Quantica Managed Futures UCITS Fd.I4C-U/  LU1869436276  /

Fonds
NAV11/30/2022 Chg.+2.2200 Type of yield Investment Focus Investment company
1,634.3199USD +0.14% reinvestment Alternative Investments Worldwide Alma Capital IM 
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2015 - - - - - - - - - -1.37 -0.18 -4.26 -
2016 5.72 3.07 -2.45 0.43 -0.49 5.14 -0.06 -2.93 0.51 -2.92 -0.68 1.95 +7.08%
2017 -0.31 4.03 0.18 1.52 1.99 -3.76 1.11 2.33 -2.92 3.69 1.91 1.05 +11.03%
2018 5.34 -4.89 -0.88 -0.13 -3.01 0.89 1.39 3.15 -1.88 -7.52 2.30 2.83 -3.11%
2019 4.79 0.33 7.17 2.31 -1.42 6.33 3.86 4.09 -0.65 -1.30 1.44 -0.65 +29.12%
2020 0.98 -3.94 -3.80 3.65 -0.58 0.13 2.96 1.29 -3.98 -1.82 4.88 5.60 +4.85%
2021 1.40 7.70 -1.35 2.72 1.30 -3.66 -0.10 0.71 -4.06 -3.34 -0.69 -2.63 -2.56%
2022 -3.41 3.81 6.67 4.50 -0.18 2.52 -5.10 2.77 5.74 0.20 -4.77 - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 11.42% 11.62% 11.13% 11.14% 10.77%
Sharpe ratio 1.03 0.12 0.68 0.28 0.54
Best month +6.67% +5.74% +6.67% +7.70% +7.70%
Worst month -5.10% -5.10% -5.10% -5.10% -7.52%
Maximum loss -11.70% -11.70% -11.70% -19.24% -19.24%
Outperformance +10.51% - +12.19% - -
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Quantica Managed Futures UCITS F... reinvestment 1,379.4301 +8.62% +12.10%
Quantica Managed Futures UCITS F... reinvestment 1,270.9301 +8.03% +10.13%
Quantica Managed Futures UCITS F... reinvestment 1,356.1700 +9.36% +13.43%
Quantica Managed Futures UCITS F... reinvestment 1,393.8000 +8.27% +10.30%
Quantica Managed Futures UCITS F... reinvestment 1,475.5400 +9.11% +14.27%
Quantica Managed Futures UCITS F... reinvestment 1,394.0699 +9.22% +13.36%
Quantica Managed Futures UCITS F... reinvestment 1,433.5400 +9.25% +13.96%
Quantica Managed Futures UCITS F... reinvestment 121.6200 +8.06% +10.41%
Quantica Managed Futures UCITS F... reinvestment 128.3400 +8.98% +14.61%
Quantica Managed Futures UCITS F... reinvestment 1,531.8600 +10.96% +16.32%
Quantica Managed Futures UCITS F... reinvestment 1,615.7900 +10.33% +17.95%
Quantica Managed Futures UCITS F... reinvestment 1,476.3101 +8.59% +11.73%
Quantica Managed Futures UCITS F... reinvestment 1,634.3199 +9.59% +16.23%
Quantica Managed Futures UCITS F... reinvestment 1,378.2300 +9.20% +14.30%
Quantica Managed Futures UCITS F... reinvestment 1,440.4700 +10.33% +18.45%
Quantica Managed Futures UCITS F... reinvestment 1,295.7400 +7.22% +7.36%
Quantica Managed Futures UCITS F... reinvestment 1,316.3500 +7.69% +8.04%

Performance

YTD  
+12.55%
6 Months  
+1.70%
1 Year  
+9.59%
3 Years  
+16.23%
5 Years  
+45.35%
Since start  
+63.43%
Year
2021
  -2.56%
2020  
+4.85%
2019  
+29.12%
2018
  -3.11%
2017  
+11.03%
2016  
+7.08%