THEAM Quant Dispersion US S USD A/ FR0013331907 /
NAV2024-05-06 | Chg.+0.2800 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
132.3100USD | +0.21% | reinvestment | Alternative Investments AI Volatility | BNP PARIBAS AM Eur. ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2018 | - | - | - | - | - | 1.61 | 2.93 | -1.42 | 3.32 | -2.00 | 4.09 | -1.96 | - |
2019 | 0.63 | -0.61 | 1.32 | 0.77 | -0.20 | 1.33 | -1.67 | -1.88 | 0.79 | -0.08 | 0.99 | -2.39 | -1.07% |
2020 | -0.95 | 3.52 | -0.06 | -2.50 | -0.08 | -0.37 | -2.20 | 3.72 | -3.97 | -0.67 | 5.19 | -0.27 | +0.98% |
2021 | -2.62 | 0.77 | 2.15 | -4.10 | 1.07 | 1.19 | -2.06 | 0.53 | -2.32 | 2.14 | 4.44 | 2.80 | +3.68% |
2022 | 2.94 | 3.14 | -0.04 | 4.28 | 1.93 | -1.00 | -1.30 | -0.13 | 0.01 | 0.55 | 1.80 | 2.83 | +15.89% |
2023 | -2.03 | 1.52 | -0.09 | -1.87 | 3.47 | -0.99 | 1.42 | -0.12 | -1.27 | 2.19 | -2.22 | 0.57 | +0.39% |
2024 | -1.43 | 2.72 | 1.70 | 0.82 | 1.05 | - | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 11.30% | 10.47% | 9.04% | 12.73% | 15.88% |
Sharpe ratio | 0.99 | 0.35 | 0.40 | 0.43 | 0.03 |
Best month | +2.72% | +2.72% | +3.47% | +4.44% | +5.19% |
Worst month | -1.43% | -2.22% | -2.22% | -2.32% | -4.10% |
Maximum loss | -4.62% | -4.62% | -4.62% | -8.14% | -24.25% |
Outperformance | -21.80% | - | -34.45% | -44.63% | - |
All quotes in USD
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 | +4.92% | ||
---|---|---|---|
6 Months | +3.65% | ||
1 Year | +7.36% | ||
3 Years | +30.55% | ||
5 Years | +23.50% | ||
10 Years | - | ||
Since start | +32.31% | ||
Year | |||
2023 | +0.39% | ||
2022 | +15.89% | ||
2021 | +3.68% | ||
2020 | +0.98% | ||
2019 | -1.07% |