Algebris Financial Credit Fund R EUR/ IE00B8J38129 /
| NAV9/21/2023 | Chg.-0.5100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 153.0100EUR | -0.33% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | - | -0.05 | 0.47 | 3.37 | -0.23 | -3.24 | 1.15 | 0.80 | 0.91 | 2.62 | 0.83 | 0.95 | +6.37% |
| 2014 | 1.19 | 1.99 | 0.26 | 1.40 | 1.15 | 0.65 | -0.34 | 0.11 | -1.45 | 1.34 | 0.12 | 0.05 | +6.62% |
| 2015 | 1.56 | 1.49 | 0.64 | -0.30 | 0.54 | -1.25 | 1.55 | -0.96 | -0.73 | 2.33 | 0.43 | -0.33 | +5.02% |
| 2016 | -1.62 | -3.23 | 3.68 | 1.69 | 1.36 | -2.32 | 3.59 | 1.46 | -1.13 | 1.92 | -1.83 | 3.03 | +6.45% |
| 2017 | 0.95 | 1.42 | 0.59 | 1.45 | 1.31 | -0.25 | 1.80 | -0.32 | 0.18 | 1.82 | 0.26 | 0.11 | +9.67% |
| 2018 | 1.52 | -0.58 | -1.29 | -0.22 | -3.40 | -1.30 | 2.86 | -1.62 | 0.47 | -1.86 | -2.61 | 0.05 | -7.85% |
| 2019 | 4.22 | 1.14 | -0.02 | 3.03 | -2.59 | 3.17 | 0.65 | 0.60 | 1.07 | 1.50 | 0.50 | 1.70 | +15.84% |
| 2020 | 1.25 | -0.17 | -10.45 | 7.76 | 2.82 | 1.48 | -0.31 | 3.66 | -0.71 | -1.06 | 5.69 | 0.88 | +10.15% |
| 2021 | 0.04 | 0.68 | 0.50 | 0.89 | 0.09 | 0.34 | 0.14 | -0.14 | -0.18 | 0.14 | -1.03 | 1.06 | +2.54% |
| 2022 | -1.93 | -2.37 | 0.06 | -3.29 | -0.09 | -5.76 | 4.02 | -3.12 | -6.89 | 3.46 | 4.50 | 0.29 | -11.24% |
| 2023 | 3.97 | -1.23 | -5.29 | 1.70 | 0.75 | 0.71 | 2.98 | -0.88 | 0.37 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.85% | 14.16% | 13.38% | 9.28% | 11.14% |
| Sharpe ratio | 0.00 | 0.74 | 0.17 | -0.49 | -0.13 |
| Best month | +3.97% | +2.98% | +4.50% | +5.69% | +7.76% |
| Worst month | -5.29% | -5.29% | -6.89% | -6.89% | -10.45% |
| Maximum loss | -15.53% | -3.79% | -15.53% | -21.34% | -22.28% |
| Outperformance | +2.46% | - | +6.97% | +19.97% | +35.63% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Algebris Financial Credit Fund R... | paying dividend | 89.4100 | +6.20% | -1.63% | |
| Algebris Financial Credit Fund I... | reinvestment | 166.4100 | +5.12% | -2.22% | |
| Algebris Financial Credit Fund R... | paying dividend | 83.0800 | +4.38% | -3.74% | |
| Algebris Financial Credit Fund R... | reinvestment | 123.8200 | +4.38% | -4.00% | |
| Algebris Financial Credit Fund R... | paying dividend | 96.6900 | +8.67% | +2.74% | |
| Algebris Financial Credit Fund R... | reinvestment | 159.1100 | +8.70% | +2.82% | |
| Algebris Financial Credit Fund R... | paying dividend | 91.4700 | +7.95% | +1.64% | |
| Algebris Financial Credit Fund Z... | paying dividend | 108.4700 | +9.13% | +5.54% | |
| Algebris Financial Credit Fund W... | reinvestment | 102.4200 | +7.23% | +2.34% | |
| Algebris Financial Credit Fund W... | paying dividend | 101.7400 | +8.36% | +3.33% | |
| Algebris Financial Credit Fund R... | reinvestment | 132.9700 | - | - | |
| Algebris Financial Credit Fund I... | reinvestment | 178.8400 | +6.96% | +0.08% | |
| Algebris Financial Credit Fund X... | paying dividend | 93.7600 | +6.95% | +1.55% | |
| Algebris Financial Credit Fund Z... | reinvestment | 131.6400 | +6.65% | +0.67% | |
| Algebris Financial Credit Fund R... | reinvestment | 153.0100 | +6.21% | -1.74% | |
| Algebris Financial Credit Fund Z... | reinvestment | 151.6700 | +9.15% | +5.53% | |
| Algebris Financial Credit Fund Z... | reinvestment | 126.1400 | +4.81% | -1.52% | |
| Algebris Financial Credit Fund W... | reinvestment | 131.8700 | +5.90% | -1.44% | |
| Algebris Financial Credit Fund W... | reinvestment | 121.1400 | +7.73% | +2.06% | |
| Algebris Financial Credit Fund W... | reinvestment | 154.0200 | +8.37% | +3.31% | |
| Algebris Financial Credit Fund W... | reinvestment | 98.7700 | +4.07% | -3.61% | |
| Algebris Financial Credit Fund W... | paying dividend | 90.5300 | +5.90% | -1.45% | |
| Algebris Financial Credit Fund W... | paying dividend | 92.2100 | +7.62% | +1.96% | |
| Algebris Financial Credit Fund W... | paying dividend | 92.0800 | +7.30% | +2.09% | |
| Algebris Financial Credit Fund W... | paying dividend | 84.0400 | +4.08% | -3.58% |
Performance
| YTD | +2.82% | ||
|---|---|---|---|
| 6 Months | +7.05% | ||
| 1 Year | +6.21% | ||
| 3 Years | -1.74% | ||
| 5 Years | +12.91% | ||
| Since start | +53.01% | ||
| Year | |||
| 2022 | -11.24% | ||
| 2021 | +2.54% | ||
| 2020 | +10.15% | ||
| 2019 | +15.84% | ||
| 2018 | -7.85% | ||
| 2017 | +9.67% | ||
| 2016 | +6.45% | ||
| 2015 | +5.02% | ||
| 2014 | +6.62% | ||