NAV12/5/2016 Chg.-0.0100 Type of yield Investment Focus Investment company
10.7400EUR -0.09% reinvestment Mixed Fund Worldwide Sauren Fonds 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2010 0.20 -0.30 0.40 0.90 -1.19 -0.10 -0.30 0.30 0.60 0.60 0.79 0.59 +2.50%
2011 -0.10 0.20 -0.39 0.29 -0.29 -0.68 -0.10 -0.69 -0.60 0.20 -0.20 0.00 -2.34%
2012 0.80 0.99 0.98 0.19 -0.19 -0.10 0.97 0.00 0.00 0.39 0.38 0.38 +4.90%
2013 0.95 0.94 0.56 0.19 0.74 -0.46 0.28 -0.37 0.37 0.74 0.64 0.82 +5.52%
2014 0.54 0.63 -0.09 -0.63 0.00 0.36 0.00 0.27 0.27 -0.71 0.72 0.09 +1.44%
2015 0.89 0.62 0.70 0.70 0.52 -0.17 0.52 -0.09 0.43 -0.43 1.03 0.08 +4.89%
2016 -0.76 -2.65 -0.70 -1.24 0.81 -2.13 -0.45 -0.27 0.00 -0.37 -1.38 -0.09 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 2.53% 2.27% 2.54% 2.25% 1.97%
Sharpe ratio -3.69 -4.12 -3.53 -0.23 0.88
Best month +0.81% 0.00% +0.81% +1.03% +1.03%
Worst month -2.65% -2.13% -2.65% -2.65% -2.65%
Maximum loss -9.29% -4.96% -9.52% -9.52% -9.52%
Outperformance -8.79% - -8.26% -9.01% -10.56%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Sauren Absolute Return I paying dividend 10.8400 -9.12% -1.73%
Sauren Absolute Return C paying dividend 10.0500 -9.88% -4.07%
Sauren Absolute Return D paying dividend 10.6500 -9.19% -2.48%
Sauren Absolute Return A reinvestment 10.7400 -9.21% -2.45%

Performance

YTD
  -8.91%
6 Months
  -4.96%
1 Year
  -9.21%
3 Years
  -2.45%
5 Years  
+7.29%
Since start  
+7.40%
Year
2015  
+4.89%
2014  
+1.44%
2013  
+5.52%
2012  
+4.90%
2011
  -2.34%
2010  
+2.50%