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Quantica Managed Futures UCITS Fd.I2C-U/  LU1869435203  /

Fonds
NAV02/05/2024 Chg.-36.3500 Type of yield Investment Focus Investment company
1,548.7800USD -2.29% reinvestment Alternative Investments Worldwide Alma Capital IM ▶
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2017 - - - - - - 0.93 2.18 -2.77 3.45 1.78 0.97 -
2018 5.00 -4.85 -0.94 -0.15 -3.03 0.87 1.37 3.21 -1.99 -7.54 2.28 2.81 -3.64%
2019 4.43 0.30 6.73 2.17 -1.35 5.94 3.62 3.84 -0.62 -1.23 1.35 -0.62 +26.97%
2020 0.91 -3.89 -3.81 3.64 -0.59 0.11 2.94 1.27 -3.99 -1.84 4.87 5.32 +4.44%
2021 1.31 7.23 -1.28 2.55 1.22 -3.46 -0.10 0.66 -3.84 -3.73 -0.76 -2.64 -3.34%
2022 -3.43 3.80 6.58 4.23 -0.18 2.37 -4.82 2.60 5.39 0.18 -4.50 -1.24 +10.68%
2023 0.20 0.41 -7.52 2.08 2.39 2.96 -0.89 0.80 4.60 0.29 -4.48 -0.35 -0.10%
2024 2.02 3.76 2.83 0.03 -2.29 - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 7.71% 8.19% 8.46% 10.22% 10.33%
Sharpe ratio 2.19 0.22 1.04 -0.27 0.20
Best month +3.76% +3.76% +4.60% +6.58% +7.23%
Worst month -2.29% -4.48% -4.48% -7.52% -7.52%
Maximum loss -3.52% -4.93% -7.16% -19.22% -19.22%
Outperformance +9.67% - +9.02% - -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Quantica Managed Futures UCITS F... reinvestment 1,419.3500 +11.72% +0.48%
Quantica Managed Futures UCITS F... reinvestment 1,274.0500 +9.43% -2.56%
Quantica Managed Futures UCITS F... reinvestment 1,416.3500 +12.47% +3.60%
Quantica Managed Futures UCITS F... reinvestment 1,428.7300 +11.26% -0.56%
Quantica Managed Futures UCITS F... reinvestment 1,548.7800 +12.59% +3.39%
Quantica Managed Futures UCITS F... reinvestment 1,401.9600 +9.87% -1.67%
Quantica Managed Futures UCITS F... reinvestment 1,475.3500 +12.10% +0.80%
Quantica Managed Futures UCITS F... reinvestment 124.8300 +11.36% -0.13%
Quantica Managed Futures UCITS F... reinvestment 134.6800 +12.56% +3.82%
Quantica Managed Futures UCITS F... reinvestment 1,612.9600 +13.51% +4.95%
Quantica Managed Futures UCITS F... reinvestment 1,710.9600 +13.66% +5.19%
Quantica Managed Futures UCITS F... reinvestment 1,481.6899 +9.62% -2.15%
Quantica Managed Futures UCITS F... reinvestment 1,722.3500 +13.09% +4.44%
Quantica Managed Futures UCITS F... reinvestment 1,278.4301 +8.76% -5.86%
Quantica Managed Futures UCITS F... reinvestment 1,333.5601 +10.62% -3.10%

Performance

YTD  
+6.39%
6 Months  
+2.74%
1 Year  
+12.59%
3 Years  
+3.39%
5 Years  
+33.09%
Since start  
+54.88%
Year
2023
  -0.10%
2022  
+10.68%
2021
  -3.34%
2020  
+4.44%
2019  
+26.97%
2018
  -3.64%