SMN Diversified Futures Fund i14/  LU1132156156  /

Fonds
NAV1/14/2022 Chg.-7.3201 Type of yield Investment Focus Investment company
1,044.7300EUR -0.70% 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 -0.34 - - - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 4.33% 14.71% 20.12% 19.38% 18.34%
Sharpe ratio -1.81 2.35 1.72 0.63 0.25
Best month -0.25% +9.13% +9.13% +10.90% +10.90%
Worst month -0.34% -3.24% -3.24% -13.82% -13.82%
Maximum loss -0.70% -4.24% -9.33% -24.37% -40.80%
Outperformance +6.24% - -12.26% -15.84% -7.13%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
SMN Diversified Futures Fund i14 reinvestment 1,044.7300 +33.99% +38.70%
SMN Diversified Futures Fund reinvestment 320.3800 +32.67% +31.41%

Performance

YTD
  -0.34%
6 Months  
+15.71%
1 Year  
+33.99%
3 Years  
+38.70%
5 Years  
+21.20%
Since start  
+4.47%
Year
2021  
+40.81%
2020  
+14.55%
2019
  -16.89%
2018
  -16.07%
2017  
+8.39%
2016
  -8.52%
2015
  -6.04%