BSF Style Factor F.A4 USD/ LU1394251976 /
| NAV9/28/2023 | Chg.+0.3900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 106.6700USD | +0.37% | 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 | 2.69 | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.75% | 5.59% | 6.52% | 7.23% | 7.96% |
| Sharpe ratio | 3.44 | 2.61 | 1.68 | 0.66 | -0.45 |
| Best month | +3.77% | +3.77% | +5.03% | +5.03% | +5.03% |
| Worst month | -1.58% | -1.58% | -1.58% | -4.35% | -5.63% |
| Maximum loss | -1.82% | -1.82% | -6.05% | -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 | 106.8700 | +4.13% | +40.10% | |
| BSF Style Factor F.E2 EUR H | reinvestment | 89.1800 | +12.01% | +21.70% | |
| BSF Style Factor F.I2 EUR H | reinvestment | 98.1300 | +13.42% | - | |
| BSF Style Factor F.I2 USD | reinvestment | 98.6100 | +15.79% | +30.90% | |
| BSF Style Factor F.D2 CHF H | reinvestment | 84.8100 | +11.39% | +23.20% | |
| BSF Style Factor F.I2 CHF H | reinvestment | 85.9900 | +11.63% | +24.16% | |
| BSF Style Factor F.X2 USD | reinvestment | 117.9600 | +15.42% | - | |
| BSF Style Factor F.X2 AUD H | reinvestment | 117.5500 | +14.17% | - | |
| BSF Style Factor F.Z2 USD | reinvestment | 111.9000 | +14.62% | - | |
| BSF Style Factor F.Z2 EUR H | reinvestment | 97.8600 | +12.33% | - | |
| BSF Style Factor F.X2 GBP H | reinvestment | 114.9800 | +14.87% | - | |
| BSF Style Factor F.IPF2 EUR H | reinvestment | 98.5600 | +12.60% | - | |
| BSF Style Factor F.I2 JPY H | reinvestment | 9,741.0303 | +9.51% | +23.82% | |
| BSF Style Factor F.X2 NZD H | reinvestment | 122.1700 | +15.49% | - | |
| BSF Style Factor F.I2 GBP H | reinvestment | 96.3400 | +14.24% | +30.83% | |
| BSF Style Factor F.D2 GBP H | reinvestment | 95.8800 | +14.05% | +30.22% | |
| BSF Style Factor F.A2 SEK H | reinvestment | 86.1900 | +12.02% | - | |
| BSF Style Factor F.IPF2 CHF H | reinvestment | 88.3300 | +10.77% | +24.39% | |
| BSF Style Factor F.I2 USD H | reinvestment | 83.9000 | +30.77% | +74.79% | |
| BSF Style Factor F.X2 EUR H | reinvestment | 93.9200 | +13.13% | +28.92% | |
| BSF Style Factor F.D2 EUR H | reinvestment | 96.6900 | +13.21% | +25.77% | |
| BSF Style Factor F.D2 EUR | reinvestment | 116.3600 | +5.28% | +44.94% | |
| BSF Style Factor F.D2 USD | reinvestment | 110.8300 | +15.58% | +30.83% | |
| BSF Style Factor F.A4 EUR H | paying dividend | 93.6300 | +12.62% | +23.60% | |
| BSF Style Factor F.A4 USD | paying dividend | 106.6700 | +14.92% | +28.55% | |
| BSF Style Factor F.A2 USD | reinvestment | 104.9900 | +14.93% | +28.57% | |
| BSF Style Factor F.A2 EUR H | reinvestment | 82.8300 | +12.57% | +23.83% |
Performance
| YTD | +17.00% | ||
|---|---|---|---|
| 6 Months | +8.97% | ||
| 1 Year | +14.92% | ||
| 3 Years | +28.55% | ||
| 5 Years | +1.82% | ||
| Since start | +6.67% | ||
| Year | |||
| 2022 | +1.62% | ||
| 2021 | +14.16% | ||
| 2020 | -23.27% | ||
| 2019 | -2.61% | ||
| 2018 | -5.51% | ||
| 2017 | +0.77% | ||