Assenagon Alpha Volatility (R)/ LU2001393136 /
| NAV05/06/2024 | Chg.-0.1400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 48.2600EUR | -0.29% | paying dividend | Alternative Investments Worldwide | Assenagon AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | - | - | - | - | - | - | - | - | -1.64 | 0.04 | -1.67 | -3.29 | - |
| 2020 | 0.30 | 3.54 | 15.84 | -2.20 | 1.96 | -2.44 | -1.54 | 1.56 | 0.69 | -0.15 | -1.87 | -1.74 | +13.45% |
| 2021 | -0.09 | -1.81 | 1.42 | -5.80 | 0.66 | -1.92 | -0.63 | 0.04 | -1.54 | -0.65 | 1.28 | -1.84 | -10.54% |
| 2022 | 6.24 | 3.33 | -2.51 | 4.75 | -1.75 | 1.26 | -1.93 | -0.81 | 3.63 | -3.60 | -3.48 | 1.25 | +5.92% |
| 2023 | -1.99 | -0.93 | 8.48 | -2.83 | 1.71 | -1.89 | -1.11 | 0.99 | 1.07 | 0.48 | -4.26 | 1.22 | +0.38% |
| 2024 | -0.91 | -2.74 | -0.93 | 1.52 | -1.66 | 0.35 | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.29% | 6.28% | 6.29% | 8.81% | -% |
| Sharpe ratio | -2.18 | -1.67 | -1.72 | -0.54 | - |
| Best month | +1.52% | +1.52% | +1.52% | +8.48% | +15.84% |
| Worst month | -2.74% | -2.74% | -4.26% | -4.26% | -5.80% |
| Maximum loss | -7.02% | -7.02% | -9.34% | -13.99% | - |
| Outperformance | +28.05% | - | - | - | - |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Assenagon Alpha Volatility (I GB... | paying dividend | 990.5500 | -5.71% | +1.32% | |
| Assenagon Alpha Volatility (I2 C... | reinvestment | 955.1300 | -9.15% | - | |
| Assenagon Alpha Volatility (I2 S... | reinvestment | 924.8600 | -6.26% | -0.43% | |
| Assenagon Alpha Volatility (P) | paying dividend | 47.7600 | -7.69% | -4.92% | |
| Assenagon Alpha Volatility (I) | paying dividend | 1,053.7700 | -7.01% | -2.78% | |
| Assenagon Alpha Volatility (R) | paying dividend | 48.2600 | -7.05% | -2.86% | |
| Assenagon Alpha Volatility (I2 U... | reinvestment | 940.9500 | -5.46% | - |
Performance
| YTD | -4.34% | ||
|---|---|---|---|
| 6 Months | -3.40% | ||
| 1 Year | -7.05% | ||
| 3 Years | -2.86% | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | -3.48% | ||
| Year | |||
| 2023 | +0.38% | ||
| 2022 | +5.92% | ||
| 2021 | -10.54% | ||
| 2020 | +13.45% | ||
