Candriam Diversified Futures C/ FR0010794792 /
| NAV9/21/2023 | Chg.-7.4902 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 13,782.7197EUR | -0.05% | reinvestment | Alternative Investments Worldwide | Candriam ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | - | - | - | - | - | - | -1.92 | - |
| 2010 | -2.50 | 2.49 | -1.30 | 1.17 | -2.75 | -0.02 | -1.89 | 2.25 | -2.60 | 0.39 | -4.42 | 4.84 | -4.63% |
| 2011 | -0.29 | 1.66 | -1.30 | 1.09 | 0.60 | -0.62 | 2.54 | 0.94 | 0.74 | -2.84 | 0.16 | 0.87 | +3.49% |
| 2012 | 0.05 | -1.47 | -0.58 | -0.32 | 5.39 | -1.01 | 1.10 | -2.03 | -0.16 | -3.96 | -2.51 | 1.84 | -3.90% |
| 2013 | 2.19 | 0.18 | 0.54 | 2.25 | -0.41 | -1.01 | -2.66 | 0.78 | -2.31 | 0.35 | -0.27 | 2.02 | +1.51% |
| 2014 | -0.09 | 1.78 | -3.35 | -1.46 | 3.90 | 1.03 | -3.86 | 0.26 | -0.27 | 0.77 | 2.80 | 2.46 | +3.71% |
| 2015 | 5.58 | -0.71 | 3.86 | -0.57 | 0.64 | -2.30 | 0.88 | -3.38 | 4.35 | -2.81 | 0.17 | -4.99 | +0.14% |
| 2016 | 6.86 | 6.78 | -5.53 | -0.91 | -1.32 | 4.42 | -0.20 | -1.77 | -0.56 | -2.95 | 2.74 | 2.31 | +9.45% |
| 2017 | -4.75 | -1.65 | -1.98 | -1.44 | -2.63 | -0.18 | 2.17 | 1.19 | -3.87 | 1.69 | 0.93 | -0.67 | -10.88% |
| 2018 | 4.94 | -6.09 | -1.83 | 0.66 | -4.13 | -1.32 | -0.50 | -2.22 | 3.44 | -1.90 | -2.20 | 6.50 | -5.26% |
| 2019 | 0.62 | -1.89 | 8.27 | 2.52 | 0.39 | 3.16 | 2.41 | 2.57 | -1.48 | -3.53 | 0.66 | -1.82 | +11.96% |
| 2020 | 1.39 | 0.25 | 5.63 | 0.69 | 0.68 | 1.23 | 1.60 | -0.15 | -1.56 | -3.60 | 4.17 | 1.36 | +12.00% |
| 2021 | -2.42 | -1.77 | 3.16 | 0.47 | 0.72 | -0.44 | -0.95 | 0.73 | -1.35 | 4.54 | -2.11 | 1.20 | +1.54% |
| 2022 | 0.22 | 0.85 | 4.93 | 2.78 | -0.84 | 3.21 | -2.46 | 2.45 | 5.01 | -0.94 | -1.84 | -0.05 | +13.78% |
| 2023 | -1.86 | 3.77 | -6.22 | 1.54 | 0.97 | 6.03 | -0.70 | -0.61 | 1.46 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.44% | 7.81% | 8.59% | 7.85% | 8.14% |
| Sharpe ratio | 0.17 | 1.86 | -0.09 | 0.38 | 0.65 |
| Best month | +6.03% | +6.03% | +6.03% | +6.03% | +8.27% |
| Worst month | -6.22% | -6.22% | -6.22% | -6.22% | -6.22% |
| Maximum loss | -8.68% | -3.21% | -8.92% | -8.92% | -8.92% |
| Outperformance | +10.06% | - | +6.96% | +22.78% | +20.90% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Candriam Diversified Futures I H | reinvestment | 2,145.6799 | +5.42% | +28.50% | |
| Candriam Diversified Futures I | reinvestment | 14,600.4697 | +3.72% | +24.05% | |
| Candriam Diversified Futures C | reinvestment | 13,782.7197 | +3.18% | +22.32% | |
| Candriam Diversified Futures R | reinvestment | 183.0200 | +3.59% | - |
Performance
| YTD | +3.97% | ||
|---|---|---|---|
| 6 Months | +8.93% | ||
| 1 Year | +3.18% | ||
| 3 Years | +22.32% | ||
| 5 Years | +55.09% | ||
| Since start | +37.83% | ||
| Year | |||
| 2022 | +13.78% | ||
| 2021 | +1.54% | ||
| 2020 | +12.00% | ||
| 2019 | +11.96% | ||
| 2018 | -5.26% | ||
| 2017 | -10.88% | ||
| 2016 | +9.45% | ||
| 2015 | +0.14% | ||
| 2014 | +3.71% | ||