THEAM Quant Dynamic Volatility Carry I/ FR0014003S23 /
| NAV5/22/2024 | Chg.-0.0200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 98.4600USD | -0.02% | reinvestment | Alternative Investments North America | BNP PARIBAS AM Eur. ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | - | - | - | - | - | - | - | - | -1.98 | 1.78 | -0.68 | -1.07 | - |
| 2022 | -2.42 | -0.24 | 1.57 | -4.63 | -0.82 | -2.73 | 3.13 | -1.95 | -6.72 | 5.68 | 1.49 | 0.09 | -7.89% |
| 2023 | 1.84 | -0.10 | -0.49 | 0.90 | 0.55 | 1.00 | 0.46 | 0.46 | -0.40 | 0.30 | 1.29 | 0.63 | +6.61% |
| 2024 | 0.52 | 0.59 | 0.57 | -0.01 | 0.76 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 1.48% | 1.33% | 2.16% | -% | -% |
| Sharpe ratio | 1.78 | 2.17 | 1.25 | - | - |
| Best month | +0.76% | +1.29% | +1.29% | +5.68% | - |
| Worst month | -0.01% | -0.01% | -0.40% | -6.72% | - |
| Maximum loss | -0.95% | -0.95% | -1.30% | - | - |
| Outperformance | - | - | - | - | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| THEAM Quant Dyn.Volatility Carry... | reinvestment | 99.8900 | +7.06% | - | |
| THEAM Quant Dynamic Volatility C... | reinvestment | 98.4600 | +6.52% | - | |
| THEAM Quant Dynamic Volatility C... | reinvestment | 95.9000 | +5.35% | - |
Performance
| YTD | +2.45% | ||
|---|---|---|---|
| 6 Months | +3.27% | ||
| 1 Year | +6.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | -1.30% | ||
| Year | |||
| 2023 | +6.61% | ||
| 2022 | -7.89% | ||
