Algebris Financial Credit Fund Z USD/  IE00BYR8FJ89  /

Fonds
NAV9/21/2023 Chg.-0.5000 Type of yield Investment Focus Investment company
151.6700USD -0.33% reinvestment Bonds Worldwide Algebris Inv. (IE) 
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2016 - - - - - - - - - - - 3.54 -
2017 1.24 1.71 0.86 1.84 1.59 -0.04 2.21 -0.14 0.37 2.27 0.43 0.58 +13.68%
2018 1.90 -0.48 -1.09 0.04 -3.13 -1.06 3.15 -1.35 0.65 -1.57 -2.33 0.42 -4.92%
2019 4.56 1.38 0.26 3.34 -2.30 3.55 1.00 0.88 1.49 1.93 0.80 2.18 +20.65%
2020 1.60 0.00 -9.67 7.98 2.94 1.77 -0.12 4.03 -0.65 -0.94 6.29 1.15 +14.13%
2021 0.17 0.88 0.72 1.13 0.22 0.52 0.30 0.01 -0.05 0.20 -1.04 1.28 +4.42%
2022 -1.76 -2.25 0.23 -3.17 0.07 -5.55 4.23 -2.77 -6.72 3.73 4.85 0.57 -8.91%
2023 4.20 -1.00 -5.09 1.92 0.99 0.88 3.16 -0.67 0.47 - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 14.85% 14.13% 13.37% 9.32% 11.16%
Sharpe ratio 0.18 0.94 0.39 -0.23 0.14
Best month +4.20% +3.16% +4.85% +6.29% +7.98%
Worst month -5.09% -5.09% -6.72% -6.72% -9.67%
Maximum loss -15.26% -3.69% -15.26% -18.59% -21.87%
Outperformance +8.05% - +9.14% +29.26% -
 
All quotes in USD

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  
+4.65%
6 Months  
+8.36%
1 Year  
+9.15%
3 Years  
+5.53%
5 Years  
+30.84%
Since start  
+51.49%
Year
2022
  -8.91%
2021  
+4.42%
2020  
+14.13%
2019  
+20.65%
2018
  -4.92%
2017  
+13.68%