ASG Managed Futures Fund I/A USD/  LU1429556951  /

Fonds
NAV11/30/2022 Chg.-0.4700 Type of yield Investment Focus Investment company
142.3500USD -0.33% reinvestment Alternative Investments Worldwide Natixis IM 
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2016 - - - - - - - - - - - 1.51 -
2017 0.00 2.35 -0.45 -0.55 0.25 -1.67 3.46 1.10 0.13 3.01 0.93 -0.38 +8.34%
2018 6.23 -8.02 -0.95 -0.61 -1.28 0.01 -0.06 3.50 -3.62 -4.73 -2.57 2.51 -9.93%
2019 -1.52 -0.49 5.51 3.48 0.59 2.61 3.64 5.90 -2.70 -2.60 0.82 -0.56 +15.17%
2020 0.35 -2.53 2.17 -0.62 -1.65 -1.23 4.31 0.91 -2.65 -1.46 4.42 3.59 +5.38%
2021 -0.60 2.40 1.28 0.64 1.51 -2.21 0.33 -0.52 -3.72 2.83 -3.54 1.46 -0.41%
2022 0.30 1.12 7.28 9.01 -0.69 6.54 -5.07 4.36 8.80 -0.39 -5.76 - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 13.74% 13.94% 13.42% 10.97% 10.55%
Sharpe ratio 2.03 1.23 2.00 0.80 0.44
Best month +9.01% +8.80% +9.01% +9.01% +9.01%
Worst month -5.76% -5.76% -5.76% -5.76% -8.02%
Maximum loss -11.17% -11.17% -11.17% -11.55% -19.46%
Outperformance +4.53% - +3.39% +10.66% -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
ASG Managed Futures Fund I/A USD reinvestment 142.3500 +28.82% +35.69%
ASG Managed Futures Fund R/A EUR reinvestment 126.0000 +26.49% -
ASG Managed Futures Fund H-I/A E... reinvestment 108.8900 - -

Performance

YTD  
+26.97%
6 Months  
+9.25%
1 Year  
+28.82%
3 Years  
+35.69%
5 Years  
+37.72%
Since start  
+52.00%
Year
2021
  -0.41%
2020  
+5.38%
2019  
+15.17%
2018
  -9.93%
2017  
+8.34%