Algebris Financial Credit Fund W USD/ IE00BYR8FV00 /
| NAV2024-04-17 | Chg.+0.6600 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 169.8300USD | +0.39% | 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 | -0.59 | -0.10 | 4.61 | 5.05 | +13.13% |
| 2024 | 0.56 | 0.02 | 2.31 | -1.38 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 4.40% | 5.54% | 6.62% | 9.10% | 11.02% |
| Sharpe ratio | 0.28 | 3.92 | 1.69 | -0.26 | 0.20 |
| Best month | +5.05% | +5.05% | +5.05% | +5.05% | +7.93% |
| Worst month | -1.38% | -1.38% | -1.38% | -6.77% | -9.73% |
| Maximum loss | -1.99% | -1.99% | -3.07% | -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 | 93.3200 | +13.46% | +0.30% | |
| Algebris Financial Credit Fund I... | reinvestment | 180.2800 | +11.66% | -1.23% | |
| Algebris Financial Credit Fund R... | paying dividend | 85.5500 | +10.86% | -3.16% | |
| Algebris Financial Credit Fund R... | reinvestment | 133.6200 | +10.87% | -3.29% | |
| Algebris Financial Credit Fund R... | paying dividend | 101.4600 | +14.98% | +4.90% | |
| Algebris Financial Credit Fund R... | reinvestment | 174.8800 | +14.84% | +4.81% | |
| Algebris Financial Credit Fund R... | paying dividend | 95.5700 | +14.69% | +3.74% | |
| Algebris Financial Credit Fund Z... | paying dividend | 114.3300 | +15.89% | +7.04% | |
| Algebris Financial Credit Fund W... | reinvestment | 111.8600 | +13.20% | +2.65% | |
| Algebris Financial Credit Fund W... | paying dividend | 107.0300 | +15.08% | +4.83% | |
| Algebris Financial Credit Fund R... | reinvestment | 146.0400 | +14.59% | +3.73% | |
| Algebris Financial Credit Fund I... | reinvestment | 196.1600 | +14.04% | +1.99% | |
| Algebris Financial Credit Fund X... | paying dividend | 98.0900 | +14.25% | +2.68% | |
| Algebris Financial Credit Fund Z... | reinvestment | 144.4100 | +13.92% | +1.78% | |
| Algebris Financial Credit Fund Z... | reinvestment | 167.9100 | +15.87% | +7.05% | |
| Algebris Financial Credit Fund Z... | reinvestment | 136.4400 | +11.33% | -1.69% | |
| Algebris Financial Credit Fund W... | reinvestment | 144.0700 | +13.11% | -0.36% | |
| Algebris Financial Credit Fund W... | reinvestment | 133.3000 | +14.65% | +3.61% | |
| Algebris Financial Credit Fund W... | reinvestment | 169.8300 | +15.06% | +4.79% | |
| Algebris Financial Credit Fund W... | reinvestment | 106.4000 | +10.53% | -3.79% | |
| Algebris Financial Credit Fund W... | paying dividend | 94.2700 | +13.11% | -0.36% | |
| Algebris Financial Credit Fund W... | paying dividend | 96.7200 | +14.62% | +3.45% | |
| Algebris Financial Credit Fund W... | paying dividend | 95.9400 | +13.27% | +2.65% | |
| Algebris Financial Credit Fund W... | paying dividend | 86.4900 | +10.58% | -3.73% | |
| Algebris Financial Credit Fund R... | reinvestment | 167.4300 | +13.44% | +0.23% |
Performance
| YTD | +1.47% | ||
|---|---|---|---|
| 6 Months | +12.05% | ||
| 1 Year | +15.06% | ||
| 3 Years | +4.79% | ||
| 5 Years | +34.51% | ||
| Since start | +69.86% | ||
| Year | |||
| 2023 | +13.13% | ||
| 2022 | -9.57% | ||
| 2021 | +3.70% | ||
| 2020 | +13.38% | ||
| 2019 | +19.71% | ||
| 2018 | -5.56% | ||
| 2017 | +12.81% | ||
| 2016 | +8.04% | ||
