THEAM Quant Dispersion US J USD A/ FR0013292299 /
| NAV2024-07-18 | Chg.+0.3400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 137.6400USD | +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 | - | - | - | - | - | 1.59 | 2.91 | -1.44 | 3.30 | -2.02 | 4.06 | -1.99 | - |
| 2019 | 0.62 | -0.63 | 1.29 | 0.76 | -0.23 | 1.32 | -1.69 | -1.90 | 0.76 | -0.10 | 0.97 | -2.41 | -1.31% |
| 2020 | -0.96 | 3.50 | -0.08 | -2.52 | -0.10 | -0.39 | -2.24 | 3.70 | -3.99 | -0.69 | 5.17 | -0.29 | +0.73% |
| 2021 | -2.64 | 0.73 | 2.14 | -4.12 | 1.05 | 1.17 | -2.08 | 0.50 | -2.34 | 2.12 | 4.42 | 2.77 | +3.42% |
| 2022 | 2.92 | 3.11 | -0.06 | 4.26 | 1.92 | -1.02 | -1.31 | -0.16 | -0.02 | 0.53 | 1.78 | 2.82 | +15.60% |
| 2023 | -2.05 | 1.50 | -0.11 | -1.89 | 3.45 | -1.01 | 1.40 | -0.14 | -1.29 | 2.17 | -2.24 | 0.55 | +0.15% |
| 2024 | -1.46 | 2.70 | 1.68 | 0.80 | 3.11 | 1.82 | 1.63 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.99% | 10.38% | 8.83% | 12.27% | 15.81% |
| Sharpe ratio | 1.69 | 1.76 | 0.59 | 0.67 | 0.09 |
| Best month | +3.11% | +3.11% | +3.11% | +4.42% | +5.17% |
| Worst month | -1.46% | -1.46% | -2.24% | -2.34% | -4.12% |
| Maximum loss | -4.65% | -4.65% | -4.65% | -8.21% | -24.37% |
| Outperformance | -21.95% | - | -34.70% | -45.37% | - |
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 | +10.68% | ||
|---|---|---|---|
| 6 Months | +10.41% | ||
| 1 Year | +8.88% | ||
| 3 Years | +40.15% | ||
| 5 Years | +28.42% | ||
| 10 Years | - | ||
| Since start | +37.64% | ||
| Year | |||
| 2023 | +0.15% | ||
| 2022 | +15.60% | ||
| 2021 | +3.42% | ||
| 2020 | +0.73% | ||
| 2019 | -1.31% | ||
