Assenagon Alpha Volatility (P)/ LU0575268312 /
| NAV14/06/2024 | Chg.+0.4300 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 48.2800EUR | +0.90% | paying dividend | Alternative Investments Worldwide | Assenagon AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | - | 0.08 | -0.18 | 0.34 | 0.18 | 0.10 | -0.02 | -0.22 | -0.20 | -2.52 | 0.74 | 0.41 | -1.34% |
| 2012 | 0.14 | 1.40 | 0.28 | -0.20 | -1.24 | 1.15 | 0.40 | -0.32 | 0.12 | -0.28 | -0.30 | -0.86 | +0.26% |
| 2013 | 0.55 | 0.24 | -0.58 | 0.42 | 0.14 | -0.80 | 0.36 | -0.18 | -0.10 | -0.91 | 0.29 | -0.02 | -0.61% |
| 2014 | -0.20 | -0.73 | -0.66 | -0.91 | -1.23 | -0.04 | -2.03 | -0.52 | 0.04 | 2.82 | -1.88 | 1.18 | -4.17% |
| 2015 | 4.12 | -0.57 | -0.55 | -0.58 | 1.12 | 0.12 | 2.42 | 3.88 | 2.58 | -3.53 | 0.21 | -0.06 | +9.28% |
| 2016 | 10.41 | 3.52 | -2.80 | -0.59 | 0.21 | 3.05 | -1.24 | -0.86 | 0.77 | -2.35 | 1.47 | -0.87 | +10.51% |
| 2017 | -0.28 | -1.41 | -2.34 | -1.81 | -0.97 | -1.26 | 0.93 | -0.45 | -2.22 | -0.37 | -1.44 | -1.11 | -12.06% |
| 2018 | 1.64 | -3.23 | -1.22 | -3.66 | 3.05 | 0.15 | -2.67 | 3.49 | 2.30 | 4.08 | 0.70 | 5.63 | +10.19% |
| 2019 | -6.51 | -0.82 | 1.85 | -1.10 | 2.77 | -1.94 | -1.16 | 0.27 | -1.70 | -0.02 | -1.71 | -3.34 | -12.90% |
| 2020 | 0.23 | 3.49 | 17.57 | -2.71 | 2.19 | -2.97 | -1.91 | 1.72 | 0.71 | -0.28 | -2.31 | -2.13 | +12.72% |
| 2021 | -0.17 | -1.86 | 1.37 | -5.86 | 0.60 | -1.98 | -0.67 | -0.04 | -1.58 | -0.70 | 1.23 | -1.91 | -11.17% |
| 2022 | 6.17 | 3.27 | -2.60 | 4.66 | -1.82 | 1.20 | -1.98 | -0.86 | 3.57 | -3.65 | -3.54 | 1.19 | +5.13% |
| 2023 | -2.05 | -1.00 | 8.42 | -2.86 | 1.64 | -1.96 | -1.17 | 0.93 | 1.02 | 0.41 | -4.31 | 1.17 | -0.32% |
| 2024 | -0.96 | -2.82 | -0.95 | 1.42 | -1.69 | 1.43 | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.38% | 6.50% | 6.32% | 8.79% | 11.40% |
| Sharpe ratio | -1.81 | -1.41 | -1.64 | -0.58 | -0.47 |
| Best month | +1.43% | +1.43% | +1.43% | +8.42% | +17.57% |
| Worst month | -2.82% | -2.82% | -4.31% | -4.31% | -5.86% |
| Maximum loss | -7.25% | -7.25% | -9.68% | -14.97% | -30.05% |
| Outperformance | +29.27% | - | +16.60% | +19.81% | +35.28% |
All quotes in EUR
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Assenagon Alpha Volatility (I GB... | paying dividend | 1,001.8700 | -4.64% | +2.21% | |
| Assenagon Alpha Volatility (I2 C... | reinvestment | 964.7300 | -8.15% | - | |
| Assenagon Alpha Volatility (I2 S... | reinvestment | 935.3200 | -5.20% | +0.45% | |
| Assenagon Alpha Volatility (P) | paying dividend | 48.2800 | -6.65% | -4.09% | |
| Assenagon Alpha Volatility (I) | paying dividend | 1,065.4800 | -5.96% | -1.93% | |
| Assenagon Alpha Volatility (R) | paying dividend | 48.7900 | -5.99% | -2.03% | |
| Assenagon Alpha Volatility (I2 U... | reinvestment | 951.8600 | -4.40% | - |
Performance
| YTD | -3.59% | ||
|---|---|---|---|
| 6 Months | -2.76% | ||
| 1 Year | -6.65% | ||
| 3 Years | -4.09% | ||
| 5 Years | -7.79% | ||
| 10 Years | +2.19% | ||
| Since start | -2.86% | ||
| Year | |||
| 2023 | -0.32% | ||
| 2022 | +5.13% | ||
| 2021 | -11.17% | ||
| 2020 | +12.72% | ||
| 2019 | -12.90% | ||
| 2018 | +10.19% | ||
| 2017 | -12.06% | ||
| 2016 | +10.51% | ||
| 2015 | +9.28% | ||
Dividends
| 28/11/2018 | 0.31 EUR |
