QUANTICA MANAGED FUTURES FOCUS I2C-U USD/ LU1825540575 /
| NAV2024-06-18 | Chg.+0.3500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 147.3800USD | +0.24% | reinvestment | Alternative Investments Worldwide | Alma Capital IM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | - | - | - | - | - | - | - | 3.19 | -2.17 | -6.15 | 2.59 | 1.38 | - |
| 2019 | 4.45 | 1.30 | 8.54 | 2.48 | -0.51 | 7.05 | 4.52 | 4.70 | -0.22 | -1.80 | 2.30 | -1.12 | +35.97% |
| 2020 | 1.27 | -4.54 | -5.75 | 3.23 | 0.32 | 0.91 | 2.77 | 1.96 | -2.87 | -1.64 | 4.43 | 3.53 | +3.06% |
| 2021 | 0.35 | 4.89 | -0.56 | 0.50 | -0.20 | -3.59 | -0.01 | 1.32 | -6.23 | -4.14 | 0.63 | -0.57 | -7.79% |
| 2022 | -4.46 | 0.15 | 3.50 | 5.18 | -0.79 | 6.85 | -5.64 | 4.86 | 9.83 | -0.62 | -5.60 | -1.24 | +11.17% |
| 2023 | -1.86 | 2.78 | -8.31 | 0.81 | 1.59 | 6.92 | -0.94 | 0.22 | 3.60 | 2.89 | -5.59 | 0.22 | +1.41% |
| 2024 | 1.34 | 2.61 | 3.39 | -0.46 | 0.59 | -2.49 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.24% | 9.12% | 9.36% | 10.96% | 11.17% |
| Sharpe ratio | 0.81 | 0.82 | 0.32 | -0.09 | 0.02 |
| Best month | +3.39% | +3.39% | +6.92% | +9.83% | +9.83% |
| Worst month | -2.49% | -2.49% | -5.59% | -8.31% | -8.31% |
| Maximum loss | -4.04% | -4.04% | -7.00% | -17.25% | -21.03% |
| Outperformance | +4.31% | - | -2.10% | +33.39% | - |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 147.3800 | +6.67% | +8.32% | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 95.5300 | +3.49% | +0.57% | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 97.6000 | +7.35% | - | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 130.1200 | +3.55% | +1.35% | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 14,681.0801 | +6.43% | +7.56% | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 104.4600 | +4.46% | - |
Performance
| YTD | +4.96% | ||
|---|---|---|---|
| 6 Months | +5.42% | ||
| 1 Year | +6.67% | ||
| 3 Years | +8.32% | ||
| 5 Years | +21.50% | ||
| 10 Years | - | ||
| Since start | +47.38% | ||
| Year | |||
| 2023 | +1.41% | ||
| 2022 | +11.17% | ||
| 2021 | -7.79% | ||
| 2020 | +3.06% | ||
| 2019 | +35.97% | ||
