NAV5/26/2017 Chg.+0.0100 Type of yield Investment Focus Investment company
10.8400EUR +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 0.00 -8.82%
2017 0.37 -0.56 0.19 -0.19 1.03 - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 1.80% 1.83% 2.11% 2.27% 2.00%
Sharpe ratio 1.37 0.91 -1.65 -0.19 0.71
Best month +1.03% +1.03% +1.03% +1.03% +1.03%
Worst month -0.56% -1.38% -2.13% -2.65% -2.65%
Maximum loss -1.02% -1.02% -5.40% -9.94% -9.94%
Outperformance -1.32% - -9.12% -9.59% -14.73%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Sauren Absolute Return I paying dividend 10.9500 -3.69% -1.79%
Sauren Absolute Return C paying dividend 10.1200 -4.48% -4.13%
Sauren Absolute Return D paying dividend 10.7500 -3.84% -2.19%
Sauren Absolute Return A reinvestment 10.8400 -3.82% -2.25%

Performance

YTD  
+0.84%
6 Months  
+0.65%
1 Year
  -3.82%
3 Years
  -2.25%
5 Years  
+5.55%
Since start  
+8.40%
Year
2016
  -8.82%
2015  
+4.89%
2014  
+1.44%
2013  
+5.52%
2012  
+4.90%
2011
  -2.34%
2010  
+2.50%