Assenagon Alpha Vol.I GBP/ LU1864491771 /
| NAV5/16/2024 | Chg.-3.5700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 977.8500GBP | -0.36% | paying dividend | Alternative Investments Worldwide | Assenagon AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -6.15 | -0.61 | 2.00 | -0.93 | 2.97 | -1.76 | -0.97 | 0.44 | -1.52 | 0.18 | -1.55 | -3.20 | -10.83% |
| 2020 | 0.44 | 3.72 | 17.47 | -2.12 | 2.00 | -2.40 | -1.60 | 1.71 | 0.75 | -0.11 | -2.04 | -2.01 | +15.31% |
| 2021 | -0.06 | -1.76 | 1.51 | -5.78 | 0.68 | -1.86 | -0.53 | 0.09 | -1.47 | -0.60 | 1.40 | -1.78 | -9.89% |
| 2022 | 6.31 | 3.40 | -2.40 | 4.77 | -1.54 | 1.43 | -1.81 | -0.59 | 3.79 | -3.40 | -3.32 | 1.49 | +7.79% |
| 2023 | -1.87 | -0.82 | 8.29 | -2.46 | 1.74 | -1.76 | -0.98 | 1.17 | 1.23 | 0.58 | -4.12 | 1.35 | +1.84% |
| 2024 | -0.82 | -2.65 | -0.81 | 1.58 | -2.43 | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.53% | 6.37% | 6.27% | 8.48% | 10.69% |
| Sharpe ratio | -2.60 | -2.21 | -1.82 | -0.51 | -0.34 |
| Best month | +1.58% | +1.58% | +1.74% | +8.29% | +17.47% |
| Worst month | -2.65% | -4.12% | -4.12% | -4.12% | -5.78% |
| Maximum loss | -6.42% | -6.42% | -8.34% | -10.59% | -26.11% |
| Outperformance | +26.18% | - | +18.22% | - | - |
All quotes in GBP
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Assenagon Alpha Vol.I GBP | paying dividend | 977.8500 | -7.60% | -1.60% | |
| Assenagon Alpha Vol.I2 CHF | reinvestment | 944.9200 | -10.91% | - | |
| Assenagon Alpha Vol.I2 SPEZ EUR | reinvestment | 913.1900 | -8.22% | -3.27% | |
| Assenagon Alpha Vol.P EUR | paying dividend | 47.1900 | -9.63% | -7.65% | |
| Assenagon Alpha Vol.I EUR | paying dividend | 1,040.9200 | -8.96% | -5.56% | |
| Assenagon Alpha Vol.R EUR | paying dividend | 47.6700 | -8.99% | -5.64% | |
| Assenagon Alpha Vol.I2 USD | reinvestment | 928.7100 | -7.38% | - |
Performance
| YTD | -5.08% | ||
|---|---|---|---|
| 6 Months | -5.23% | ||
| 1 Year | -7.60% | ||
| 3 Years | -1.60% | ||
| 5 Years | +1.07% | ||
| 10 Years | - | ||
| Since start | -2.22% | ||
| Year | |||
| 2023 | +1.84% | ||
| 2022 | +7.79% | ||
| 2021 | -9.89% | ||
| 2020 | +15.31% | ||
| 2019 | -10.83% | ||
