THEAM Quant Dispersion US I EUR A H/ FR0013396926 /
| NAV2024-06-20 | Chg.-0.4500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 116.1900EUR | -0.39% | 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 | 2.93 | 1.08 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 10.32% | 10.15% | 8.79% | 11.96% | 15.66% |
| Sharpe ratio | 1.22 | 1.27 | 0.36 | 0.37 | -0.06 |
| Best month | +2.93% | +2.93% | +2.93% | +4.23% | +5.09% |
| Worst month | -1.63% | -1.63% | -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
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| THEAM Quant Dispersion US J USD ... | reinvestment | 134.5400 | +8.76% | +34.20% | |
| THEAM Quant Dispersion US S USD ... | reinvestment | 136.6000 | +9.04% | +35.21% | |
| THEAM Quant Dispersion US I EUR ... | reinvestment | 116.1900 | +6.83% | +26.46% | |
| THEAM Quant Dispersion US J EUR ... | reinvestment | 116.5700 | +7.13% | +27.78% | |
| THEAM Quant Dispersion US I USD ... | reinvestment | 132.5900 | +8.49% | +33.30% |
Performance
| YTD | +7.31% | ||
|---|---|---|---|
| 6 Months | +7.97% | ||
| 1 Year | +6.83% | ||
| 3 Years | +26.46% | ||
| 5 Years | +14.16% | ||
| 10 Years | - | ||
| Since start | +15.96% | ||
| Year | |||
| 2023 | -1.98% | ||
| 2022 | +13.13% | ||
| 2021 | +2.18% | ||
| 2020 | -0.52% | ||
