NAV9/18/2017 Chg.+0.0500 Type of yield Investment Focus Investment company
49.0800EUR +0.10% paying dividend Alternative Investments Worldwide Deka Luxemburg 
  • Dividends adjusted Dividends adjusted

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2006 - - - - - - - - - - 3.13 -4.05 -
2007 -1.66 4.84 -0.05 1.32 -1.19 -1.35 1.70 -4.49 9.12 0.53 -0.43 3.44 +11.72%
2008 3.34 13.48 -5.60 2.37 1.30 11.32 -12.07 -7.51 -13.80 -26.90 -5.51 -8.23 -43.21%
2009 -1.76 -4.33 -0.61 2.74 13.53 1.15 -0.33 2.94 -3.23 8.75 0.24 3.00 +22.86%
2010 -7.61 1.17 0.63 0.51 -7.39 -1.26 6.64 -0.29 6.35 4.79 -0.57 9.75 +11.78%
2011 0.36 2.51 0.63 3.99 -4.53 -4.30 3.65 -1.28 -13.01 4.71 -4.62 -2.73 -14.94%
2012 4.17 2.94 -5.62 0.70 -9.54 0.40 12.23 0.18 1.21 -3.51 0.77 -2.90 -0.56%
2013 3.16 -5.11 -1.81 -6.45 0.11 -6.13 4.90 5.33 -1.63 0.53 -4.44 3.73 -8.47%
2014 -1.74 3.59 0.13 3.09 -0.24 2.09 -2.31 -1.82 -5.07 -6.05 -3.25 -6.72 -17.39%
2015 -5.87 1.78 -4.45 7.32 -2.95 -4.12 -7.23 -3.06 -2.37 2.67 -9.70 0.99 -24.85%
2016 -4.70 0.96 3.84 6.64 -4.32 4.96 4.39 -2.17 1.84 -1.29 4.23 -5.34 +8.39%
2017 5.22 0.32 -0.44 -2.82 -0.71 -0.52 3.13 3.70 0.59 - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 9.73% 8.90% 10.77% 13.24% 12.47%
Sharpe ratio 1.29 1.03 0.86 -0.71 -0.70
Best month +5.22% +3.70% +5.22% +7.32% +7.32%
Worst month -5.34% -2.82% -5.34% -9.70% -9.70%
Maximum loss -8.71% -6.33% -9.42% -42.07% -51.20%
Outperformance +10.30% - +8.69% -2.64% +1.35%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Deka-Commodities I T reinvestment 55.1400 +9.54% -25.12%
Deka-Commodities I A paying dividend 51.3300 +9.52% -25.13%
Deka-Commodities CF paying dividend 49.0800 +8.95% -26.33%
Deka-Commodities TF paying dividend 46.0700 +8.17% -27.89%

Performance

YTD  
+8.51%
6 Months  
+4.31%
1 Year  
+8.95%
3 Years
  -26.33%
5 Years
  -37.83%
Since start
  -48.02%
Year
2016  
+8.39%
2015
  -24.85%
2014
  -17.39%
2013
  -8.47%
2012
  -0.56%
2011
  -14.94%
2010  
+11.78%
2009  
+22.86%
2008
  -43.21%
 

Dividends

10/20/2008 3.34 EUR
10/22/2007 1.75 EUR