THEAM Quant Dispersion US I EUR A H/ FR0013396926 /
NAV30/09/2024 | Chg.+0.7500 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
115.2300EUR | +0.66% | reinvestment | Alternative Investments AI Volatility | BNP PARIBAS AM Eur. ▶ |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | - | - | 1.02 | 0.52 | -0.51 | 1.05 | -2.01 | -2.17 | 0.49 | -0.35 | 0.78 | -2.65 | - |
2020 | -1.23 | 3.30 | -0.06 | -2.58 | -0.25 | -0.47 | -2.21 | 3.53 | -4.07 | -0.75 | 5.09 | -0.43 | -0.52% |
2021 | -2.74 | 0.68 | 2.04 | -4.12 | 0.99 | 1.11 | -2.33 | 0.43 | -2.45 | 2.06 | 4.23 | 2.62 | +2.18% |
2022 | 2.85 | 3.04 | -0.12 | 4.15 | 1.90 | -1.23 | -1.64 | -0.41 | -0.27 | 0.30 | 1.53 | 2.50 | +13.13% |
2023 | -2.28 | 1.26 | -0.37 | -2.05 | 3.35 | -1.26 | 1.20 | -0.30 | -1.47 | 2.01 | -2.33 | 0.42 | -1.98% |
2024 | -1.63 | 2.60 | 1.50 | 0.68 | 2.93 | 1.71 | 2.10 | -2.65 | -0.84 | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 10.13% | 9.29% | 9.46% | 11.65% | 15.65% |
Sharpe ratio | 0.54 | 0.49 | 0.35 | 0.47 | 0.00 |
Best month | +2.93% | +2.93% | +2.93% | +4.23% | +5.09% |
Worst month | -2.65% | -2.65% | -2.65% | -2.65% | -4.12% |
Maximum loss | -4.84% | -4.84% | -4.84% | -8.97% | -24.97% |
Outperformance | +4.88% | - | -1.91% | - | - |
All quotes in EUR
Share classes
Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
---|---|---|---|---|---|
THEAM Quant Dispersion US J USD ... | reinvestment | 134.1500 | +8.36% | +36.86% | |
THEAM Quant Dispersion US S USD ... | reinvestment | 136.3000 | +8.63% | +37.89% | |
THEAM Quant Dispersion US I EUR ... | reinvestment | 115.2300 | +6.53% | +28.81% | |
THEAM Quant Dispersion US J EUR ... | reinvestment | 115.7200 | +6.85% | +30.01% | |
THEAM Quant Dispersion US I USD ... | reinvestment | 132.1100 | +8.09% | +35.93% |
Performance
YTD | +6.42% | ||
---|---|---|---|
6 Months | +3.80% | ||
1 Year | +6.53% | ||
3 Years | +28.81% | ||
5 Years | +17.26% | ||
10 Years | - | ||
Since start | +15.00% | ||
Year | |||
2023 | -1.98% | ||
2022 | +13.13% | ||
2021 | +2.18% | ||
2020 | -0.52% |