BSF Style Factor F.A4 EUR H/ LU1394254640 /
| NAV9/25/2023 | Chg.+0.6300 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 93.5000EUR | +0.68% | paying dividend | Alternative Investments Worldwide | BlackRock (LU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | - | - | - | 0.87 | -0.36 | 0.38 | 1.14 | 0.69 | 2.40 | 2.09 | 2.83 | - |
| 2017 | -2.68 | 2.13 | 1.43 | 1.17 | 0.48 | -0.56 | -1.78 | 0.17 | -0.64 | -1.21 | 0.33 | 0.04 | -1.20% |
| 2018 | 1.75 | -1.49 | -0.26 | -0.55 | -2.99 | -1.43 | -0.16 | -2.57 | -0.35 | -0.40 | -0.35 | 0.37 | -8.20% |
| 2019 | 0.93 | -0.58 | 1.61 | -0.70 | -1.44 | 0.53 | 1.36 | -3.50 | 1.48 | -2.84 | -0.74 | -1.54 | -5.43% |
| 2020 | -0.55 | -4.83 | -2.18 | -5.97 | -3.93 | -1.19 | -1.41 | -0.89 | -0.46 | -0.79 | -4.39 | -0.39 | -24.06% |
| 2021 | 1.47 | -0.77 | 3.12 | -0.42 | 2.24 | -0.08 | 0.45 | 1.86 | 0.12 | -0.68 | 1.70 | 3.61 | +13.24% |
| 2022 | 1.27 | -3.79 | -3.43 | 3.53 | -0.23 | 2.85 | -1.09 | -0.21 | 4.92 | -1.62 | -1.09 | -0.44 | +0.27% |
| 2023 | 0.75 | 3.17 | 2.89 | 0.69 | -0.27 | 2.76 | -1.70 | 3.60 | 2.43 | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.76% | 5.58% | 6.49% | 7.25% | 8.02% |
| Sharpe ratio | 3.01 | 2.15 | 1.37 | 0.44 | -0.66 |
| Best month | +3.60% | +3.60% | +4.92% | +4.92% | +4.92% |
| Worst month | -1.70% | -1.70% | -1.70% | -4.39% | -5.97% |
| Maximum loss | -1.97% | -1.97% | -6.15% | -8.67% | -30.79% |
| Outperformance | -18.53% | - | -21.96% | -27.34% | - |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| BSF Style Factor F.E2 EUR | reinvestment | 106.1700 | +4.54% | +38.42% | |
| BSF Style Factor F.E2 EUR H | reinvestment | 89.0600 | +12.22% | +21.22% | |
| BSF Style Factor F.I2 EUR H | reinvestment | 97.5100 | +13.08% | - | |
| BSF Style Factor F.I2 USD | reinvestment | 97.9700 | +15.44% | +30.05% | |
| BSF Style Factor F.D2 CHF H | reinvestment | 84.2800 | +11.06% | +22.43% | |
| BSF Style Factor F.I2 CHF H | reinvestment | 85.4600 | +11.32% | +23.39% | |
| BSF Style Factor F.X2 USD | reinvestment | 117.2000 | +14.68% | - | |
| BSF Style Factor F.X2 AUD H | reinvestment | 117.3700 | +14.00% | - | |
| BSF Style Factor F.Z2 USD | reinvestment | 111.1800 | +13.88% | - | |
| BSF Style Factor F.Z2 EUR H | reinvestment | 97.2400 | +11.62% | - | |
| BSF Style Factor F.X2 GBP H | reinvestment | 114.2200 | +14.11% | - | |
| BSF Style Factor F.IPF2 EUR H | reinvestment | 97.9400 | +11.89% | - | |
| BSF Style Factor F.I2 JPY H | reinvestment | 9,683.7100 | +8.86% | +23.09% | |
| BSF Style Factor F.X2 NZD H | reinvestment | 121.3900 | +14.76% | - | |
| BSF Style Factor F.I2 GBP H | reinvestment | 95.7000 | +13.48% | +29.96% | |
| BSF Style Factor F.D2 GBP H | reinvestment | 95.2500 | +13.30% | +29.36% | |
| BSF Style Factor F.A2 SEK H | reinvestment | 85.6600 | +11.33% | - | |
| BSF Style Factor F.IPF2 CHF H | reinvestment | 87.7800 | +10.08% | +23.62% | |
| BSF Style Factor F.I2 USD H | reinvestment | 84.8300 | +32.22% | +76.73% | |
| BSF Style Factor F.X2 EUR H | reinvestment | 93.3200 | +12.41% | +28.10% | |
| BSF Style Factor F.D2 EUR H | reinvestment | 96.0800 | +12.88% | +24.97% | |
| BSF Style Factor F.D2 EUR | reinvestment | 115.1100 | +5.26% | +43.39% | |
| BSF Style Factor F.D2 USD | reinvestment | 110.6500 | +15.78% | +30.31% | |
| BSF Style Factor F.A4 EUR H | paying dividend | 93.5000 | +12.83% | +23.12% | |
| BSF Style Factor F.A4 USD | paying dividend | 106.5000 | +15.12% | +28.02% | |
| BSF Style Factor F.A2 USD | reinvestment | 104.8300 | +15.15% | +28.06% | |
| BSF Style Factor F.A2 EUR H | reinvestment | 82.7200 | +12.81% | +23.35% |
Performance
| YTD | +15.12% | ||
|---|---|---|---|
| 6 Months | +7.67% | ||
| 1 Year | +12.83% | ||
| 3 Years | +23.12% | ||
| 5 Years | -6.41% | ||
| Since start | -6.49% | ||
| Year | |||
| 2022 | +0.27% | ||
| 2021 | +13.24% | ||
| 2020 | -24.06% | ||
| 2019 | -5.43% | ||
| 2018 | -8.20% | ||
| 2017 | -1.20% | ||
Dividends
| 5/31/2016 | 0.01 EUR |