SMN Diversified Futures Fund i14/ LU1132156156 /
| NAV9/30/2024 | Chg.+2.1901 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 1,222.4301EUR | +0.18% | reinvestment | Alternative Investments Worldwide | SMN Inv. Services ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2015 | - | -1.51 | 2.38 | -5.09 | -0.02 | -6.84 | 5.57 | -4.61 | 2.78 | -2.01 | 6.31 | -2.22 | -6.04% |
| 2016 | 0.15 | 4.43 | -6.01 | -3.28 | -1.06 | 3.86 | 0.93 | -0.53 | 1.24 | -6.24 | -0.74 | -1.01 | -8.52% |
| 2017 | -1.42 | 3.68 | -3.00 | 1.49 | 0.71 | -3.05 | 1.64 | 1.98 | -4.24 | 9.56 | 0.23 | 1.22 | +8.39% |
| 2018 | 6.50 | -12.63 | -1.51 | 0.89 | -4.12 | 0.24 | 1.77 | 5.38 | -1.67 | -7.90 | -1.88 | -0.89 | -16.07% |
| 2019 | -3.70 | 1.25 | 2.60 | 2.08 | -7.26 | 4.33 | 3.91 | 0.77 | -13.82 | -6.38 | 0.13 | -0.56 | -16.89% |
| 2020 | 1.79 | -7.51 | 10.90 | -1.13 | -1.07 | -3.08 | 5.20 | -2.15 | -3.49 | 6.19 | -0.36 | 10.10 | +14.55% |
| 2021 | -0.32 | 4.87 | -0.17 | 8.64 | 3.85 | 0.41 | 7.91 | 4.23 | 0.55 | 9.13 | -3.24 | -0.25 | +40.81% |
| 2022 | -2.43 | 0.44 | 11.58 | 6.30 | -2.55 | 4.77 | -3.08 | 5.50 | 1.47 | 1.80 | -7.08 | -2.81 | +13.18% |
| 2023 | -0.94 | -0.08 | -1.62 | 9.51 | 4.17 | 3.58 | -0.19 | -0.51 | 0.27 | -2.51 | 0.11 | -1.79 | +9.81% |
| 2024 | 1.73 | 3.89 | 3.25 | -3.41 | 0.11 | -1.27 | -4.49 | -6.80 | 1.20 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 12.88% | 13.75% | 11.81% | 13.89% | 17.15% |
| Sharpe ratio | -0.90 | -2.21 | -1.00 | 0.27 | 0.50 |
| Best month | +3.89% | +3.25% | +3.89% | +11.58% | +11.58% |
| Worst month | -6.80% | -6.80% | -6.80% | -7.08% | -13.82% |
| Maximum loss | -15.28% | -15.28% | -15.28% | -15.79% | -15.79% |
| Outperformance | +6.24% | - | -12.26% | -15.84% | -7.13% |
All quotes in EUR
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| SMN Diversified Futures Fund i14 | reinvestment | 1,222.4301 | -8.37% | +22.83% | |
| SMN Diversified Futures Fund 199... | reinvestment | 354.4600 | -10.25% | +16.81% |
Performance
| YTD | -6.17% | ||
|---|---|---|---|
| 6 Months | -14.27% | ||
| 1 Year | -8.37% | ||
| 3 Years | +22.83% | ||
| 5 Years | +75.34% | ||
| 10 Years | - | ||
| Since start | +22.24% | ||
| Year | |||
| 2023 | +9.81% | ||
| 2022 | +13.18% | ||
| 2021 | +40.81% | ||
| 2020 | +14.55% | ||
| 2019 | -16.89% | ||
| 2018 | -16.07% | ||
| 2017 | +8.39% | ||
| 2016 | -8.52% | ||
| 2015 | -6.04% | ||
