THEAM Quant Dynamic Volatility Carry I/ FR0014003S23 /
| NAV6/26/2024 | Chg.+0.0400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 99.2300USD | +0.04% | reinvestment | Alternative Investments North America | BNP PARIBAS AM Eur. ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | - | - | - | - | - | - | - | - | -1.98 | 1.78 | -0.68 | -1.07 | - |
| 2022 | -2.42 | -0.24 | 1.57 | -4.63 | -0.82 | -2.73 | 3.13 | -1.95 | -6.72 | 5.68 | 1.49 | 0.09 | -7.89% |
| 2023 | 1.84 | -0.10 | -0.49 | 0.90 | 0.55 | 1.00 | 0.46 | 0.46 | -0.40 | 0.30 | 1.29 | 0.63 | +6.61% |
| 2024 | 0.52 | 0.59 | 0.57 | -0.01 | 0.97 | 0.57 | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 1.35% | 1.32% | 2.14% | -% | -% |
| Sharpe ratio | 2.32 | 2.33 | 1.25 | - | - |
| Best month | +0.97% | +0.97% | +1.29% | +5.68% | - |
| Worst month | -0.01% | -0.01% | -0.40% | -6.72% | - |
| Maximum loss | -0.95% | -0.95% | -1.30% | - | - |
| Outperformance | - | - | - | - | - |
All quotes in USD
Share classes
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| THEAM Quant Dyn.Volatility Carry... | reinvestment | 100.7200 | +6.93% | +0.72% | |
| THEAM Quant Dynamic Volatility C... | reinvestment | 99.2300 | +6.40% | - | |
| THEAM Quant Dynamic Volatility C... | reinvestment | 96.5400 | +5.28% | - | |
| THEAM Quant Dyn.Volatility Carry... | reinvestment | - | - | - |
Performance
| YTD | +3.25% | ||
|---|---|---|---|
| 6 Months | +3.32% | ||
| 1 Year | +6.40% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - | ||
| Since start | -0.53% | ||
| Year | |||
| 2023 | +6.61% | ||
| 2022 | -7.89% | ||
