NAV12/30/2021 Chg.+48.4500 Type of yield Investment Focus Investment company
4,013.8799USD +1.22% reinvestment Bonds Worldwide Pernet von Ballmoos 
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2006 - - - - - - - 0.74 0.70 1.14 0.93 0.57 -
2007 1.35 0.51 0.43 0.75 1.08 -1.69 -7.45 -2.09 0.49 0.40 -1.10 -0.77 -8.10%
2008 -9.18 -10.35 -8.04 1.86 -0.52 -0.22 -2.75 -4.03 -22.31 -22.62 -13.95 -19.03 -70.40%
2009 -13.40 -3.73 -10.47 -1.69 -0.85 8.81 8.98 25.49 35.86 40.31 6.25 3.50 +126.97%
2010 20.45 0.28 5.40 6.81 -1.43 -3.54 3.54 4.07 6.29 12.81 9.77 8.32 +98.61%
2011 13.66 12.20 0.49 5.55 2.51 -2.92 0.09 -7.01 -8.38 4.38 -1.26 0.09 +18.41%
2012 3.95 1.45 1.45 1.40 -0.95 0.60 2.50 5.97 6.70 4.83 3.48 5.10 +42.81%
2013 7.93 1.44 -0.03 3.67 4.67 -0.25 0.63 0.99 1.29 2.76 1.82 1.86 +29.97%
2014 2.01 -0.15 -0.11 0.99 0.26 0.68 -0.80 0.94 1.40 0.51 -0.60 -0.08 +5.14%
2015 1.05 1.23 0.22 0.94 2.13 -0.98 0.12 -0.43 -1.65 -0.28 -0.62 -0.15 +1.51%
2016 -4.07 -5.55 9.64 0.00 1.23 -0.79 6.44 0.84 0.73 0.35 0.53 2.38 +11.42%
2017 2.39 0.98 0.77 0.20 0.53 0.48 1.38 0.37 0.46 0.90 0.48 0.22 +9.53%
2018 1.05 -0.17 -0.16 0.31 0.36 -0.45 0.20 0.28 0.14 0.49 -1.59 -2.26 -1.83%
2019 1.88 1.07 -0.10 1.40 0.59 0.69 0.38 -1.10 1.04 -2.40 0.99 2.78 +7.34%
2020 2.89 -4.60 -41.06 5.99 16.92 5.48 0.67 3.71 1.92 2.73 7.55 3.56 -7.93%
2021 2.89 1.68 -0.03 1.32 0.77 0.62 0.88 0.77 0.76 1.61 -0.03 1.22 +13.16%

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.48% 1.22% 3.30% 26.91% 20.68%
Sharpe ratio 6.03 9.38 4.16 - 0.21
Best month +3.56% +1.61% +3.56% +16.92% +16.92%
Worst month -0.03% -0.03% -0.03% -41.06% -41.06%
Maximum loss -0.03% -0.03% -0.03% -43.77% -43.77%
Outperformance -30.98% - -31.96% -31.42% -20.46%
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
PvB Alegra CLO I CHF paying dividend 1,132.6899 +13.02% -
PvB Alegra CLO I USD reinvestment 1,886.8400 +14.07% -
PvB Alegra CLO S USD paying dividend 190.8400 +13.17% -
PvB Alegra CLO A USD reinvestment 4,013.8799 +13.16% -

Performance

YTD  
+13.16%
6 Months  
+5.32%
1 Year  
+13.16%
3 Years     -
5 Years  
+20.26%
Since start  
+301.39%
Year
2021  
+13.16%
2020
  -7.93%
2019  
+7.34%
2018
  -1.83%
2017  
+9.53%
2016  
+11.42%
2015  
+1.51%
2014  
+5.14%
2013  
+29.97%