DCM Systematic Fund SICAV-SIF - DIVERSIFIED ALPHA I CHF/ LU1212745316 /
| NAV2024-10-31 | Chg.-1.2500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 119.7900CHF | -1.03% | reinvestment | Alternative Investments Worldwide | Apis AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | - | - | - | - | - | - | - | - | - | - | 0.60 | 3.93 | - |
| 2020 | -0.83 | 0.34 | 13.02 | -1.01 | 0.67 | -0.57 | 1.54 | -1.95 | 3.72 | -1.75 | 0.94 | 0.53 | +14.71% |
| 2021 | -6.86 | 2.30 | 2.83 | -1.14 | 1.17 | 5.01 | 1.27 | 0.90 | 0.21 | -1.67 | -1.67 | -0.35 | +1.52% |
| 2022 | 2.36 | 2.53 | 5.78 | 1.46 | -0.16 | -3.66 | -0.94 | -2.32 | 0.32 | 2.55 | 0.65 | -1.50 | +6.94% |
| 2023 | -1.54 | -0.18 | -1.35 | -1.07 | -2.35 | 3.07 | -0.43 | -2.87 | 1.98 | -2.44 | 1.18 | 0.72 | -5.34% |
| 2024 | 1.17 | 0.81 | 1.09 | 0.52 | -3.59 | 2.67 | -6.21 | 1.62 | 0.28 | 1.07 | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.73% | 10.18% | 9.30% | 8.98% | 9.72% |
| Sharpe ratio | -0.43 | -1.14 | -0.23 | -0.40 | 0.10 |
| Best month | +2.67% | +2.67% | +2.67% | +5.78% | +13.02% |
| Worst month | -6.21% | -6.21% | -6.21% | -6.21% | -6.86% |
| Maximum loss | -8.83% | -8.13% | -8.83% | -14.81% | -14.81% |
| Outperformance | - | - | - | - | - |
All quotes in CHF
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| DCM Systematic Fund SICAV-SIF - ... | reinvestment | 134.6300 | +3.50% | +3.55% | |
| DCM Systematic Fund SICAV-SIF - ... | reinvestment | 119.7900 | +0.97% | -1.46% | |
| DCM Systematic Fund SICAV-SIF - ... | reinvestment | 157.3200 | +5.08% | +8.79% | |
| DCM Systematic Fund SICAV-SIF - ... | reinvestment | 88.7500 | +0.48% | - | |
| DCM Systematic Fund SICAV-SIF - ... | reinvestment | 148.8600 | +4.71% | +7.01% | |
| DCM Systematic Fund SICAV-SIF - ... | reinvestment | 135.7600 | +1.47% | +0.88% | |
| DCM Systematic Fund SICAV-SIF - ... | reinvestment | 167.7500 | +5.56% | +10.76% |
Performance
| YTD | -0.92% | ||
|---|---|---|---|
| 6 Months | -4.39% | ||
| 1 Year | +0.97% | ||
| 3 Years | -1.46% | ||
| 5 Years | +22.14% | ||
| 10 Years | - | ||
| Since start | +19.79% | ||
| Year | |||
| 2023 | -5.34% | ||
| 2022 | +6.94% | ||
| 2021 | +1.52% | ||
| 2020 | +14.71% | ||
