LEO PORTFOLIOS SIF - MAM Macro Hedge Strategy - A Cap-USD/ LU1162504978 /
| NAV25/10/2024 | Chg.+1.4700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 108.6400USD | +1.37% | reinvestment | Alternative Investments Worldwide | FundPartner Sol.(EU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | -0.99 | 1.30 | 1.95 | -0.51 | 3.17 | -2.23 | 0.66 | -1.26 | -0.51 | -1.32 | -1.62 | -1.60 | -3.08% |
| 2022 | 6.57 | 4.41 | 2.36 | -1.12 | -2.00 | 2.27 | 0.64 | 1.72 | 0.07 | 0.65 | 0.13 | 0.45 | +17.08% |
| 2023 | -0.93 | -0.56 | 2.22 | -1.05 | -1.36 | -2.91 | -0.83 | 3.54 | 0.03 | 4.92 | -0.97 | -4.06 | -2.31% |
| 2024 | 0.02 | -4.53 | -4.36 | 7.46 | -0.83 | -3.78 | 4.27 | 2.82 | -1.22 | -0.86 | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 19.06% | 20.94% | 17.39% | 12.59% | -% |
| Sharpe ratio | -0.27 | -0.13 | -0.56 | -0.01 | - |
| Best month | +7.46% | +7.46% | +7.46% | +7.46% | - |
| Worst month | -4.53% | -3.78% | -4.53% | -4.53% | - |
| Maximum loss | -14.24% | -10.45% | -15.88% | -15.88% | - |
| Outperformance | - | - | - | - | - |
All quotes in USD
Performance
| YTD | -1.67% | ||
|---|---|---|---|
| 6 Months | +0.19% | ||
| 1 Year | -6.58% | ||
| 3 Years | +8.87% | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | +9.00% | ||
| Year | |||
| 2023 | -2.31% | ||
| 2022 | +17.08% | ||
| 2021 | -3.08% | ||
