Algebris Financial Credit Fund Z EUR H/ IE00BYR8FG58 /
| NAV9/21/2023 | Chg.-0.4400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 131.6400EUR | -0.33% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | - | - | - | - | - | - | - | -0.96 | 2.14 | -1.94 | 3.35 | - |
| 2017 | 1.05 | 1.62 | 0.69 | 1.67 | 1.45 | -0.22 | 2.02 | -0.32 | 0.25 | 2.10 | 0.26 | 0.17 | +11.25% |
| 2018 | 1.72 | -0.61 | -1.34 | -0.18 | -3.37 | -1.26 | 2.89 | -1.58 | 0.50 | -1.82 | -2.57 | 0.08 | -7.44% |
| 2019 | 4.25 | 1.17 | 0.01 | 3.07 | -2.55 | 3.29 | 0.75 | 0.64 | 1.22 | 1.70 | 0.66 | 1.87 | +17.13% |
| 2020 | 1.40 | -0.15 | -10.48 | 7.80 | 2.86 | 1.68 | -0.19 | 3.96 | -0.73 | -1.03 | 6.23 | 1.02 | +11.78% |
| 2021 | 0.10 | 0.82 | 0.64 | 1.05 | 0.18 | 0.47 | 0.22 | -0.06 | -0.14 | 0.17 | -1.08 | 1.21 | +3.63% |
| 2022 | -1.90 | -2.33 | 0.09 | -3.25 | -0.05 | -5.72 | 4.05 | -3.08 | -6.87 | 3.49 | 4.54 | 0.32 | -10.87% |
| 2023 | 4.00 | -1.19 | -5.26 | 1.73 | 0.78 | 0.75 | 3.01 | -0.84 | 0.39 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.84% | 14.15% | 13.37% | 9.31% | 11.19% |
| Sharpe ratio | 0.03 | 0.78 | 0.20 | -0.40 | -0.05 |
| Best month | +4.00% | +3.01% | +4.54% | +6.23% | +7.80% |
| Worst month | -5.26% | -5.26% | -6.87% | -6.87% | -10.48% |
| Maximum loss | -15.48% | -3.77% | -15.48% | -20.87% | -22.44% |
| Outperformance | +3.19% | - | +8.96% | +24.46% | - |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Algebris Financial Credit Fund R... | paying dividend | 89.4100 | +6.20% | -1.63% | |
| Algebris Financial Credit Fund I... | reinvestment | 166.4100 | +5.12% | -2.22% | |
| Algebris Financial Credit Fund R... | paying dividend | 83.0800 | +4.38% | -3.74% | |
| Algebris Financial Credit Fund R... | reinvestment | 123.8200 | +4.38% | -4.00% | |
| Algebris Financial Credit Fund R... | paying dividend | 96.6900 | +8.67% | +2.74% | |
| Algebris Financial Credit Fund R... | reinvestment | 159.1100 | +8.70% | +2.82% | |
| Algebris Financial Credit Fund R... | paying dividend | 91.4700 | +7.95% | +1.64% | |
| Algebris Financial Credit Fund Z... | paying dividend | 108.4700 | +9.13% | +5.54% | |
| Algebris Financial Credit Fund W... | reinvestment | 102.4200 | +7.23% | +2.34% | |
| Algebris Financial Credit Fund W... | paying dividend | 101.7400 | +8.36% | +3.33% | |
| Algebris Financial Credit Fund R... | reinvestment | 132.9700 | - | - | |
| Algebris Financial Credit Fund I... | reinvestment | 178.8400 | +6.96% | +0.08% | |
| Algebris Financial Credit Fund X... | paying dividend | 93.7600 | +6.95% | +1.55% | |
| Algebris Financial Credit Fund Z... | reinvestment | 131.6400 | +6.65% | +0.67% | |
| Algebris Financial Credit Fund R... | reinvestment | 153.0100 | +6.21% | -1.74% | |
| Algebris Financial Credit Fund Z... | reinvestment | 151.6700 | +9.15% | +5.53% | |
| Algebris Financial Credit Fund Z... | reinvestment | 126.1400 | +4.81% | -1.52% | |
| Algebris Financial Credit Fund W... | reinvestment | 131.8700 | +5.90% | -1.44% | |
| Algebris Financial Credit Fund W... | reinvestment | 121.1400 | +7.73% | +2.06% | |
| Algebris Financial Credit Fund W... | reinvestment | 154.0200 | +8.37% | +3.31% | |
| Algebris Financial Credit Fund W... | reinvestment | 98.7700 | +4.07% | -3.61% | |
| Algebris Financial Credit Fund W... | paying dividend | 90.5300 | +5.90% | -1.45% | |
| Algebris Financial Credit Fund W... | paying dividend | 92.2100 | +7.62% | +1.96% | |
| Algebris Financial Credit Fund W... | paying dividend | 92.0800 | +7.30% | +2.09% | |
| Algebris Financial Credit Fund W... | paying dividend | 84.0400 | +4.08% | -3.58% |
Performance
| YTD | +3.13% | ||
|---|---|---|---|
| 6 Months | +7.28% | ||
| 1 Year | +6.65% | ||
| 3 Years | +0.67% | ||
| 5 Years | +18.04% | ||
| Since start | +31.64% | ||
| Year | |||
| 2022 | -10.87% | ||
| 2021 | +3.63% | ||
| 2020 | +11.78% | ||
| 2019 | +17.13% | ||
| 2018 | -7.44% | ||
| 2017 | +11.25% | ||