Candriam Diversified Futures I H/ FR0013446341 /
NAV2024-06-03 | Chg.-24.5400 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
2,181.3301USD | -1.11% | reinvestment | Alternative Investments Worldwide | Candriam ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2020 | - | 0.44 | 5.99 | 0.90 | 0.76 | 1.28 | 1.67 | -0.07 | -1.42 | -2.96 | 3.77 | 1.59 | +13.71% |
2021 | -2.31 | -1.77 | 3.41 | 0.59 | 0.74 | -0.28 | -1.09 | 1.06 | -1.19 | 4.41 | -2.20 | 1.38 | +2.54% |
2022 | 0.31 | 0.99 | 5.08 | 2.89 | -0.70 | 3.34 | -2.25 | 2.67 | 5.16 | -0.77 | -1.67 | 0.24 | +16.02% |
2023 | -1.67 | 3.85 | -5.88 | 1.75 | 1.17 | 6.02 | -0.56 | -0.44 | 0.82 | 0.05 | -2.23 | 2.00 | +4.49% |
2024 | -0.54 | 2.00 | 1.08 | 3.48 | -2.18 | -1.11 | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 9.05% | 8.61% | 7.82% | 8.00% | -% |
Sharpe ratio | 0.29 | 0.59 | 0.38 | 0.56 | - |
Best month | +3.48% | +3.48% | +6.02% | +6.02% | +6.02% |
Worst month | -2.18% | -2.18% | -2.23% | -5.88% | -5.88% |
Maximum loss | -3.26% | -3.26% | -3.98% | -8.48% | - |
Outperformance | +5.63% | - | - | - | - |
All quotes in USD
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
Candriam Diversified Futures I H | reinvestment | 2,181.3301 | +6.68% | +26.99% | |
Candriam Diversified Futures, I ... | reinvestment | 14,696.4697 | +5.40% | +22.32% | |
Candriam Diversified Futures, C ... | reinvestment | 13,813.1201 | +4.76% | +20.46% | |
Candriam Diversified Futures R | reinvestment | 184.2800 | +5.39% | +22.08% |
Performance
YTD | +2.64% | ||
---|---|---|---|
6 Months | +4.32% | ||
1 Year | +6.68% | ||
3 Years | +26.99% | ||
5 Years | - | ||
10 Years | - | ||
Since start | +45.07% | ||
Year | |||
2023 | +4.49% | ||
2022 | +16.02% | ||
2021 | +2.54% | ||
2020 | +13.71% |