Algebris Financial Credit Fund R GBP/ IE00BMMVVZ61 /
| NAV9/28/2023 | Chg.-0.7000 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 131.2200GBP | -0.53% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | - | - | - | - | - | - | - | - | - | -1.79 | 3.11 | - |
| 2017 | 1.68 | 1.38 | 0.57 | 1.53 | 1.39 | -0.19 | 1.87 | -0.26 | 0.19 | 1.89 | 0.32 | 0.25 | +11.09% |
| 2018 | 1.58 | -0.54 | -1.21 | -0.10 | -3.30 | -1.24 | 2.95 | -1.52 | 0.55 | -1.74 | -2.53 | 0.17 | -6.86% |
| 2019 | 4.35 | 1.22 | 0.09 | 3.01 | -2.40 | 3.06 | 0.77 | 0.68 | 1.16 | 1.60 | 0.56 | 1.78 | +16.91% |
| 2020 | 1.37 | -0.07 | -10.59 | 7.70 | 2.90 | 1.49 | -0.27 | 3.70 | -0.66 | -1.01 | 5.68 | 0.94 | +10.50% |
| 2021 | 0.10 | 0.65 | 0.56 | 0.97 | 0.13 | 0.40 | 0.24 | -0.07 | -0.12 | 0.18 | -0.97 | 1.00 | +3.08% |
| 2022 | -1.79 | -2.20 | 0.14 | -3.20 | 0.02 | -5.66 | 4.18 | -2.94 | -6.81 | 3.61 | 4.55 | 0.47 | -9.92% |
| 2023 | 4.15 | -0.99 | -5.18 | 1.78 | 0.87 | 0.81 | 3.13 | -0.78 | -0.80 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.60% | 9.42% | 13.19% | 9.22% | 11.14% |
| Sharpe ratio | -0.02 | 1.63 | 0.54 | -0.40 | -0.05 |
| Best month | +4.15% | +3.13% | +4.55% | +5.68% | +7.70% |
| Worst month | -5.18% | -5.18% | -6.81% | -6.81% | -10.59% |
| Maximum loss | -15.28% | -2.90% | -15.28% | -19.70% | -22.29% |
| Outperformance | - | - | - | - | - |
All quotes in GBP
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Algebris Financial Credit Fund R... | paying dividend | 88.1800 | +9.16% | -2.25% | |
| Algebris Financial Credit Fund I... | reinvestment | 163.9100 | +7.85% | -2.97% | |
| Algebris Financial Credit Fund R... | paying dividend | 81.8200 | +7.09% | -4.51% | |
| Algebris Financial Credit Fund R... | reinvestment | 121.9500 | +7.11% | -4.76% | |
| Algebris Financial Credit Fund R... | paying dividend | 95.3500 | +11.65% | +2.06% | |
| Algebris Financial Credit Fund R... | reinvestment | 156.9100 | +11.68% | +2.12% | |
| Algebris Financial Credit Fund R... | paying dividend | 90.2600 | +11.03% | +1.01% | |
| Algebris Financial Credit Fund Z... | paying dividend | 106.9800 | +12.11% | +4.91% | |
| Algebris Financial Credit Fund W... | reinvestment | 101.0000 | +10.14% | +1.39% | |
| Algebris Financial Credit Fund W... | paying dividend | 100.3200 | +11.33% | +2.70% | |
| Algebris Financial Credit Fund R... | reinvestment | 131.2200 | +11.05% | +0.97% | |
| Algebris Financial Credit Fund I... | reinvestment | 176.4000 | +9.93% | -0.57% | |
| Algebris Financial Credit Fund X... | paying dividend | 92.4700 | +9.91% | +0.96% | |
| Algebris Financial Credit Fund Z... | reinvestment | 129.8300 | +9.61% | +0.08% | |
| Algebris Financial Credit Fund R... | reinvestment | 150.9000 | +9.16% | -2.38% | |
| Algebris Financial Credit Fund Z... | reinvestment | 149.5800 | +12.13% | +4.89% | |
| Algebris Financial Credit Fund Z... | reinvestment | 124.2400 | +7.55% | -2.21% | |
| Algebris Financial Credit Fund W... | reinvestment | 130.0400 | +8.84% | -2.01% | |
| Algebris Financial Credit Fund W... | reinvestment | 119.5400 | +10.72% | +1.53% | |
| Algebris Financial Credit Fund W... | reinvestment | 151.8800 | +11.33% | +2.68% | |
| Algebris Financial Credit Fund W... | reinvestment | 97.2700 | +6.77% | -4.30% | |
| Algebris Financial Credit Fund W... | paying dividend | 89.2700 | +8.82% | -2.02% | |
| Algebris Financial Credit Fund W... | paying dividend | 90.9900 | +10.70% | +1.44% | |
| Algebris Financial Credit Fund W... | paying dividend | 90.8100 | +10.21% | +1.49% | |
| Algebris Financial Credit Fund W... | paying dividend | 82.7600 | +6.79% | -4.27% |
Performance
| YTD | +2.72% | ||
|---|---|---|---|
| 6 Months | +9.31% | ||
| 1 Year | +11.05% | ||
| 3 Years | +0.97% | ||
| 5 Years | +18.21% | ||
| Since start | +31.22% | ||
| Year | |||
| 2022 | -9.92% | ||
| 2021 | +3.08% | ||
| 2020 | +10.50% | ||
| 2019 | +16.91% | ||
| 2018 | -6.86% | ||
| 2017 | +11.09% | ||