BSF Style Factor F.A4 USD/ LU1394251976 /
| NAV2024-04-15 | Chg.+1.4700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 113.6200USD | +1.31% | paying dividend | Alternative Investments Worldwide | BlackRock (LU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | - | - | - | 0.96 | -0.27 | 0.48 | 1.23 | 0.79 | 2.45 | 2.09 | 2.87 | - |
| 2017 | -2.54 | 2.23 | 1.61 | 1.32 | 0.64 | -0.39 | -1.66 | 0.34 | -0.52 | -1.01 | 0.53 | 0.33 | +0.77% |
| 2018 | 1.99 | -1.32 | 0.02 | -0.35 | -2.71 | -1.20 | 0.07 | -2.30 | -0.14 | -0.17 | -0.14 | 0.70 | -5.51% |
| 2019 | 1.18 | -0.36 | 1.87 | -0.44 | -1.15 | 0.78 | 1.62 | -3.24 | 1.73 | -2.61 | -0.57 | -1.29 | -2.61% |
| 2020 | -0.34 | -4.64 | -2.47 | -5.63 | -3.83 | -1.24 | -1.29 | -0.86 | -0.41 | -0.70 | -4.35 | -0.23 | -23.27% |
| 2021 | 1.55 | -0.71 | 3.21 | -0.34 | 2.33 | -0.02 | 0.50 | 1.91 | 0.19 | -0.62 | 1.74 | 3.71 | +14.16% |
| 2022 | 1.29 | -3.72 | -3.34 | 3.57 | -0.21 | 3.00 | -0.97 | -0.02 | 5.03 | -1.48 | -1.01 | -0.15 | +1.62% |
| 2023 | 0.98 | 3.33 | 3.10 | 0.86 | -0.14 | 2.98 | -1.58 | 3.77 | 1.82 | 1.39 | -0.11 | -3.08 | +13.88% |
| 2024 | 4.96 | 0.84 | 2.34 | 1.03 | - | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.84% | 7.02% | 6.48% | 7.35% | 8.03% |
| Sharpe ratio | 5.70 | 1.09 | 1.86 | 1.11 | -0.35 |
| Best month | +4.96% | +4.96% | +4.96% | +5.03% | +5.03% |
| Worst month | -3.08% | -3.08% | -3.08% | -3.72% | -5.63% |
| Maximum loss | -1.55% | -4.38% | -4.38% | -8.49% | -28.88% |
| Outperformance | -23.40% | - | -28.44% | -24.24% | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| BSF Style Factor F.E2 EUR | reinvestment | 112.5400 | +18.50% | +56.15% | |
| BSF Style Factor F.E2 EUR H | reinvestment | 94.0100 | +13.50% | +33.05% | |
| BSF Style Factor F.I2 EUR H | reinvestment | 104.1500 | +14.93% | +38.28% | |
| BSF Style Factor F.I2 USD | reinvestment | 105.4300 | +16.74% | +43.38% | |
| BSF Style Factor F.D2 CHF H | reinvestment | 88.8500 | +12.31% | +33.13% | |
| BSF Style Factor F.I2 CHF H | reinvestment | 90.1700 | +12.52% | +34.12% | |
| BSF Style Factor F.X2 USD | reinvestment | 126.5000 | +17.39% | +46.41% | |
| BSF Style Factor F.X2 AUD H | reinvestment | 125.4100 | +16.22% | +44.42% | |
| BSF Style Factor F.Z2 USD | reinvestment | 119.5400 | +16.57% | +43.57% | |
| BSF Style Factor F.Z2 EUR H | reinvestment | 103.8000 | +14.77% | +37.81% | |
| BSF Style Factor F.X2 GBP H | reinvestment | 123.2600 | +17.15% | +46.23% | |
| BSF Style Factor F.IPF2 EUR H | reinvestment | 104.6800 | +15.07% | +37.56% | |
| BSF Style Factor F.I2 JPY H | reinvestment | 10,125.6396 | +10.85% | +32.26% | |
| BSF Style Factor F.X2 NZD H | reinvestment | 131.3000 | +18.16% | +51.11% | |
| BSF Style Factor F.I2 GBP H | reinvestment | 102.9700 | +16.51% | +43.51% | |
| BSF Style Factor F.D2 GBP H | reinvestment | 102.3700 | +16.28% | +42.76% | |
| BSF Style Factor F.A2 SEK H | reinvestment | 91.2400 | +14.39% | +37.10% | |
| BSF Style Factor F.IPF2 CHF H | reinvestment | 92.6800 | +12.63% | +34.53% | |
| BSF Style Factor F.I2 USD H | reinvestment | 89.7100 | +17.65% | +92.47% | |
| BSF Style Factor F.X2 EUR H | reinvestment | 99.9800 | +15.57% | +40.78% | |
| BSF Style Factor F.D2 EUR H | reinvestment | 102.5100 | +14.70% | +37.38% | |
| BSF Style Factor F.D2 EUR | reinvestment | 123.2200 | +19.76% | +61.30% | |
| BSF Style Factor F.D2 USD | reinvestment | 118.3800 | +16.54% | +43.21% | |
| BSF Style Factor F.A4 EUR H | paying dividend | 98.9600 | +14.09% | +35.12% | |
| BSF Style Factor F.A4 USD | paying dividend | 113.6200 | +15.90% | +40.85% | |
| BSF Style Factor F.A2 USD | reinvestment | 111.8000 | +15.89% | +40.84% | |
| BSF Style Factor F.A2 EUR H | reinvestment | 87.5400 | +14.01% | +35.28% |
Performance
| YTD | +9.44% | ||
|---|---|---|---|
| 6 Months | +5.59% | ||
| 1 Year | +15.90% | ||
| 3 Years | +40.85% | ||
| 5 Years | +5.80% | ||
| Since start | +13.62% | ||
| Year | |||
| 2023 | +13.88% | ||
| 2022 | +1.62% | ||
| 2021 | +14.16% | ||
| 2020 | -23.27% | ||
| 2019 | -2.61% | ||
| 2018 | -5.51% | ||
| 2017 | +0.77% | ||
