Algebris Financial Credit Fund Z USD/ IE00BYR8FJ89 /
| NAV14/05/2024 | Chg.-0.0100 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 171.9100USD | -0.01% | 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 | -0.54 | -0.03 | 4.67 | 5.10 | +13.94% |
| 2024 | 0.62 | 0.07 | 2.36 | -0.24 | 1.24 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 4.32% | 4.98% | 6.19% | 9.11% | 10.99% |
| Sharpe ratio | 1.82 | 4.03 | 2.61 | -0.08 | 0.33 |
| Best month | +5.10% | +5.10% | +5.10% | +5.10% | +7.98% |
| Worst month | -0.24% | -0.24% | -0.67% | -6.72% | -9.67% |
| Maximum loss | -1.98% | -1.98% | -2.94% | -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 | 95.3200 | +17.39% | +2.56% | |
| Algebris Financial Credit Fund I... | reinvestment | 183.9300 | +15.52% | +0.85% | |
| Algebris Financial Credit Fund R... | paying dividend | 87.2900 | +14.78% | -1.09% | |
| Algebris Financial Credit Fund R... | reinvestment | 136.3300 | +14.78% | -1.23% | |
| Algebris Financial Credit Fund R... | paying dividend | 103.6100 | +18.75% | +7.20% | |
| Algebris Financial Credit Fund R... | reinvestment | 178.5900 | +18.61% | +7.09% | |
| Algebris Financial Credit Fund R... | paying dividend | 97.5600 | +18.53% | +5.98% | |
| Algebris Financial Credit Fund Z... | paying dividend | 117.0500 | +19.95% | +9.60% | |
| Algebris Financial Credit Fund W... | reinvestment | 114.3400 | +17.16% | +4.79% | |
| Algebris Financial Credit Fund W... | paying dividend | 109.5200 | +19.13% | +7.33% | |
| Algebris Financial Credit Fund R... | reinvestment | 149.0700 | +18.39% | +5.98% | |
| Algebris Financial Credit Fund I... | reinvestment | 200.1900 | +17.82% | +4.15% | |
| Algebris Financial Credit Fund X... | paying dividend | 100.3500 | +18.33% | +5.08% | |
| Algebris Financial Credit Fund Z... | reinvestment | 147.7200 | +18.00% | +4.17% | |
| Algebris Financial Credit Fund Z... | reinvestment | 171.9100 | +19.94% | +9.61% | |
| Algebris Financial Credit Fund Z... | reinvestment | 139.2500 | +15.25% | +0.40% | |
| Algebris Financial Credit Fund W... | reinvestment | 147.2900 | +17.16% | +1.97% | |
| Algebris Financial Credit Fund W... | reinvestment | 136.3400 | +18.73% | +6.04% | |
| Algebris Financial Credit Fund W... | reinvestment | 173.7900 | +19.10% | +7.29% | |
| Algebris Financial Credit Fund W... | reinvestment | 108.5300 | +14.43% | -1.75% | |
| Algebris Financial Credit Fund W... | paying dividend | 96.3800 | +17.16% | +1.98% | |
| Algebris Financial Credit Fund W... | paying dividend | 98.9300 | +18.72% | +5.87% | |
| Algebris Financial Credit Fund W... | paying dividend | 98.0500 | +17.23% | +4.99% | |
| Algebris Financial Credit Fund W... | paying dividend | 88.2200 | +14.45% | -1.68% | |
| Algebris Financial Credit Fund R... | reinvestment | 170.8200 | +17.22% | +2.37% |
Performance
| YTD | +4.11% | ||
|---|---|---|---|
| 6 Months | +11.20% | ||
| 1 Year | +19.94% | ||
| 3 Years | +9.61% | ||
| 5 Years | +42.96% | ||
| 10 Years | - | ||
| Since start | +71.70% | ||
| Year | |||
| 2023 | +13.94% | ||
| 2022 | -8.91% | ||
| 2021 | +4.42% | ||
| 2020 | +14.13% | ||
| 2019 | +20.65% | ||
| 2018 | -4.92% | ||
| 2017 | +13.68% | ||
