Algebris Financial Credit Fund W USD/ IE00BYR8FV00 /
| NAV9/28/2023 | Chg.-0.9100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 151.8800USD | -0.60% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | - | - | - | - | - | - | - | - | -0.70 | 2.43 | 0.46 | -0.23 | - |
| 2016 | -1.49 | -3.42 | 3.57 | 1.76 | 1.57 | -2.28 | 4.01 | 1.73 | -1.14 | 2.21 | -1.90 | 3.49 | +8.04% |
| 2017 | 1.18 | 1.64 | 0.78 | 1.77 | 1.55 | -0.09 | 2.14 | -0.21 | 0.29 | 2.20 | 0.38 | 0.52 | +12.81% |
| 2018 | 1.85 | -0.53 | -1.15 | -0.02 | -3.19 | -1.11 | 3.08 | -1.41 | 0.61 | -1.65 | -2.39 | 0.37 | -5.56% |
| 2019 | 4.47 | 1.34 | 0.20 | 3.28 | -2.36 | 3.51 | 0.93 | 0.82 | 1.40 | 1.84 | 0.73 | 2.11 | +19.71% |
| 2020 | 1.53 | -0.06 | -9.73 | 7.93 | 2.89 | 1.72 | -0.17 | 3.98 | -0.71 | -1.01 | 6.25 | 1.08 | +13.38% |
| 2021 | 0.12 | 0.82 | 0.67 | 1.07 | 0.17 | 0.45 | 0.25 | -0.06 | -0.11 | 0.15 | -1.10 | 1.23 | +3.70% |
| 2022 | -1.82 | -2.30 | 0.17 | -3.22 | 0.01 | -5.61 | 4.18 | -2.83 | -6.77 | 3.67 | 4.78 | 0.50 | -9.57% |
| 2023 | 4.13 | -1.05 | -5.15 | 1.85 | 0.92 | 0.83 | 3.09 | -0.73 | -0.97 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.71% | 9.47% | 13.27% | 9.29% | 11.17% |
| Sharpe ratio | -0.02 | 1.62 | 0.55 | -0.33 | 0.07 |
| Best month | +4.13% | +3.09% | +4.78% | +6.25% | +7.93% |
| Worst month | -5.15% | -5.15% | -6.77% | -6.77% | -9.73% |
| Maximum loss | -15.34% | -2.90% | -15.34% | -19.47% | -21.94% |
| Outperformance | +7.61% | - | +8.37% | +26.34% | +43.33% |
All quotes in USD
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 | +2.66% | ||
|---|---|---|---|
| 6 Months | +9.32% | ||
| 1 Year | +11.33% | ||
| 3 Years | +2.68% | ||
| 5 Years | +25.92% | ||
| Since start | +51.91% | ||
| Year | |||
| 2022 | -9.57% | ||
| 2021 | +3.70% | ||
| 2020 | +13.38% | ||
| 2019 | +19.71% | ||
| 2018 | -5.56% | ||
| 2017 | +12.81% | ||
| 2016 | +8.04% | ||