THEAM Quant Dispersion US S USD A/ FR0013331907 /
| NAV2024-07-18 | Chg.+0.3500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 139.7800USD | +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 | - | - | - | - | - | 1.61 | 2.93 | -1.42 | 3.32 | -2.00 | 4.09 | -1.96 | - |
| 2019 | 0.63 | -0.61 | 1.32 | 0.77 | -0.20 | 1.33 | -1.67 | -1.88 | 0.79 | -0.08 | 0.99 | -2.39 | -1.07% |
| 2020 | -0.95 | 3.52 | -0.06 | -2.50 | -0.08 | -0.37 | -2.20 | 3.72 | -3.97 | -0.67 | 5.19 | -0.27 | +0.98% |
| 2021 | -2.62 | 0.77 | 2.15 | -4.10 | 1.07 | 1.19 | -2.06 | 0.53 | -2.32 | 2.14 | 4.44 | 2.80 | +3.68% |
| 2022 | 2.94 | 3.14 | -0.04 | 4.28 | 1.93 | -1.00 | -1.30 | -0.13 | 0.01 | 0.55 | 1.80 | 2.83 | +15.89% |
| 2023 | -2.03 | 1.52 | -0.09 | -1.87 | 3.47 | -0.99 | 1.42 | -0.12 | -1.27 | 2.19 | -2.22 | 0.57 | +0.39% |
| 2024 | -1.43 | 2.72 | 1.70 | 0.82 | 3.13 | 1.84 | 1.65 | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.99% | 10.38% | 8.82% | 12.27% | 15.81% |
| Sharpe ratio | 1.72 | 1.79 | 0.62 | 0.69 | 0.11 |
| Best month | +3.13% | +3.13% | +3.13% | +4.44% | +5.19% |
| Worst month | -1.43% | -1.43% | -2.22% | -2.32% | -4.10% |
| Maximum loss | -4.62% | -4.62% | -4.62% | -8.14% | -24.25% |
| Outperformance | -21.80% | - | -34.45% | -44.63% | - |
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 | +10.84% | ||
|---|---|---|---|
| 6 Months | +10.55% | ||
| 1 Year | +9.16% | ||
| 3 Years | +41.21% | ||
| 5 Years | +30.04% | ||
| 10 Years | - | ||
| Since start | +39.78% | ||
| Year | |||
| 2023 | +0.39% | ||
| 2022 | +15.89% | ||
| 2021 | +3.68% | ||
| 2020 | +0.98% | ||
| 2019 | -1.07% | ||
