Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc/ LU0832435464 /
| NAV2024-12-19 | Chg.+0.0656 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 1.1063EUR | +6.30% | reinvestment | Special Type Worldwide | Amundi Luxembourg ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | -20.81 | 1.64 | -9.02 | -9.10 | 7.79 | 8.00 | -20.94 | 8.99 | -11.19 | -5.88 | -7.39 | -9.40 | -53.17% |
| 2014 | 11.66 | -15.90 | -2.83 | -4.38 | -4.48 | -12.80 | 5.85 | -3.96 | 11.88 | -8.69 | -3.18 | 3.93 | -24.06% |
| 2015 | 16.05 | -11.62 | 5.43 | -10.74 | -5.55 | 0.53 | -9.12 | 32.81 | -7.06 | -16.47 | 3.70 | -2.45 | -13.14% |
| 2016 | 13.95 | 5.39 | -21.50 | 3.10 | -5.09 | -5.56 | -11.24 | -2.31 | -4.99 | 1.28 | -7.41 | -1.81 | -33.90% |
| 2017 | -17.51 | -1.30 | -13.67 | -7.88 | -10.40 | -8.96 | -11.52 | 1.42 | -4.89 | -8.75 | -1.35 | -10.70 | -63.76% |
| 2018 | -2.47 | 14.11 | 5.57 | -7.47 | -3.85 | -0.19 | -8.05 | -1.32 | -2.97 | 31.89 | -8.09 | 13.46 | +26.32% |
| 2019 | -16.45 | -7.49 | 1.09 | -3.33 | 5.12 | -9.53 | 3.08 | 5.53 | -1.32 | -6.60 | -2.77 | -6.77 | -34.70% |
| 2020 | 4.63 | 12.24 | 113.03 | -4.19 | -4.96 | -2.20 | -9.78 | 1.19 | -6.72 | 3.80 | -28.03 | 0.23 | +42.04% |
| 2021 | 19.97 | -13.95 | -15.88 | -5.71 | -9.98 | -3.93 | 4.63 | -5.18 | 6.43 | -8.58 | 15.62 | -21.92 | -38.29% |
| 2022 | -1.82 | 2.21 | -3.68 | 22.17 | -7.02 | 5.77 | -8.12 | 3.36 | 11.11 | -9.39 | -11.47 | -5.76 | -7.37% |
| 2023 | -19.78 | 6.19 | 0.61 | -3.66 | -5.16 | -22.18 | -6.23 | -0.45 | 6.30 | 4.08 | -19.75 | -5.19 | -52.11% |
| 2024 | -1.64 | -4.95 | 0.56 | -1.08 | -11.94 | 2.80 | -0.02 | -18.09 | 4.80 | 8.96 | -12.81 | 22.62 | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 39.80% | 49.87% | 39.69% | 39.99% | 50.29% |
| Sharpe ratio | -0.48 | -0.20 | -0.53 | -0.83 | -0.45 |
| Best month | +22.62% | +22.62% | +22.62% | +22.62% | +113.03% |
| Worst month | -18.09% | -18.09% | -18.09% | -22.18% | -28.03% |
| Maximum loss | -38.38% | -38.38% | -38.38% | -76.22% | -92.83% |
| Outperformance | - | - | - | - | - |
All quotes in EUR
Performance
| YTD | -15.82% | ||
|---|---|---|---|
| 6 Months | -3.57% | ||
| 1 Year | -18.32% | ||
| 3 Years | -65.99% | ||
| 5 Years | -67.11% | ||
| 10 Years | -94.16% | ||
| Since start | -98.02% | ||
| Year | |||
| 2023 | -52.11% | ||
| 2022 | -7.37% | ||
| 2021 | -38.29% | ||
| 2020 | +42.04% | ||
| 2019 | -34.70% | ||
| 2018 | +26.32% | ||
| 2017 | -63.76% | ||
| 2016 | -33.90% | ||
| 2015 | -13.14% | ||
