Algebris Financial Credit Fund R GBP/  IE00BMMVVZ61  /

Fonds
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%