BSF Style Factor F.A2 USD/ LU1352905993 /
| NAV2024-04-24 | Chg.+0.0400 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 110.4500USD | +0.04% | reinvestment | Alternative Investments Worldwide | BlackRock (LU) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2016 | - | - | -1.15 | -1.16 | 0.93 | -0.23 | 0.48 | 1.27 | 0.81 | 2.49 | 2.15 | 2.87 | - |
| 2017 | -2.53 | 2.23 | 1.62 | 1.33 | 0.63 | -0.38 | -1.66 | 0.35 | -0.52 | -1.01 | 0.52 | 0.34 | +0.80% |
| 2018 | 1.99 | -1.33 | 0.02 | -0.36 | -2.71 | -1.20 | 0.07 | -2.30 | -0.15 | -0.16 | -0.15 | 0.70 | -5.52% |
| 2019 | 1.18 | -0.36 | 1.88 | -0.44 | -1.14 | 0.77 | 1.62 | -3.24 | 1.73 | -2.61 | -0.57 | -1.29 | -2.61% |
| 2020 | -0.34 | -4.65 | -2.46 | -5.63 | -3.83 | -1.24 | -1.30 | -0.86 | -0.40 | -0.70 | -4.36 | -0.23 | -23.28% |
| 2021 | 1.56 | -0.73 | 3.22 | -0.35 | 2.33 | -0.01 | 0.49 | 1.92 | 0.19 | -0.62 | 1.74 | 3.70 | +14.17% |
| 2022 | 1.30 | -3.72 | -3.33 | 3.57 | -0.21 | 3.00 | -0.97 | -0.01 | 5.01 | -1.48 | -1.00 | -0.16 | +1.63% |
| 2023 | 0.97 | 3.33 | 3.09 | 0.86 | -0.11 | 2.98 | -1.60 | 3.78 | 1.82 | 1.39 | -0.12 | -3.10 | +13.85% |
| 2024 | 4.96 | 0.83 | 2.35 | -0.19 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 6.02% | 7.09% | 6.56% | 7.37% | 8.04% |
| Sharpe ratio | 4.12 | 0.80 | 1.52 | 1.04 | -0.37 |
| Best month | +4.96% | +4.96% | +4.96% | +5.01% | +5.01% |
| Worst month | -3.10% | -3.10% | -3.10% | -3.72% | -5.63% |
| Maximum loss | -1.56% | -4.41% | -4.41% | -8.48% | -28.90% |
| Outperformance | -23.41% | - | -28.46% | -24.25% | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| BSF Style Factor F.E2 EUR | reinvestment | 110.5900 | +16.79% | +54.28% | |
| BSF Style Factor F.E2 EUR H | reinvestment | 92.8200 | +11.52% | +31.10% | |
| BSF Style Factor F.I2 EUR H | reinvestment | 102.8600 | +12.93% | +36.24% | |
| BSF Style Factor F.I2 USD | reinvestment | 104.1900 | +14.73% | +41.35% | |
| BSF Style Factor F.D2 CHF H | reinvestment | 87.6900 | +10.33% | +31.12% | |
| BSF Style Factor F.I2 CHF H | reinvestment | 89.0100 | +10.54% | +32.10% | |
| BSF Style Factor F.X2 USD | reinvestment | 125.0100 | +15.35% | +44.30% | |
| BSF Style Factor F.X2 AUD H | reinvestment | 123.8600 | +14.17% | +42.63% | |
| BSF Style Factor F.Z2 USD | reinvestment | 118.1200 | +14.55% | +41.51% | |
| BSF Style Factor F.Z2 EUR H | reinvestment | 102.5200 | +12.78% | +35.81% | |
| BSF Style Factor F.X2 GBP H | reinvestment | 121.7900 | +15.11% | +44.11% | |
| BSF Style Factor F.IPF2 EUR H | reinvestment | 103.3900 | +13.07% | +35.54% | |
| BSF Style Factor F.I2 JPY H | reinvestment | 9,989.9404 | +8.85% | +30.18% | |
| BSF Style Factor F.X2 NZD H | reinvestment | 129.8000 | +16.12% | +48.92% | |
| BSF Style Factor F.I2 GBP H | reinvestment | 101.7200 | +14.49% | +41.43% | |
| BSF Style Factor F.D2 GBP H | reinvestment | 101.1200 | +14.25% | +40.68% | |
| BSF Style Factor F.A2 SEK H | reinvestment | 90.0900 | +12.40% | +35.09% | |
| BSF Style Factor F.IPF2 CHF H | reinvestment | 91.4800 | +10.64% | +32.50% | |
| BSF Style Factor F.I2 USD H | reinvestment | 89.0900 | +18.82% | +84.95% | |
| BSF Style Factor F.X2 EUR H | reinvestment | 98.7600 | +13.57% | +38.71% | |
| BSF Style Factor F.D2 EUR H | reinvestment | 101.2400 | +12.71% | +35.37% | |
| BSF Style Factor F.D2 EUR | reinvestment | 121.1000 | +18.02% | +59.36% | |
| BSF Style Factor F.D2 USD | reinvestment | 116.9700 | +14.52% | +41.17% | |
| BSF Style Factor F.A4 EUR H | paying dividend | 97.7200 | +12.09% | +33.15% | |
| BSF Style Factor F.A4 USD | paying dividend | 112.2600 | +13.90% | +38.85% | |
| BSF Style Factor F.A2 USD | reinvestment | 110.4500 | +13.88% | +38.83% | |
| BSF Style Factor F.A2 EUR H | reinvestment | 86.4400 | +12.03% | +33.31% |
Performance
| YTD | +8.11% | ||
|---|---|---|---|
| 6 Months | +4.66% | ||
| 1 Year | +13.88% | ||
| 3 Years | +38.83% | ||
| 5 Years | +4.76% | ||
| Since start | +10.45% | ||
| Year | |||
| 2023 | +13.85% | ||
| 2022 | +1.63% | ||
| 2021 | +14.17% | ||
| 2020 | -23.28% | ||
| 2019 | -2.61% | ||
| 2018 | -5.52% | ||
| 2017 | +0.80% | ||
