THEAM Quant Dispersion US I EUR A H/ FR0013396926 /
NAV21/05/2024 | Chg.+0.0400 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
112.4500EUR | +0.04% | reinvestment | Alternative Investments AI Volatility | BNP PARIBAS AM Eur. ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | - | - | 1.02 | 0.52 | -0.51 | 1.05 | -2.01 | -2.17 | 0.49 | -0.35 | 0.78 | -2.65 | - |
2020 | -1.23 | 3.30 | -0.06 | -2.58 | -0.25 | -0.47 | -2.21 | 3.53 | -4.07 | -0.75 | 5.09 | -0.43 | -0.52% |
2021 | -2.74 | 0.68 | 2.04 | -4.12 | 0.99 | 1.11 | -2.33 | 0.43 | -2.45 | 2.06 | 4.23 | 2.62 | +2.18% |
2022 | 2.85 | 3.04 | -0.12 | 4.15 | 1.90 | -1.23 | -1.64 | -0.41 | -0.27 | 0.30 | 1.53 | 2.50 | +13.13% |
2023 | -2.28 | 1.26 | -0.37 | -2.05 | 3.35 | -1.26 | 1.20 | -0.30 | -1.47 | 2.01 | -2.33 | 0.42 | -1.98% |
2024 | -1.63 | 2.60 | 1.50 | 0.68 | 0.69 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 10.79% | 10.12% | 9.03% | 12.03% | 15.70% |
Sharpe ratio | 0.61 | 0.40 | 0.25 | 0.27 | -0.11 |
Best month | +2.60% | +2.60% | +3.35% | +4.23% | +5.09% |
Worst month | -1.63% | -2.33% | -2.33% | -2.45% | -4.12% |
Maximum loss | -4.79% | -4.79% | -4.79% | -8.97% | -24.97% |
Outperformance | +4.88% | - | -1.91% | - | - |
All quotes in EUR
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
THEAM Quant Dispersion US J USD ... | reinvestment | 130.0300 | +8.00% | +30.42% | |
THEAM Quant Dispersion US S USD ... | reinvestment | 132.0000 | +8.27% | +31.41% | |
THEAM Quant Dispersion US I EUR ... | reinvestment | 112.4500 | +6.09% | +22.94% | |
THEAM Quant Dispersion US J EUR ... | reinvestment | 112.8000 | +6.41% | +24.24% | |
THEAM Quant Dispersion US I USD ... | reinvestment | 128.1700 | +7.72% | +29.54% |
Performance
YTD | +3.85% | ||
---|---|---|---|
6 Months | +3.84% | ||
1 Year | +6.09% | ||
3 Years | +22.94% | ||
5 Years | +10.69% | ||
10 Years | - | ||
Since start | +12.23% | ||
Year | |||
2023 | -1.98% | ||
2022 | +13.13% | ||
2021 | +2.18% | ||
2020 | -0.52% |