Assenagon Alpha Volatility (I GBP)/ LU1864491771 /
| NAV10/06/2024 | Chg.-1.4800 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 986.3900GBP | -0.15% | 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 | -1.51 | -0.07 | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.23% | 6.31% | 6.24% | 8.46% | 10.68% |
| Sharpe ratio | -2.12 | -1.68 | -1.69 | -0.41 | -0.34 |
| Best month | +1.58% | +1.58% | +1.58% | +8.29% | +17.47% |
| Worst month | -2.65% | -2.65% | -4.12% | -4.12% | -5.78% |
| Maximum loss | -6.59% | -6.59% | -8.51% | -10.60% | -26.11% |
| Outperformance | +26.18% | - | +18.22% | - | - |
All quotes in GBP
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Assenagon Alpha Volatility (I GB... | paying dividend | 986.3900 | -6.77% | +0.96% | |
| Assenagon Alpha Volatility (I2 C... | reinvestment | 950.6300 | -10.14% | - | |
| Assenagon Alpha Volatility (I2 S... | reinvestment | 920.9800 | -7.34% | -0.77% | |
| Assenagon Alpha Volatility (P) | paying dividend | 47.5500 | -8.75% | -5.26% | |
| Assenagon Alpha Volatility (I) | paying dividend | 1,049.2300 | -8.08% | -3.12% | |
| Assenagon Alpha Volatility (R) | paying dividend | 48.0500 | -8.11% | -3.20% | |
| Assenagon Alpha Volatility (I2 U... | reinvestment | 937.1700 | -6.56% | - |
Performance
| YTD | -4.25% | ||
|---|---|---|---|
| 6 Months | -3.46% | ||
| 1 Year | -6.77% | ||
| 3 Years | +0.96% | ||
| 5 Years | +0.71% | ||
| 10 Years | - | ||
| Since start | -1.36% | ||
| Year | |||
| 2023 | +1.84% | ||
| 2022 | +7.79% | ||
| 2021 | -9.89% | ||
| 2020 | +15.31% | ||
| 2019 | -10.83% | ||
