NAV12/2/2016 Chg.-2.1600 Type of yield Investment Focus Investment company
196.9300EUR -1.08% paying dividend Mixed Fund Worldwide DJE Investment S.A. 
  • Dividends adjusted Dividends adjusted

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2003 - -4.09 -1.26 6.55 0.09 2.44 2.27 3.52 -2.24 4.69 -1.71 3.83 +10.62%
2004 4.43 3.07 -0.04 0.45 -2.88 3.14 -0.08 0.33 2.71 0.34 3.29 0.43 +16.03%
2005 0.99 4.19 -2.15 -2.16 6.03 2.86 4.29 -0.16 6.87 -5.29 5.81 4.95 +28.58%
2006 4.47 2.44 0.67 1.85 -6.56 -1.03 0.63 1.99 1.03 2.70 0.33 3.70 +12.42%
2007 2.26 -1.51 1.89 4.03 3.20 -0.13 -3.75 -1.19 2.03 2.66 -2.26 2.88 +10.21%
2008 -7.46 2.56 -5.72 3.47 3.95 -1.31 -6.61 -0.81 -7.30 -8.31 -1.14 1.75 -24.77%
2009 -3.12 -2.59 -2.58 8.20 4.90 -0.87 1.83 2.75 2.61 -0.84 2.70 2.41 +15.83%
2010 -2.88 -0.75 5.55 1.55 -5.73 0.54 -0.85 -0.75 3.67 2.58 1.83 4.91 +9.47%
2011 -2.58 0.71 3.67 0.46 -0.88 -2.47 -0.20 -8.34 -8.48 3.89 -3.77 -2.62 -19.48%
2012 4.79 3.46 -1.84 -2.06 -1.89 -0.85 2.33 -0.96 2.56 -0.22 1.48 2.72 +9.60%
2013 1.93 1.07 3.51 1.51 1.60 -5.63 1.28 -2.81 4.10 1.96 2.78 1.56 +13.18%
2014 -4.37 1.01 -1.98 -1.55 2.74 0.73 -1.37 0.48 0.90 -0.43 3.44 0.52 -0.15%
2015 4.56 3.80 2.93 -0.68 0.94 -3.93 2.03 -6.25 -4.92 7.86 2.12 -2.46 +5.13%
2016 -5.94 -0.53 2.75 0.98 1.14 -2.64 4.33 0.03 -0.54 1.03 0.20 -1.01 -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 10.09% 9.48% 11.06% 11.39% 10.68%
Sharpe ratio -0.03 0.48 -0.26 0.19 0.44
Best month +4.33% +4.33% +4.33% +7.86% +7.86%
Worst month -5.94% -2.64% -5.94% -6.25% -6.25%
Maximum loss -8.64% -3.71% -12.69% -17.96% -17.96%
Outperformance -1.93% - -1.31% -10.64% -16.74%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
DJE Alpha Global I EUR reinvestment 218.4800 -2.90% +7.10%
DJE Alpha Global PA EUR paying dividend 196.9300 -3.14% +5.80%

Performance

YTD
  -0.55%
6 Months  
+2.11%
1 Year
  -3.14%
3 Years  
+5.80%
5 Years  
+23.93%
Since start  
+103.38%
Year
2015  
+5.13%
2014
  -0.15%
2013  
+13.18%
2012  
+9.60%
2011
  -19.48%
2010  
+9.47%
2009  
+15.83%
2008
  -24.77%
2007  
+10.21%
 

Dividends

9/14/2016 2.81 EUR
9/14/2015 2.17 EUR
9/10/2014 0.79 EUR
9/17/2013 0.45 EUR