NAV12/6/2016 Chg.-11.5200 Type of yield Investment Focus Investment company
1,616.6899EUR -0.71% reinvestment Alternative Investments Worldwide Deutsche AM S.A. 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
1994 - - - -2.34 2.50 -0.36 1.60 -0.78 3.64 -4.38 -1.50 -0.92 -
1995 -4.14 -1.75 -0.50 4.13 -2.33 0.69 -1.75 6.83 -3.21 -1.55 2.80 -1.03 -
1996 9.53 -4.12 1.58 -0.38 0.47 -2.90 -2.30 0.87 0.09 -1.07 -1.23 -0.12 -
1997 0.75 7.24 -4.46 0.69 -0.14 0.18 2.77 -2.49 -0.62 -5.10 -0.79 2.10 -0.45%
1998 5.48 -4.50 4.94 0.10 -9.40 3.35 -3.16 -6.31 1.71 -1.43 3.69 -5.22 -11.42%
1999 3.42 4.42 -0.41 3.48 -3.83 -2.32 -4.20 0.06 17.03 -0.18 1.49 0.24 +19.09%
2000 -0.56 4.69 -4.21 4.72 -3.05 2.39 -0.10 2.09 0.94 0.98 -1.57 -4.39 +1.43%
2001 -1.85 0.82 1.86 0.44 8.02 -0.83 -5.28 -0.44 4.37 -2.37 -0.23 1.39 +5.43%
2002 2.80 5.14 1.28 -0.27 3.59 -4.91 -4.18 2.43 2.80 -2.53 0.11 8.77 +15.17%
2003 5.48 -7.25 -4.86 -1.21 9.06 -5.86 4.13 6.23 1.43 0.40 2.83 5.34 +15.18%
2004 -3.58 -1.52 8.84 -8.81 1.40 -1.27 -0.08 5.05 0.05 2.35 5.02 -4.40 +1.81%
2005 -0.64 1.70 -0.97 0.27 -1.67 4.49 -1.90 -0.54 8.30 -0.72 5.48 3.87 +18.51%
2006 9.08 -2.05 5.22 6.58 0.64 -7.82 5.05 -1.88 -3.27 -0.92 3.49 -1.01 +12.50%
2007 1.33 3.44 -3.10 0.94 -3.12 -1.38 1.46 0.49 8.29 5.05 0.69 4.33 +19.34%
2008 12.09 6.41 -6.22 -7.08 1.96 4.48 -3.71 -7.95 -3.16 -15.54 11.83 1.42 -8.96%
2009 12.66 3.96 -6.65 -3.57 3.75 -3.69 -0.50 0.64 2.23 3.08 10.21 -2.41 +19.55%
2010 1.62 5.56 0.56 7.03 11.45 2.76 -11.90 8.91 -1.33 0.09 8.82 1.47 +38.34%
2011 -8.29 4.15 -1.49 2.29 3.38 -2.64 8.54 11.25 -4.49 1.61 4.81 -5.35 +12.61%
2012 8.50 0.56 -6.41 0.79 0.15 -0.97 5.57 0.10 3.99 -4.29 0.40 -5.71 +1.63%
2013 -1.59 -1.97 3.36 -10.55 -4.19 -15.07 8.58 5.25 -6.14 -2.38 -5.73 -4.61 -31.66%
2014 4.69 5.49 -2.95 -0.72 -1.57 4.24 0.33 0.85 -2.65 -2.75 2.04 2.44 +9.31%
2015 14.18 -3.58 1.77 -2.16 0.93 -3.33 -6.32 2.34 -1.05 4.12 -4.45 -2.17 -1.24%
2016 4.53 10.39 -3.50 3.26 -3.33 8.90 1.45 -2.23 0.54 -2.36 -4.64 -2.37 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 14.10% 14.46% 14.13% 13.42% 14.38%
Sharpe ratio 0.77 -0.22 0.52 0.38 -0.32
Best month +10.39% +8.90% +10.39% +14.18% +14.18%
Worst month -4.64% -4.64% -4.64% -6.32% -15.07%
Maximum loss -13.46% -13.46% -13.46% -17.44% -38.26%
Outperformance -4.09% - -5.46% +38.72% +13.63%
 
All quotes in EUR

Performance

YTD  
+9.74%
6 Months
  -1.78%
1 Year  
+7.04%
3 Years  
+15.24%
5 Years
  -22.33%
Since start  
+216.20%
Year
2015
  -1.24%
2014  
+9.31%
2013
  -31.66%
2012  
+1.63%
2011  
+12.61%
2010  
+38.34%
2009  
+19.55%
2008
  -8.96%
2007  
+19.34%