THEAM Quant Dispersion US J EUR H/ FR0013396934 /
| NAV5/22/2024 | Chg.-0.1300 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 112.6700EUR | -0.12% | 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 | 0.61 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 10.76% | 10.12% | 9.02% | 12.00% | 15.66% |
| Sharpe ratio | 0.60 | 0.53 | 0.27 | 0.32 | -0.10 |
| 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 | 129.8800 | +7.87% | +30.81% | |
| THEAM Quant Dispersion US S USD ... | reinvestment | 131.8500 | +8.14% | +31.80% | |
| THEAM Quant Dispersion US I EUR ... | reinvestment | 112.3200 | +5.97% | +23.31% | |
| THEAM Quant Dispersion US J EUR ... | reinvestment | 112.6700 | +6.28% | +24.61% | |
| THEAM Quant Dispersion US I USD ... | reinvestment | 128.0200 | +7.60% | +29.93% |
Performance
| YTD | +3.83% | ||
|---|---|---|---|
| 6 Months | +4.44% | ||
| 1 Year | +6.28% | ||
| 3 Years | +24.61% | ||
| 5 Years | +12.17% | ||
| 10 Years | - | ||
| Since start | +12.59% | ||
| Year | |||
| 2023 | -1.57% | ||
| 2022 | +13.35% | ||
| 2021 | +2.63% | ||
| 2020 | +0.14% | ||
