SMN Diversified Futures Fund 1996/ LU0070804173 /
| NAV2024-04-12 | Chg.-2.6200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 415.3100EUR | -0.63% | reinvestment | Alternative Investments Worldwide | SMN Inv. Services ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1996 | - | - | - | - | - | - | - | - | - | - | 6.69 | 0.97 | - |
| 1997 | 3.37 | 3.83 | -3.39 | -2.24 | -1.01 | 3.90 | 7.85 | -5.69 | 0.60 | -1.76 | 1.61 | 5.69 | +12.54% |
| 1998 | 2.47 | 3.47 | 0.39 | -2.77 | 3.51 | 1.73 | 0.68 | 5.37 | 7.30 | -5.75 | -2.69 | 2.67 | +16.80% |
| 1999 | -4.15 | 3.35 | -4.88 | 6.28 | -7.29 | 0.21 | -2.99 | 1.55 | -1.88 | 0.13 | -0.60 | 8.01 | -3.31% |
| 2000 | -2.85 | 0.88 | -3.16 | 1.48 | 2.38 | -1.59 | -1.48 | 5.66 | -4.10 | -2.36 | 3.09 | 10.28 | +7.53% |
| 2001 | -0.50 | 3.33 | 12.93 | -12.71 | 0.49 | -5.30 | -3.20 | 0.12 | 18.43 | 3.37 | -7.16 | 1.76 | +8.10% |
| 2002 | -5.63 | -2.87 | -4.16 | 0.07 | 1.98 | 7.40 | 11.96 | 6.66 | 6.51 | -3.87 | -4.15 | 3.26 | +16.51% |
| 2003 | 13.07 | 9.39 | -5.66 | 1.90 | 8.70 | -6.52 | 1.84 | -3.59 | 1.48 | 5.25 | -1.14 | 6.89 | +33.88% |
| 2004 | 1.84 | 8.73 | -5.54 | -15.18 | -1.01 | -4.72 | -1.54 | -4.22 | 5.14 | 2.26 | 7.45 | 0.07 | -8.78% |
| 2005 | -5.32 | -2.41 | -1.76 | -5.18 | 1.25 | 3.29 | -0.28 | -0.24 | 0.33 | -0.76 | 10.37 | -2.11 | -3.66% |
| 2006 | 0.58 | -2.90 | 5.30 | 6.77 | -6.37 | -2.09 | -3.15 | -2.41 | -0.63 | 5.23 | 2.80 | 3.70 | +6.07% |
| 2007 | 0.83 | 0.88 | -12.55 | 6.71 | 6.75 | 4.47 | -6.46 | -1.93 | 5.79 | 8.82 | 0.01 | 1.58 | +13.55% |
| 2008 | 6.45 | 13.93 | -3.36 | -6.06 | 5.12 | 9.63 | -6.30 | -1.83 | 1.71 | 19.70 | 7.91 | 3.39 | +58.52% |
| 2009 | -2.79 | 2.47 | -6.19 | -6.68 | -6.69 | -3.67 | 0.13 | 5.65 | 2.56 | -4.55 | 6.90 | -3.06 | -15.88% |
| 2010 | -2.86 | -1.27 | 10.44 | 0.99 | -7.12 | 1.20 | -6.26 | 5.13 | 3.10 | 8.55 | -7.63 | 13.26 | +16.01% |
| 2011 | -2.12 | 3.45 | -5.90 | 5.51 | -7.68 | -6.78 | 6.94 | 7.79 | 1.77 | -8.92 | 1.34 | -1.56 | -7.77% |
| 2012 | 2.08 | 1.39 | 0.10 | -1.78 | -7.97 | -5.12 | 5.79 | -2.06 | -5.30 | -7.88 | 1.87 | -2.36 | -20.12% |
| 2013 | 12.57 | -5.53 | -1.22 | 1.23 | -3.75 | -5.56 | -4.34 | -2.36 | -4.04 | 3.38 | 5.39 | -0.36 | -5.95% |
| 2014 | -2.90 | 1.95 | -2.20 | 5.22 | -0.95 | 3.85 | 1.01 | 5.03 | 12.64 | 5.87 | 9.94 | 7.92 | +57.30% |
| 2015 | 9.34 | -1.68 | -0.06 | -2.93 | -0.19 | -7.02 | 5.38 | -4.79 | 2.60 | -2.19 | 6.10 | -2.40 | +0.91% |
| 2016 | -0.03 | 4.23 | -6.18 | -3.45 | -1.27 | 3.67 | 0.76 | -0.73 | 1.06 | -6.41 | -0.92 | -1.19 | -10.53% |
| 2017 | -1.61 | 3.50 | -3.18 | 1.32 | 0.51 | -3.23 | 1.45 | 1.79 | -4.41 | 9.35 | 0.05 | 1.05 | +6.02% |
| 2018 | 6.46 | -12.78 | -1.69 | 0.70 | -4.30 | 0.06 | 1.57 | 5.18 | -1.84 | -8.08 | -2.05 | -1.08 | -17.78% |
| 2019 | -3.88 | 1.08 | 2.42 | 1.88 | -7.44 | 4.16 | 3.70 | 0.58 | -13.98 | -6.56 | -0.04 | -0.76 | -18.72% |
| 2020 | 1.60 | -7.67 | 10.68 | -1.31 | -1.25 | -3.26 | 5.01 | -2.33 | -3.66 | 5.99 | -0.54 | 9.89 | +12.05% |
| 2021 | -0.49 | 4.69 | -0.37 | 8.44 | 3.66 | 0.22 | 7.71 | 4.03 | 0.37 | 10.28 | -3.43 | -0.43 | +39.43% |
| 2022 | -2.61 | 0.26 | 12.16 | 6.00 | -2.78 | 4.29 | -3.25 | 5.29 | 1.30 | 1.63 | -7.25 | -2.98 | +11.08% |
| 2023 | -1.13 | -0.25 | -1.81 | 9.33 | 4.00 | 3.43 | -0.38 | -0.70 | -0.02 | -2.70 | -0.07 | -1.96 | +7.36% |
| 2024 | 1.53 | 3.70 | 3.15 | -0.34 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 8.39% | 8.40% | 9.68% | 16.17% | 17.59% |
| Sharpe ratio | 3.62 | 1.22 | 1.08 | 0.94 | 0.35 |
| Best month | +3.70% | +3.70% | +9.33% | +12.16% | +12.16% |
| Worst month | -1.96% | -2.70% | -2.70% | -7.25% | -13.98% |
| Maximum loss | -2.15% | -2.89% | -9.02% | -16.85% | -25.21% |
| Outperformance | +5.35% | - | -14.20% | -20.67% | -14.49% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| SMN Diversified Futures Fund i14 | reinvestment | 1,417.5699 | +16.78% | +77.31% | |
| SMN Diversified Futures Fund 199... | reinvestment | 415.3100 | +14.30% | +68.66% |
Performance
| YTD | +8.24% | ||
|---|---|---|---|
| 6 Months | +6.79% | ||
| 1 Year | +14.30% | ||
| 3 Years | +68.66% | ||
| 5 Years | +61.89% | ||
| Since start | +471.50% | ||
| Year | |||
| 2023 | +7.36% | ||
| 2022 | +11.08% | ||
| 2021 | +39.43% | ||
| 2020 | +12.05% | ||
| 2019 | -18.72% | ||
| 2018 | -17.78% | ||
| 2017 | +6.02% | ||
| 2016 | -10.53% | ||
| 2015 | +0.91% | ||
