Algebris Financial Credit Fund R USD/ IE00BK017F69 /
| NAV2024-05-21 | Chg.+0.0400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 179.5400USD | +0.02% | reinvestment | Bonds Worldwide | Algebris Inv. (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | - | - | - | - | 1.15 | 0.64 | -0.33 | 0.08 | -1.41 | 1.37 | 0.13 | 0.07 | - |
| 2015 | 1.39 | 1.52 | 0.53 | -0.25 | 0.54 | -1.28 | 1.52 | -1.02 | -0.68 | 2.37 | 0.43 | -0.20 | +4.90% |
| 2016 | -1.55 | -3.20 | 3.65 | 1.76 | 1.41 | -2.07 | 3.63 | 1.53 | -1.06 | 2.04 | -1.78 | 3.28 | +7.55% |
| 2017 | 1.05 | 1.44 | 0.66 | 1.59 | 1.43 | -0.08 | 1.97 | -0.18 | 0.30 | 1.97 | 0.39 | 0.49 | +11.58% |
| 2018 | 1.74 | -0.47 | -1.03 | -0.03 | -3.14 | -1.09 | 3.12 | -1.38 | 0.64 | -1.61 | -2.37 | 0.39 | -5.28% |
| 2019 | 4.52 | 1.34 | 0.15 | 3.04 | -2.15 | 3.17 | 0.90 | 0.81 | 1.29 | 1.75 | 0.63 | 1.97 | +18.70% |
| 2020 | 1.44 | -0.05 | -9.58 | 7.94 | 2.79 | 1.52 | -0.22 | 3.72 | -0.66 | -0.99 | 5.74 | 1.02 | +12.29% |
| 2021 | 0.09 | 0.72 | 0.56 | 0.97 | 0.16 | 0.34 | 0.20 | -0.11 | -0.12 | 0.19 | -1.01 | 1.13 | +3.16% |
| 2022 | -1.79 | -2.28 | 0.19 | -3.19 | 0.03 | -5.59 | 4.20 | -2.81 | -6.75 | 3.69 | 4.82 | 0.53 | -9.28% |
| 2023 | 4.15 | -1.03 | -5.13 | 1.88 | 0.95 | 0.85 | 3.12 | -0.71 | -0.57 | -0.08 | 4.64 | 4.78 | +13.15% |
| 2024 | 0.50 | 0.03 | 2.08 | -0.23 | 1.62 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 4.02% | 4.33% | 5.61% | 9.08% | 10.91% |
| Sharpe ratio | 1.76 | 4.05 | 2.25 | -0.14 | 0.23 |
| Best month | +4.78% | +4.78% | +4.78% | +4.82% | +7.94% |
| Worst month | -0.23% | -0.23% | -0.71% | -6.75% | -9.58% |
| Maximum loss | -1.82% | -1.82% | -3.02% | -19.09% | -21.67% |
| Outperformance | +7.03% | - | +7.09% | +23.35% | +38.07% |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Algebris Financial Credit Fund R... | paying dividend | 95.8300 | +15.19% | +3.32% | |
| Algebris Financial Credit Fund I... | reinvestment | 184.8300 | +13.36% | +1.54% | |
| Algebris Financial Credit Fund R... | paying dividend | 87.7500 | +12.70% | -0.36% | |
| Algebris Financial Credit Fund R... | reinvestment | 137.0400 | +12.70% | -0.51% | |
| Algebris Financial Credit Fund R... | paying dividend | 104.1600 | +16.51% | +7.98% | |
| Algebris Financial Credit Fund R... | reinvestment | 179.5400 | +16.38% | +7.86% | |
| Algebris Financial Credit Fund R... | paying dividend | 98.1000 | +16.30% | +6.79% | |
| Algebris Financial Credit Fund Z... | paying dividend | 117.7700 | +17.79% | +10.49% | |
| Algebris Financial Credit Fund W... | reinvestment | 114.9800 | +15.00% | +5.72% | |
| Algebris Financial Credit Fund W... | paying dividend | 110.1700 | +16.97% | +8.20% | |
| Algebris Financial Credit Fund R... | reinvestment | 149.8900 | +16.16% | +6.77% | |
| Algebris Financial Credit Fund I... | reinvestment | 201.2800 | +15.62% | +4.96% | |
| Algebris Financial Credit Fund X... | paying dividend | 100.9500 | +16.18% | +5.94% | |
| Algebris Financial Credit Fund Z... | reinvestment | 148.6000 | +15.85% | +5.03% | |
| Algebris Financial Credit Fund Z... | reinvestment | 172.9600 | +17.77% | +10.50% | |
| Algebris Financial Credit Fund Z... | reinvestment | 139.9900 | +13.16% | +1.16% | |
| Algebris Financial Credit Fund W... | reinvestment | 148.1500 | +15.03% | +2.80% | |
| Algebris Financial Credit Fund W... | reinvestment | 137.1800 | +16.56% | +6.93% | |
| Algebris Financial Credit Fund W... | reinvestment | 174.8300 | +16.95% | +8.17% | |
| Algebris Financial Credit Fund W... | reinvestment | 109.1000 | +12.36% | -1.00% | |
| Algebris Financial Credit Fund W... | paying dividend | 96.9400 | +15.03% | +2.81% | |
| Algebris Financial Credit Fund W... | paying dividend | 99.5300 | +16.55% | +6.75% | |
| Algebris Financial Credit Fund W... | paying dividend | 98.6000 | +15.07% | +5.67% | |
| Algebris Financial Credit Fund W... | paying dividend | 88.6800 | +12.38% | -0.93% | |
| Algebris Financial Credit Fund R... | reinvestment | 171.7200 | +15.02% | +3.13% |
Performance
| YTD | +4.05% | ||
|---|---|---|---|
| 6 Months | +10.07% | ||
| 1 Year | +16.38% | ||
| 3 Years | +7.86% | ||
| 5 Years | +36.19% | ||
| 10 Years | +77.01% | ||
| Since start | +79.54% | ||
| Year | |||
| 2023 | +13.15% | ||
| 2022 | -9.28% | ||
| 2021 | +3.16% | ||
| 2020 | +12.29% | ||
| 2019 | +18.70% | ||
| 2018 | -5.28% | ||
| 2017 | +11.58% | ||
| 2016 | +7.55% | ||
| 2015 | +4.90% | ||
