Candriam Diversified Futures R/ FR0013305190 /
NAV31/05/2024 | Chg.-0.3400 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
186.3600EUR | -0.18% | 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 | -2.28 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 8.94% | 8.50% | 8.05% | 7.97% | -% |
Sharpe ratio | 0.48 | 0.81 | 0.56 | 0.43 | - |
Best month | +3.38% | +3.38% | +6.10% | +6.10% | - |
Worst month | -2.28% | -2.42% | -2.42% | -6.15% | - |
Maximum loss | -2.89% | -2.89% | -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 | 2,205.8701 | +9.61% | +28.30% | |
Candriam Diversified Futures, I ... | reinvestment | 14,862.5801 | +8.28% | +23.58% | |
Candriam Diversified Futures, C ... | reinvestment | 13,976.6201 | +7.67% | +21.74% | |
Candriam Diversified Futures R | reinvestment | 186.3600 | +8.27% | +23.33% |
Performance
YTD | +3.24% | ||
---|---|---|---|
6 Months | +5.20% | ||
1 Year | +8.27% | ||
3 Years | +23.33% | ||
5 Years | - | ||
10 Years | - | ||
Since start | +24.38% | ||
Year | |||
2023 | +2.95% | ||
2022 | +13.98% |