NAV12/2/2016 Chg.-4.3800 Type of yield Investment Focus Investment company
313.8900EUR -1.38% reinvestment Mixed Fund Europe DJE Investment S.A. 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2003 - -2.01 -0.26 11.49 -1.90 3.99 4.88 4.01 -1.15 5.08 -1.41 3.09 +28.02%
2004 4.88 2.95 0.26 0.76 -2.33 2.75 -0.72 -0.10 3.00 0.54 4.35 0.62 +18.05%
2005 1.16 4.84 -1.93 -2.28 6.63 3.49 4.97 0.33 7.54 -5.51 6.01 5.02 +33.62%
2006 5.38 2.68 0.70 1.97 -7.42 -1.33 0.79 2.18 1.31 3.31 0.76 4.06 +14.72%
2007 2.77 -1.70 1.51 4.34 3.41 0.46 -3.26 -3.08 2.67 3.97 -3.06 3.02 +11.09%
2008 -8.40 2.93 -6.80 3.76 3.99 -1.25 -7.31 -1.41 -7.88 -9.17 -1.15 0.15 -29.13%
2009 -3.43 -1.69 -2.98 5.52 8.09 -2.69 3.64 2.98 1.81 -1.09 2.78 3.73 +17.13%
2010 -2.35 0.58 5.68 1.97 -4.30 1.82 -1.85 0.50 2.37 2.69 2.18 4.25 +13.92%
2011 -3.81 0.56 2.73 0.48 -0.93 -1.84 0.98 -6.22 -5.86 2.39 -3.06 1.03 -13.20%
2012 4.22 6.25 -1.14 -1.06 -2.95 -1.91 4.79 -1.00 2.07 0.54 2.36 3.89 +16.73%
2013 1.92 0.66 2.32 1.53 0.91 -5.43 1.75 -2.72 4.02 2.09 0.99 0.44 +8.46%
2014 -2.55 3.69 -0.88 -0.54 2.68 0.08 -2.11 -0.31 -0.76 0.06 3.89 0.02 +3.08%
2015 8.50 5.67 4.50 -0.51 2.68 -6.59 2.05 -7.84 -3.28 10.57 4.84 -0.72 +19.69%
2016 -8.90 -2.00 4.48 1.03 1.71 -5.65 5.14 0.61 -0.87 0.26 1.47 -1.39 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 19.04% 16.73% 19.23% 15.94% 13.69%
Sharpe ratio -0.26 -0.05 -0.32 0.37 0.59
Best month +5.14% +5.14% +5.14% +10.57% +10.57%
Worst month -8.90% -5.65% -8.90% -8.90% -8.90%
Maximum loss -15.45% -9.22% -19.72% -20.65% -20.65%
Outperformance -5.27% - -4.47% +8.42% +21.92%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
DJE Europa I EUR reinvestment 313.8900 -6.53% +17.65%
DJE Europa XP EUR reinvestment 134.3200 -5.93% +20.18%
DJE Europa PA EUR paying dividend 282.0500 -6.50% +15.88%

Performance

YTD
  -4.87%
6 Months
  -0.55%
1 Year
  -6.53%
3 Years  
+17.65%
5 Years  
+45.61%
Since start  
+213.89%
Year
2015  
+19.69%
2014  
+3.08%
2013  
+8.46%
2012  
+16.73%
2011
  -13.20%
2010  
+13.92%
2009  
+17.13%
2008
  -29.13%
2007  
+11.09%