M&G(Lux)Episode Macro Fd.S USD/ LU1670713921 /
| NAV9/29/2023 | Chg.+0.1421 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 18.7398USD | +0.76% | reinvestment | Alternative Investments Worldwide | M&G Luxembourg ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | - | - | - | - | - | - | 1.55 | -2.16 | 4.18 | -0.31 | 1.74 | 1.83 | - |
| 2011 | -0.46 | 1.15 | 1.44 | 1.59 | -0.11 | -1.44 | 1.19 | -6.06 | -3.45 | 5.89 | 0.27 | 0.79 | +0.33% |
| 2012 | 2.40 | 1.63 | 1.44 | -2.24 | -9.16 | -1.92 | -1.15 | -0.27 | 1.45 | 0.19 | 1.20 | 1.46 | -5.39% |
| 2013 | 0.81 | -0.10 | -0.18 | 1.22 | 2.22 | -3.87 | 2.00 | -1.64 | 3.55 | 2.67 | -0.63 | 0.52 | +6.53% |
| 2014 | -1.08 | 2.39 | 1.49 | 0.46 | 2.73 | 0.02 | 1.29 | 0.71 | -0.90 | 0.77 | 2.11 | -0.58 | +9.75% |
| 2015 | 1.71 | 3.84 | 0.04 | 1.59 | 1.52 | -1.10 | -0.50 | -3.62 | -2.20 | 4.21 | -0.67 | -2.25 | +2.27% |
| 2016 | -1.81 | -0.20 | 3.88 | 0.94 | 0.30 | -3.38 | 2.49 | 2.59 | -1.65 | 2.75 | 2.14 | 1.69 | +9.90% |
| 2017 | 0.89 | 0.46 | 1.15 | 0.15 | 0.16 | 2.16 | 0.86 | -0.65 | 2.01 | 1.49 | 0.12 | 0.79 | +9.98% |
| 2018 | 3.16 | -0.86 | -2.61 | 2.49 | -1.89 | -1.61 | 1.41 | -4.14 | 2.75 | -2.71 | 1.40 | -4.67 | -7.41% |
| 2019 | 6.95 | 1.07 | -1.53 | 2.14 | -4.11 | 3.66 | 0.89 | -5.33 | 4.55 | 2.55 | 1.33 | 2.21 | +14.62% |
| 2020 | -1.04 | -1.44 | -3.99 | 2.86 | 2.15 | 0.93 | 0.70 | -0.45 | -1.15 | -1.85 | 10.37 | 1.03 | +7.70% |
| 2021 | -0.84 | -1.86 | -0.86 | 0.80 | 0.06 | 1.29 | -0.29 | 0.75 | -1.38 | 1.58 | -5.27 | 2.97 | -3.24% |
| 2022 | 2.20 | 0.37 | 4.78 | 2.43 | 0.72 | 0.24 | -1.18 | 3.03 | 2.41 | 0.55 | 2.62 | -0.54 | +18.93% |
| 2023 | 1.80 | 0.27 | 0.44 | 0.48 | -0.10 | 0.32 | -0.02 | -0.59 | -1.62 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 3.02% | 3.30% | 3.27% | 6.57% | 7.76% |
| Sharpe ratio | -0.89 | -2.04 | -0.10 | 0.64 | 0.27 |
| Best month | +1.80% | +0.48% | +2.62% | +10.37% | +10.37% |
| Worst month | -1.62% | -1.62% | -1.62% | -5.27% | -5.33% |
| Maximum loss | -3.49% | -3.49% | -3.49% | -7.80% | -11.31% |
| Outperformance | -1.78% | - | -2.63% | +10.56% | +19.92% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| M&G(Lux)Episode Macro Fd.S CHF H | reinvestment | 16.0433 | -0.54% | +18.09% | |
| M&G(Lux)Episode Macro Fd.T CHF H | reinvestment | 17.1077 | -0.24% | +18.17% | |
| M&G(Lux)Episode Macro Fd.B EUR H | reinvestment | 13.9964 | +0.48% | +18.51% | |
| M&G(Lux)Episode Macro Fd.T GBP H | reinvestment | 12.9837 | +2.78% | +24.52% | |
| M&G(Lux)Episode Macro Fd.TI GBP ... | reinvestment | 13.7130 | +2.74% | +24.63% | |
| M&G(Lux)Episode Macro Fd.S GBP H | reinvestment | 12.2574 | +2.47% | +24.70% | |
| M&G(Lux)Episode Macro Fd.SI GBP ... | reinvestment | 12.2777 | +2.51% | +24.90% | |
| M&G(Lux)Episode Macro Fd.S EUR H | reinvestment | 15.8025 | +1.04% | +20.33% | |
| M&G(Lux)Episode Macro Fd.T EUR H | reinvestment | 15.5196 | +1.30% | +17.85% | |
| M&G(Lux)Episode Macro Fd.S USD | reinvestment | 18.7398 | +3.63% | +26.65% | |
| M&G(Lux)Episode Macro Fd.T USD | reinvestment | 20.0654 | +3.89% | +26.50% | |
| M&G(Lux)Episode Macro Fd.TI EUR ... | reinvestment | 12.5957 | +1.24% | +20.61% | |
| M&G(Lux)Episode Macro Fd.TI USD | reinvestment | 13.8432 | +3.78% | +26.55% | |
| M&G(Lux)Episode Macro Fd.SI-H EU... | reinvestment | 11.8426 | +0.93% | +20.63% |
Performance
| YTD | +0.94% | ||
|---|---|---|---|
| 6 Months | -1.40% | ||
| 1 Year | +3.63% | ||
| 3 Years | +26.65% | ||
| 5 Years | +34.34% | ||
| Since start | +88.30% | ||
| Year | |||
| 2022 | +18.93% | ||
| 2021 | -3.24% | ||
| 2020 | +7.70% | ||
| 2019 | +14.62% | ||
| 2018 | -7.41% | ||
| 2017 | +9.98% | ||
| 2016 | +9.90% | ||
| 2015 | +2.27% | ||
| 2014 | +9.75% | ||