Algebris Financial Credit Fund W EUR/ IE00BYR8FS70 /
| NAV9/29/2023 | Chg.+0.4400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 130.4800EUR | +0.34% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | - | - | - | - | - | - | - | -1.01 | -0.75 | 2.38 | 0.47 | -0.39 | - |
| 2016 | -1.65 | -3.26 | 3.65 | 1.67 | 1.49 | -2.50 | 3.90 | 1.61 | -1.26 | 2.07 | -2.01 | 3.29 | +6.86% |
| 2017 | 0.99 | 1.57 | 0.63 | 1.61 | 1.39 | -0.29 | 1.95 | -0.38 | 0.19 | 2.04 | 0.22 | 0.12 | +10.48% |
| 2018 | 1.64 | -0.66 | -1.39 | -0.24 | -3.43 | -1.32 | 2.83 | -1.65 | 0.47 | -1.89 | -2.63 | 0.01 | -8.12% |
| 2019 | 4.20 | 1.11 | -0.04 | 3.00 | -2.61 | 3.23 | 0.70 | 0.58 | 1.16 | 1.64 | 0.60 | 1.81 | +16.31% |
| 2020 | 1.34 | -0.20 | -10.54 | 7.74 | 2.79 | 1.62 | -0.25 | 3.90 | -0.80 | -1.08 | 6.16 | 0.95 | +10.98% |
| 2021 | 0.04 | 0.78 | 0.57 | 1.00 | 0.12 | 0.41 | 0.17 | -0.12 | -0.19 | 0.10 | -1.13 | 1.15 | +2.91% |
| 2022 | -1.96 | -2.39 | 0.04 | -3.31 | -0.12 | -5.77 | 3.98 | -3.14 | -6.92 | 3.45 | 4.47 | 0.27 | -11.50% |
| 2023 | 3.94 | -1.24 | -5.32 | 1.67 | 0.72 | 0.69 | 2.95 | -0.90 | -0.71 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.67% | 9.44% | 13.21% | 9.23% | 11.18% |
| Sharpe ratio | -0.13 | 1.77 | 0.47 | -0.46 | -0.12 |
| Best month | +3.94% | +2.95% | +4.47% | +6.16% | +7.74% |
| Worst month | -5.32% | -5.32% | -6.92% | -6.92% | -10.54% |
| Maximum loss | -15.56% | -2.94% | -15.56% | -21.72% | -22.50% |
| Outperformance | +3.31% | - | +7.74% | +19.56% | +34.03% |
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 | +1.52% | ||
|---|---|---|---|
| 6 Months | +9.93% | ||
| 1 Year | +10.20% | ||
| 3 Years | -0.81% | ||
| 5 Years | +13.47% | ||
| Since start | +30.48% | ||
| Year | |||
| 2022 | -11.50% | ||
| 2021 | +2.91% | ||
| 2020 | +10.98% | ||
| 2019 | +16.31% | ||
| 2018 | -8.12% | ||
| 2017 | +10.48% | ||
| 2016 | +6.86% | ||