FTC Futures Fund Classic B EUR/  LU0082076828  /

Fonds
NAV12/7/2016 Chg.-0.0300 Type of yield Investment Focus Investment company
16.8600EUR -0.18% reinvestment Alternative Investments Worldwide FTC Capital GmbH 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
1998 - - - - - -3.51 -7.36 23.55 3.99 - -0.27 2.11 -
1999 - - 2.17 3.17 2.59 9.34 - -2.93 -1.82 - -0.02 -5.85 +6.07%
2000 4.34 0.86 -5.70 - -0.83 -0.62 -2.05 7.65 - -7.76 2.46 11.44 +8.61%
2001 - 2.82 8.65 -10.88 3.99 -0.01 -3.90 7.68 10.38 2.79 -15.20 2.78 +5.94%
2002 -0.12 -7.56 2.10 0.21 4.03 7.80 1.98 6.53 5.74 -8.76 -4.12 3.37 +10.05%
2003 9.79 9.85 -8.96 -8.67 13.52 -5.20 -4.51 2.97 -12.53 7.31 -3.38 1.95 -1.90%
2004 -2.10 15.86 -2.00 -11.33 -2.83 -6.42 -2.32 -7.00 5.57 1.94 9.02 0.56 -3.93%
2005 -8.32 3.75 -2.65 -6.55 5.19 9.27 2.17 4.46 5.02 -8.62 7.79 3.25 +13.38%
2006 2.56 -3.08 8.19 3.10 -6.18 -1.34 -9.35 2.04 -4.15 5.24 1.53 8.39 +5.38%
2007 5.14 -7.42 -3.88 12.51 7.23 2.71 -9.12 -8.79 11.45 8.80 -2.08 0.14 +14.26%
2008 3.77 8.73 1.01 -2.53 -2.71 8.80 -4.19 1.41 8.61 10.99 2.67 0.41 +41.95%
2009 1.69 1.67 -6.81 -3.29 -0.38 -2.56 -2.91 5.66 4.27 -6.63 7.19 -4.31 -7.36%
2010 -7.05 0.09 8.31 1.64 -5.84 -1.34 0.89 4.79 -4.17 4.08 -6.41 6.23 -0.26%
2011 1.70 4.45 -3.63 7.57 -8.95 -5.14 0.00 -1.27 -2.38 -4.89 -2.52 0.16 -14.87%
2012 3.31 2.04 -1.85 0.71 3.63 -4.92 1.90 2.97 -2.10 -4.39 -3.55 0.05 -2.68%
2013 0.38 -7.00 1.51 -0.34 -3.43 -8.54 -0.84 -2.94 -0.40 6.42 2.73 -3.15 -15.35%
2014 -7.28 1.52 -4.48 0.50 3.11 2.47 -2.54 4.87 6.94 0.12 13.81 0.05 +18.97%
2015 13.31 0.95 1.83 -7.83 0.30 -7.63 3.78 -5.93 3.21 -3.27 4.87 -5.60 -4.03%
2016 9.00 4.72 -5.44 -1.97 -4.02 0.72 2.19 -4.49 -1.01 -4.36 0.77 -1.00 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 16.45% 15.39% 16.19% 16.24% 16.27%
Sharpe ratio -0.35 -1.24 -0.52 0.18 -0.13
Best month +9.00% +2.19% +9.00% +13.81% +13.81%
Worst month -5.60% -4.49% -5.60% -7.83% -8.54%
Maximum loss -24.00% -14.81% -24.00% -27.26% -34.39%
Outperformance +1.00% - +1.27% -6.44% -17.95%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
FTC Futures Fund Classic B USD reinvestment 8.3500 -6.70% +11.48%
FTC Futures Fund Classic B EUR reinvestment 16.8600 -8.72% +7.80%

Performance

YTD
  -5.70%
6 Months
  -10.27%
1 Year
  -8.72%
3 Years  
+7.80%
5 Years
  -11.26%
Since start  
+100.14%
Year
2015
  -4.03%
2014  
+18.97%
2013
  -15.35%
2012
  -2.68%
2011
  -14.87%
2010
  -0.26%
2009
  -7.36%
2008  
+41.95%
2007  
+14.26%