Algebris Financial Credit Fund W GBP/ IE00BYR8FT87 /
| NAV6/6/2023 | Chg.+0.7900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 118.4300GBP | +0.67% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | - | - | - | - | - | - | - | - | - | 2.09 | 0.30 | 0.19 | - |
| 2018 | 1.73 | -0.61 | -1.29 | -0.13 | -3.34 | -1.26 | 2.92 | -1.55 | 0.53 | -1.79 | -2.54 | 0.15 | -7.11% |
| 2019 | 4.31 | 1.19 | 0.07 | 3.11 | -2.52 | 3.32 | 0.81 | 0.68 | 1.24 | 1.73 | 0.69 | 1.92 | +17.68% |
| 2020 | 1.50 | -0.11 | -10.68 | 7.69 | 2.84 | 1.65 | -0.20 | 3.97 | -0.75 | -1.05 | 6.18 | 1.01 | +11.41% |
| 2021 | 0.10 | 0.80 | 0.63 | 1.07 | 0.16 | 0.44 | 0.29 | -0.06 | -0.13 | 0.15 | -1.06 | 1.09 | +3.53% |
| 2022 | -1.82 | -2.22 | 0.11 | -3.22 | -0.02 | -5.69 | 4.16 | -2.96 | -6.76 | 3.60 | 4.51 | 0.46 | -10.10% |
| 2023 | 4.12 | -1.02 | -5.21 | 1.76 | 0.84 | 1.27 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 18.63% | 17.34% | 13.57% | 9.70% | 11.34% |
| Sharpe ratio | 0.01 | -0.10 | -0.36 | -0.33 | -0.02 |
| Best month | +4.12% | +4.12% | +4.51% | +6.18% | +7.69% |
| Worst month | -5.21% | -5.21% | -6.76% | -6.76% | -10.68% |
| Maximum loss | -15.31% | -15.31% | -15.31% | -19.98% | -22.55% |
| Outperformance | +9.40% | - | +14.44% | +28.78% | - |
All quotes in GBP
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Algebris Financial Credit Fund R... | paying dividend | 89.2100 | -2.76% | -2.61% | |
| Algebris Financial Credit Fund I... | reinvestment | 163.8800 | -3.35% | -2.83% | |
| Algebris Financial Credit Fund R... | paying dividend | 83.3500 | -4.02% | -4.29% | |
| Algebris Financial Credit Fund R... | reinvestment | 122.2000 | -4.01% | -4.60% | |
| Algebris Financial Credit Fund R... | paying dividend | 96.0200 | -0.29% | +1.36% | |
| Algebris Financial Credit Fund R... | reinvestment | 155.3000 | -0.27% | +1.41% | |
| Algebris Financial Credit Fund R... | paying dividend | 90.9200 | -1.22% | +0.25% | |
| Algebris Financial Credit Fund Z... | paying dividend | 107.7200 | +0.14% | +4.26% | |
| Algebris Financial Credit Fund W... | reinvestment | 100.5900 | -1.18% | - | |
| Algebris Financial Credit Fund W... | paying dividend | 100.9000 | -0.57% | +2.10% | |
| Algebris Financial Credit Fund R... | reinvestment | 129.8800 | - | - | |
| Algebris Financial Credit Fund I... | reinvestment | 175.1700 | -2.07% | -0.98% | |
| Algebris Financial Credit Fund X... | paying dividend | 93.4000 | -2.09% | +0.62% | |
| Algebris Financial Credit Fund Z... | reinvestment | 129.0500 | -2.36% | -0.26% | |
| Algebris Financial Credit Fund R... | reinvestment | 150.1800 | -2.75% | -2.75% | |
| Algebris Financial Credit Fund Z... | reinvestment | 147.8600 | +0.14% | +4.23% | |
| Algebris Financial Credit Fund Z... | reinvestment | 124.3300 | -3.62% | -1.98% | |
| Algebris Financial Credit Fund W... | reinvestment | 129.5400 | -3.05% | -2.35% | |
| Algebris Financial Credit Fund W... | reinvestment | 118.4300 | -1.42% | +0.81% | |
| Algebris Financial Credit Fund W... | reinvestment | 150.4600 | -0.58% | +2.07% | |
| Algebris Financial Credit Fund W... | reinvestment | 97.5600 | -4.31% | -4.04% | |
| Algebris Financial Credit Fund W... | paying dividend | 90.4400 | -3.06% | -2.35% | |
| Algebris Financial Credit Fund W... | paying dividend | 91.6500 | -1.52% | +0.72% | |
| Algebris Financial Credit Fund W... | paying dividend | 91.9600 | -1.23% | +1.19% | |
| Algebris Financial Credit Fund W... | paying dividend | 84.1400 | -4.31% | - |
Performance
| YTD | +1.53% | ||
|---|---|---|---|
| 6 Months | +0.86% | ||
| 1 Year | -1.42% | ||
| 3 Years | +0.81% | ||
| 5 Years | +17.69% | ||
| Since start | +18.12% | ||
| Year | |||
| 2022 | -10.10% | ||
| 2021 | +3.53% | ||
| 2020 | +11.41% | ||
| 2019 | +17.68% | ||
| 2018 | -7.11% | ||