THEAM Quant Dispersion US J EUR H/ FR0013396934 /
NAV2024-07-18 | Chg.+0.2900 | Type of yield | Investment Focus | Investment company |
---|---|---|---|---|
119.0800EUR | +0.24% | 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 | - | - | - | - | -0.50 | 1.08 | -1.99 | -2.16 | 0.52 | -0.33 | 0.80 | -2.63 | - |
2020 | -1.20 | 3.66 | 0.17 | -2.69 | -0.23 | -0.46 | -2.19 | 3.55 | -4.03 | -0.72 | 5.10 | -0.41 | +0.14% |
2021 | -2.72 | 0.71 | 2.07 | -4.11 | 1.01 | 1.14 | -2.15 | 0.44 | -2.44 | 2.08 | 4.29 | 2.64 | +2.63% |
2022 | 2.87 | 3.06 | -0.10 | 4.23 | 1.72 | -1.23 | -1.53 | -0.41 | -0.26 | 0.35 | 1.54 | 2.54 | +13.35% |
2023 | -2.24 | 1.30 | -0.27 | -2.01 | 3.35 | -1.21 | 1.24 | -0.28 | -1.47 | 2.04 | -2.29 | 0.44 | -1.57% |
2024 | -1.62 | 2.61 | 1.55 | 0.67 | 2.96 | 1.73 | 1.51 | - | - | - | - | - | - |
Calculated values
YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
---|---|---|---|---|---|
Volatility | 10.06% | 10.45% | 8.85% | 11.92% | 15.63% |
Sharpe ratio | 1.49 | 1.57 | 0.40 | 0.54 | 0.00 |
Best month | +2.96% | +2.96% | +2.96% | +4.29% | +5.10% |
Worst month | -1.62% | -1.62% | -2.29% | -2.44% | -4.11% |
Maximum loss | -4.79% | -4.79% | -4.79% | -8.99% | -24.70% |
Outperformance | +5.50% | - | -1.28% | - | - |
All quotes in EUR
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 | +9.74% | ||
---|---|---|---|
6 Months | +9.58% | ||
1 Year | +7.27% | ||
3 Years | +33.30% | ||
5 Years | +19.51% | ||
10 Years | - | ||
Since start | +19.00% | ||
Year | |||
2023 | -1.57% | ||
2022 | +13.35% | ||
2021 | +2.63% | ||
2020 | +0.14% |