Ossiam US Steepener 2C (USD)/ LU1991353761 /
| NAV2024-09-19 | Chg.+0.4700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 128.5300USD | +0.37% | reinvestment | Alternative Investments AI Managed Futures | Ossiam ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | - | - | - | - | - | - | - | -1.33 | 0.18 | 0.56 | 0.05 | 0.93 | - |
| 2020 | -1.03 | -0.09 | 0.57 | -0.46 | 0.60 | -0.05 | -0.95 | 1.20 | -0.35 | 1.27 | -0.48 | 0.69 | +0.89% |
| 2021 | 1.42 | 2.36 | 1.39 | -0.67 | -0.09 | -2.37 | -0.96 | -0.02 | 0.79 | -1.71 | -0.93 | -0.44 | -1.32% |
| 2022 | -0.72 | -0.84 | -3.23 | 1.19 | 1.83 | -1.17 | -1.19 | -0.33 | -0.91 | 0.70 | -1.29 | 0.80 | -5.14% |
| 2023 | -0.89 | -0.83 | 1.87 | -0.20 | -0.57 | -2.89 | 1.18 | 1.50 | 2.28 | 2.01 | -0.81 | -0.95 | +1.56% |
| 2024 | 1.03 | -1.02 | -0.44 | 0.16 | 0.19 | 0.25 | 1.11 | 1.11 | 1.05 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 3.65% | 3.44% | 4.35% | 5.30% | 4.97% |
| Sharpe ratio | 0.39 | 1.10 | 0.58 | -0.79 | -0.67 |
| Best month | +1.11% | +1.11% | +2.28% | +2.28% | +2.36% |
| Worst month | -1.02% | -0.44% | -1.02% | -3.23% | -3.23% |
| Maximum loss | -2.47% | -1.10% | -2.73% | -11.63% | -14.53% |
| Outperformance | +4.39% | - | - | - | - |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Ossiam US Steepener 2C (USD) | reinvestment | 128.5300 | +5.99% | -2.25% | |
| Ossiam US Steepener UCITS ETF 1C... | reinvestment | 128.0810 | +5.99% | -2.26% |
Performance
| YTD | +3.47% | ||
|---|---|---|---|
| 6 Months | +3.59% | ||
| 1 Year | +5.99% | ||
| 3 Years | -2.25% | ||
| 5 Years | +0.69% | ||
| 10 Years | - | ||
| Since start | -0.39% | ||
| Year | |||
| 2023 | +1.56% | ||
| 2022 | -5.14% | ||
| 2021 | -1.32% | ||
| 2020 | +0.89% | ||
