THEAM Quant Dispersion US I USD A/ FR0013292281 /
| NAV2024-07-18 | Chg.+0.3400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 135.6200USD | +0.25% | reinvestment | Alternative Investments AI Volatility | BNP PARIBAS AM Eur. ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | - | - | - | - | - | - | 2.88 | -1.46 | 3.28 | -2.04 | 4.04 | -2.00 | - |
| 2019 | 0.59 | -0.65 | 1.28 | 0.74 | -0.25 | 1.29 | -1.70 | -1.92 | 0.73 | -0.12 | 0.95 | -2.43 | -1.57% |
| 2020 | -0.98 | 3.48 | -0.10 | -2.54 | -0.12 | -0.41 | -2.26 | 3.68 | -4.01 | -0.72 | 5.15 | -0.31 | +0.48% |
| 2021 | -2.66 | 0.72 | 2.12 | -4.15 | 1.05 | 1.14 | -2.10 | 0.47 | -2.36 | 2.11 | 4.46 | 2.75 | +3.24% |
| 2022 | 2.91 | 3.08 | -0.08 | 4.24 | 1.89 | -1.04 | -1.33 | -0.18 | -0.03 | 0.51 | 1.75 | 2.79 | +15.31% |
| 2023 | -2.08 | 1.48 | -0.12 | -1.91 | 3.42 | -1.03 | 1.37 | -0.16 | -1.32 | 2.15 | -2.27 | 0.53 | -0.11% |
| 2024 | -1.48 | 2.69 | 1.66 | 0.78 | 3.09 | 1.80 | 1.62 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.99% | 10.38% | 8.82% | 12.27% | 15.81% |
| Sharpe ratio | 1.66 | 1.73 | 0.56 | 0.65 | 0.08 |
| Best month | +3.09% | +3.09% | +3.09% | +4.46% | +5.15% |
| Worst month | -1.48% | -1.48% | -2.27% | -2.36% | -4.15% |
| Maximum loss | -4.65% | -4.65% | -4.65% | -8.27% | -24.55% |
| Outperformance | -22.10% | - | -34.95% | -46.14% | - |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| THEAM Quant Dispersion US J USD ... | reinvestment | 137.6400 | +8.88% | +40.15% | |
| THEAM Quant Dispersion US S USD ... | reinvestment | 139.7800 | +9.16% | +41.21% | |
| THEAM Quant Dispersion US I EUR ... | reinvestment | 118.6700 | +7.00% | +32.21% | |
| THEAM Quant Dispersion US J EUR ... | reinvestment | 119.0800 | +7.27% | +33.30% | |
| THEAM Quant Dispersion US I USD ... | reinvestment | 135.6200 | +8.62% | +39.20% |
Performance
| YTD | +10.53% | ||
|---|---|---|---|
| 6 Months | +10.28% | ||
| 1 Year | +8.62% | ||
| 3 Years | +39.20% | ||
| 5 Years | +26.91% | ||
| 10 Years | - | ||
| Since start | +35.93% | ||
| Year | |||
| 2023 | -0.11% | ||
| 2022 | +15.31% | ||
| 2021 | +3.24% | ||
| 2020 | +0.48% | ||
| 2019 | -1.57% | ||
