NAV2/27/2017 Chg.-0.0300 Type of yield Investment Focus Investment company
10.7400EUR -0.28% 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 0.00 -8.82%
2017 0.37 -0.19 - - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 1.88% 1.95% 2.19% 2.29% 1.99%
Sharpe ratio 0.86 -1.58 -2.34 -0.41 0.73
Best month +0.37% +0.37% +0.81% +1.03% +1.03%
Worst month -0.19% -1.38% -2.65% -2.65% -2.65%
Maximum loss -0.65% -2.46% -6.39% -9.94% -9.94%
Outperformance -1.87% - -14.10% -12.58% -11.14%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Sauren Absolute Return I paying dividend 10.8500 -5.22% -3.10%
Sauren Absolute Return C paying dividend 10.0300 -6.10% -5.40%
Sauren Absolute Return D paying dividend 10.6500 -5.39% -3.79%
Sauren Absolute Return A reinvestment 10.7400 -5.44% -3.75%

Performance

YTD  
+0.19%
6 Months
  -1.73%
1 Year
  -5.44%
3 Years
  -3.75%
5 Years  
+5.69%
Since start  
+7.70%
Year
2016
  -8.82%
2015  
+4.89%
2014  
+1.44%
2013  
+5.52%
2012  
+4.90%
2011
  -2.34%
2010  
+2.50%