LGT Crown Managed Futures N USD/ IE00BYQDN231 /
| NAV5/26/2023 | Chg.+16.5800 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 1,191.8500USD | +1.41% | reinvestment | Alternative Investments Worldwide | LGT Capital P. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | 2.78 | -3.10 | -0.95 | -2.79 | -0.29 | 5.10 | -2.04 | -1.78 | -2.42 | 0.82 | 4.14 | +3.74% |
| 2017 | -2.68 | -0.31 | -1.71 | -1.65 | 0.29 | -0.42 | -3.48 | 1.44 | -1.11 | 3.76 | 1.48 | -1.33 | -5.77% |
| 2018 | 8.74 | -9.39 | -2.23 | 0.25 | 0.56 | -1.84 | 1.14 | 0.65 | -1.75 | -2.78 | 0.08 | 3.85 | -3.65% |
| 2019 | -3.91 | 1.90 | 1.49 | 4.03 | -2.58 | 2.80 | 3.46 | -0.19 | -0.32 | -1.83 | -0.66 | 3.11 | +7.17% |
| 2020 | 1.68 | 1.57 | -11.28 | 1.41 | -0.69 | -0.57 | 0.00 | -0.56 | -2.91 | 2.02 | 1.35 | 1.74 | -6.84% |
| 2021 | 3.14 | 2.82 | -0.65 | 2.72 | 0.72 | -0.26 | 0.35 | -0.82 | 0.77 | 2.88 | -5.75 | 1.09 | +6.87% |
| 2022 | 2.58 | 2.57 | 8.58 | 6.75 | -0.76 | 1.37 | -0.28 | -0.89 | 4.26 | 0.34 | -5.40 | -1.50 | +18.20% |
| 2023 | 0.36 | 2.59 | -7.49 | 3.06 | 2.22 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 12.84% | 12.49% | 10.93% | 10.89% | 11.10% |
| Sharpe ratio | - | -0.47 | -0.50 | 0.57 | 0.15 |
| Best month | +3.06% | +3.06% | +4.26% | +8.58% | +8.58% |
| Worst month | -7.49% | -7.49% | -7.49% | -7.49% | -11.28% |
| Maximum loss | -9.11% | -9.11% | -12.80% | -12.80% | -14.24% |
| Outperformance | - | - | - | - | - |
All quotes in USD
Performance
| YTD | +0.34% | ||
|---|---|---|---|
| 6 Months | -1.16% | ||
| 1 Year | -2.01% | ||
| 3 Years | +31.51% | ||
| 5 Years | +28.07% | ||
| Since start | +19.19% | ||
| Year | |||
| 2022 | +18.20% | ||
| 2021 | +6.87% | ||
| 2020 | -6.84% | ||
| 2019 | +7.17% | ||
| 2018 | -3.65% | ||
| 2017 | -5.77% | ||
| 2016 | +3.74% | ||