Algebris Financial Credit Fund W EUR/ IE00BYR8FS70 /
| NAV9/28/2023 | Chg.-0.8000 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 130.0400EUR | -0.61% | 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 | -1.04 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.70% | 9.47% | 13.26% | 9.27% | 11.19% |
| Sharpe ratio | -0.16 | 1.39 | 0.37 | -0.50 | -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 | 88.1800 | +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 | +1.17% | ||
|---|---|---|---|
| 6 Months | +8.32% | ||
| 1 Year | +8.84% | ||
| 3 Years | -2.01% | ||
| 5 Years | +13.63% | ||
| Since start | +30.04% | ||
| Year | |||
| 2022 | -11.50% | ||
| 2021 | +2.91% | ||
| 2020 | +10.98% | ||
| 2019 | +16.31% | ||
| 2018 | -8.12% | ||
| 2017 | +10.48% | ||
| 2016 | +6.86% | ||