ASG Managed Futures Fund R/A EUR/ LU1429557504 /
| NAV1/26/2023 | Chg.+0.6200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 123.1400EUR | +0.51% | reinvestment | Alternative Investments Worldwide | Natixis IM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | - | - | 1.15 | 0.47 | 1.37 | -2.40 | 0.21 | -0.63 | -3.85 | 2.70 | -3.60 | 1.24 | - |
| 2022 | 0.22 | 1.06 | 7.07 | 8.85 | -0.87 | 6.42 | -5.31 | 4.18 | 8.66 | -0.57 | -5.86 | -0.64 | +24.13% |
| 2023 | -1.64 | - | - | - | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 8.78% | 11.76% | 13.30% | -% | -% |
| Sharpe ratio | -2.81 | -0.03 | 1.51 | - | - |
| Best month | -0.64% | +8.66% | +8.85% | - | - |
| Worst month | -1.64% | -5.86% | -5.86% | - | - |
| Maximum loss | -3.04% | -11.42% | -11.54% | - | - |
| Outperformance | - | - | - | - | - |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| ASG Managed Futures Fund I/A USD | reinvestment | 139.9000 | +25.11% | +29.91% | |
| ASG Managed Futures Fund R/A EUR | reinvestment | 123.1400 | +22.52% | - | |
| ASG Managed Futures Fund H-I/A E... | reinvestment | 106.4900 | - | - |
Performance
| YTD | -1.64% | ||
|---|---|---|---|
| 6 Months | +1.04% | ||
| 1 Year | +22.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| Since start | +20.00% | ||
| Year | |||
| 2022 | +24.13% | ||