Candriam Diversified Futures R/ FR0013305190 /
| NAV2024-05-13 | Chg.-0.3500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 187.8700EUR | -0.19% | reinvestment | Alternative Investments Worldwide | Candriam ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | - | - | 2.92 | 0.41 | 0.98 | -0.33 | -0.82 | 0.70 | -1.24 | 4.37 | -2.01 | 1.25 | - |
| 2022 | 0.27 | 0.88 | 4.92 | 2.77 | -0.82 | 3.24 | -2.44 | 2.48 | 5.03 | -0.93 | -1.85 | -0.06 | +13.98% |
| 2023 | -1.81 | 3.81 | -6.15 | 1.59 | 1.02 | 6.10 | -0.68 | -0.57 | 0.71 | -0.04 | -2.42 | 1.90 | +2.95% |
| 2024 | -0.67 | 1.89 | 0.97 | 3.38 | -1.48 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.17% | 8.63% | 8.38% | 7.97% | -% |
| Sharpe ratio | 0.86 | 0.62 | 0.84 | 0.49 | - |
| Best month | +3.38% | +3.38% | +6.10% | +6.10% | - |
| Worst month | -1.48% | -2.42% | -2.42% | -6.15% | - |
| Maximum loss | -2.60% | -2.60% | -4.25% | -8.79% | - |
| Outperformance | - | - | - | - | - |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Candriam Diversified Futures I H | reinvestment | 2,222.3201 | +12.16% | +29.54% | |
| Candriam Diversified Futures, I ... | reinvestment | 14,982.5801 | +10.78% | +24.84% | |
| Candriam Diversified Futures, C ... | reinvestment | 14,092.2305 | +10.16% | +23.01% | |
| Candriam Diversified Futures R | reinvestment | 187.8700 | +10.77% | +25.01% |
Performance
| YTD | +4.07% | ||
|---|---|---|---|
| 6 Months | +4.45% | ||
| 1 Year | +10.77% | ||
| 3 Years | +25.01% | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | +25.39% | ||
| Year | |||
| 2023 | +2.95% | ||
| 2022 | +13.98% | ||
