SMN Diversified Futures Fund i14/  LU1132156156  /

Fonds
NAV2/16/2024 Chg.+16.6400 Type of yield Investment Focus Investment company
1,384.7900EUR +1.22% 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 4.49 - - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 8.03% 9.95% 12.22% 16.24% 17.58%
Sharpe ratio 8.23 0.52 1.15 0.98 0.50
Best month +4.49% +4.49% +9.51% +11.58% +11.58%
Worst month -1.79% -2.51% -2.51% -7.08% -13.82%
Maximum loss -0.10% -8.50% -8.50% -15.79% -24.37%
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 1,384.7900 +17.92% +72.02%
SMN Diversified Futures Fund 199... reinvestment 406.6500 +15.29% +63.45%

Performance

YTD  
+6.30%
6 Months  
+4.39%
1 Year  
+17.92%
3 Years  
+72.02%
5 Years  
+81.57%
Since start  
+38.48%
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%