THEAM Quant Dispersion US J EUR H/ FR0013396934 /
NAV2024-05-06 | Chg.+0.2200 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
113.1400EUR | +0.19% | 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 | - | - | - | - | -0.50 | 1.08 | -1.99 | -2.16 | 0.52 | -0.33 | 0.80 | -2.63 | - |
2020 | -1.20 | 3.66 | 0.17 | -2.69 | -0.23 | -0.46 | -2.19 | 3.55 | -4.03 | -0.72 | 5.10 | -0.41 | +0.14% |
2021 | -2.72 | 0.71 | 2.07 | -4.11 | 1.01 | 1.14 | -2.15 | 0.44 | -2.44 | 2.08 | 4.29 | 2.64 | +2.63% |
2022 | 2.87 | 3.06 | -0.10 | 4.23 | 1.72 | -1.23 | -1.53 | -0.41 | -0.26 | 0.35 | 1.54 | 2.54 | +13.35% |
2023 | -2.24 | 1.30 | -0.27 | -2.01 | 3.35 | -1.21 | 1.24 | -0.28 | -1.47 | 2.04 | -2.29 | 0.44 | -1.57% |
2024 | -1.62 | 2.61 | 1.55 | 0.67 | 1.03 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 11.40% | 10.50% | 9.08% | 12.40% | 15.70% |
Sharpe ratio | 0.80 | 0.19 | 0.19 | 0.28 | -0.08 |
Best month | +2.61% | +2.61% | +3.35% | +4.29% | +5.10% |
Worst month | -1.62% | -2.29% | -2.29% | -2.44% | -4.11% |
Maximum loss | -4.79% | -4.79% | -4.79% | -8.99% | -24.70% |
Outperformance | +5.50% | - | -1.28% | - | - |
All quotes in EUR
Tranches
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
THEAM Quant Dispersion US J USD ... | reinvestment | 130.3600 | +7.10% | +29.58% | |
THEAM Quant Dispersion US S USD ... | reinvestment | 132.3100 | +7.36% | +30.55% | |
THEAM Quant Dispersion US I EUR ... | reinvestment | 112.8100 | +5.17% | +22.18% | |
THEAM Quant Dispersion US J EUR ... | reinvestment | 113.1400 | +5.47% | +23.46% | |
THEAM Quant Dispersion US I USD ... | reinvestment | 128.5000 | +6.83% | +28.69% |
Performance
YTD | +4.27% | ||
---|---|---|---|
6 Months | +2.84% | ||
1 Year | +5.47% | ||
3 Years | +23.46% | ||
5 Years | +13.17% | ||
10 Years | - | ||
Since start | +13.06% | ||
Year | |||
2023 | -1.57% | ||
2022 | +13.35% | ||
2021 | +2.63% | ||
2020 | +0.14% |