THEAM Quant Dynamic Volatility Carry M - EUR H/ FR0014005CH4 /
NAV12/06/2024 | Chg.+0.0500 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
96.3200EUR | +0.05% | 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 | - | - | - | - | - | - | - | - | - | 1.76 | -0.66 | -1.11 | - |
2022 | -2.50 | -0.22 | 1.57 | -4.73 | -0.94 | -2.81 | 2.96 | -2.08 | -6.99 | 5.47 | 1.27 | -0.19 | -9.41% |
2023 | 1.63 | -0.30 | -0.57 | 0.80 | 0.40 | 0.84 | 0.35 | 0.38 | -0.46 | 0.21 | 1.19 | 0.52 | +5.08% |
2024 | 0.44 | 0.52 | 0.48 | -0.08 | 0.87 | 0.26 | - | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 1.43% | 1.36% | 2.10% | -% | -% |
Sharpe ratio | 1.42 | 1.39 | 0.71 | - | - |
Best month | +0.87% | +0.87% | +1.19% | +5.47% | - |
Worst month | -0.08% | -0.08% | -0.46% | -6.99% | - |
Maximum loss | -0.98% | -0.98% | -1.17% | - | - |
Outperformance | - | - | - | - | - |
All quotes in EUR
Share classes
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
THEAM Quant Dyn.Volatility Carry... | reinvestment | 100.4300 | +6.90% | - | |
THEAM Quant Dynamic Volatility C... | reinvestment | 98.9600 | +6.35% | - | |
THEAM Quant Dynamic Volatility C... | reinvestment | 96.3200 | +5.21% | - |
Performance
YTD | +2.51% | ||
---|---|---|---|
6 Months | +2.76% | ||
1 Year | +5.21% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - | ||
Since start | -3.50% | ||
Year | |||
2023 | +5.08% | ||
2022 | -9.41% |