.07 | 0.36 | 1.46 | 1.20 | 0.70 | -0.29 | 0.16 | -1.38 | 1.40 | 0.15 | 0.14 | +7.42% |
| 2015 | 1.56 | 1.49 | 0.67 | -0.25 | 0.61 | -1.20 | 1.60 | -0.90 | -0.66 | 2.34 | 0.48 | -0.29 | +5.50% |
| 2016 | -1.57 | -3.17 | 3.74 | 1.23 | 1.41 | -2.00 | 3.86 | 1.49 | -1.09 | 1.97 | -1.79 | 3.07 | +7.04% |
| 2017 | 1.01 | 1.46 | 0.62 | 1.50 | 1.36 | -0.21 | 1.85 | -0.27 | 0.24 | 1.87 | 0.29 | 0.17 | +10.32% |
| 2018 | 1.58 | -0.54 | -1.23 | -0.15 | -3.35 | -1.24 | 2.92 | -1.56 | 0.54 | -1.80 | -2.55 | 0.10 | -7.20% |
| 2019 | 4.29 | 1.18 | 0.04 | 3.01 | -2.46 | 3.12 | 0.72 | 0.65 | 1.12 | 1.56 | 0.56 | 1.74 | +16.49% |
| 2020 | 1.32 | -0.12 | -10.39 | 7.82 | 2.88 | 1.50 | -0.25 | 3.71 | -0.65 | -1.00 | 5.71 | 0.94 | +10.83% |
| 2021 | 0.10 | 0.70 | 0.57 | 0.93 | 0.11 | 0.40 | 0.17 | -0.13 | -0.14 | 0.18 | -0.97 | 1.10 | +3.02% |
| 2022 | -1.87 | -2.32 | 0.12 | -3.23 | -0.03 | -5.70 | 4.07 | -3.05 | -6.84 | 3.52 | 4.56 | 0.35 | -10.61% |
| 2023 | 4.03 | -1.17 | -5.24 | 1.76 | 0.81 | 0.77 | 3.04 | -0.81 | -0.63 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.66% | 9.44% | 13.21% | 9.20% | 11.12% |
| Sharpe ratio | -0.06 | 1.90 | 0.56 | -0.41 | -0.09 |
| Best month | +4.03% | +3.04% | +4.56% | +5.71% | +7.82% |
| Worst month | -5.24% | -5.24% | -6.84% | -6.84% | -10.39% |
| Maximum loss | -15.45% | -2.91% | -15.45% | -20.54% | -22.22% |
| Outperformance | +2.73% | - | +7.60% | +22.26% | +39.51% |
All quotes in EUR
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 | +2.28% | ||
|---|---|---|---|
| 6 Months | +10.48% | ||
| 1 Year | +11.31% | ||
| 3 Years | +0.65% | ||
| 5 Years | +15.91% | ||
| Since start | +76.99% | ||
| Year | |||
| 2022 | -10.61% | ||
| 2021 | +3.02% | ||
| 2020 | +10.83% | ||
| 2019 | +16.49% | ||
| 2018 | -7.20% | ||
| 2017 | +10.32% | ||
| 2016 | +7.04% | ||
| 2015 | +5.50% | ||
| 2014 | +7.42% | ||