NAV5/26/2017 Chg.-0.3400 Type of yield Investment Focus Investment company
45.7400EUR -0.74% 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 -0.97 - - - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 10.50% 11.39% 11.90% 13.14% 13.01%
Sharpe ratio 0.31 -0.91 0.69 -1.01 -0.60
Best month +5.22% +5.22% +5.22% +7.32% +12.23%
Worst month -5.34% -5.34% -5.34% -9.70% -9.70%
Maximum loss -8.14% -8.85% -8.85% -46.54% -52.16%
Outperformance +3.82% - +6.51% -6.05% -1.51%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Deka-Commodities I T reinvestment 51.3100 +8.41% -34.56%
Deka-Commodities I A paying dividend 47.7600 +8.40% -34.56%
Deka-Commodities CF paying dividend 45.7400 +7.83% -35.60%
Deka-Commodities TF paying dividend 43.0400 +7.06% -36.97%

Performance

YTD  
+1.13%
6 Months
  -5.42%
1 Year  
+7.83%
3 Years
  -35.60%
5 Years
  -34.56%
Since start
  -51.56%
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