SMN Diversified Futures Fund/  LU0070804173  /

Fonds
NAV12/2/2016 Chg.-2.7000 Type of yield Investment Focus Investment company
291.4600EUR -0.92% reinvestment Alternative Investments Worldwide Portfolio Sel. Sicav 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
1996 - - - - - - - - - - 6.69 0.97 -
1997 3.37 3.83 -3.39 -2.24 -1.01 3.90 7.85 -5.69 0.60 -1.76 1.61 5.69 +12.54%
1998 2.47 3.47 0.39 -2.77 3.51 1.73 0.68 5.37 7.30 -5.75 -2.69 2.67 +16.80%
1999 -4.15 3.35 -4.88 6.28 -7.29 0.21 -2.99 1.55 -1.88 0.13 -0.60 8.01 -3.31%
2000 -2.85 0.88 -3.16 1.48 2.38 -1.59 -1.48 5.66 -4.10 -2.36 3.09 10.28 +7.53%
2001 -0.50 3.33 12.93 -12.71 0.49 -5.30 -3.20 0.12 18.43 3.37 -7.16 1.76 +8.10%
2002 -5.63 -2.87 -4.16 0.07 1.98 7.40 11.96 6.66 6.51 -3.87 -4.15 3.26 +16.51%
2003 13.07 9.39 -5.66 1.90 8.70 -6.52 1.84 -3.59 1.48 5.25 -1.14 6.89 +33.88%
2004 1.84 8.73 -5.54 -15.18 -1.01 -4.72 -1.54 -4.22 5.14 2.26 7.45 0.07 -8.78%
2005 -5.32 -2.41 -1.76 -5.18 1.25 3.29 -0.28 -0.24 0.33 -0.76 10.37 -2.11 -3.66%
2006 0.58 -2.90 5.30 6.77 -6.37 -2.09 -3.15 -2.41 -0.63 5.23 2.80 3.70 +6.07%
2007 0.83 0.88 -12.55 6.71 6.75 4.47 -6.46 -1.93 5.79 8.82 0.01 1.58 +13.55%
2008 6.45 13.93 -3.36 -6.06 5.12 9.63 -6.30 -1.83 1.71 19.70 7.91 3.39 +58.52%
2009 -2.79 2.47 -6.19 -6.68 -6.69 -3.67 0.13 5.65 2.56 -4.55 6.90 -3.06 -15.88%
2010 -2.86 -1.27 10.44 0.99 -7.12 1.20 -6.26 5.13 3.10 8.55 -7.63 13.26 +16.01%
2011 -2.12 3.45 -5.90 5.51 -7.68 -6.78 6.94 7.79 1.77 -8.92 1.34 -1.56 -7.77%
2012 2.08 1.39 0.10 -1.78 -7.97 -5.12 5.79 -2.06 -5.30 -7.88 1.87 -2.36 -20.12%
2013 12.57 -5.53 -1.22 1.23 -3.75 -5.56 -4.34 -2.36 -4.04 3.38 5.39 -0.36 -5.95%
2014 -2.90 1.95 -2.20 5.22 -0.95 3.85 1.01 5.03 12.64 5.87 9.94 7.92 +57.30%
2015 9.34 -1.68 -0.06 -2.93 -0.19 -7.02 5.38 -4.79 2.60 -2.19 6.10 -2.40 +0.91%
2016 -0.03 4.23 -6.18 -3.45 -1.27 3.67 0.76 -0.73 1.06 -6.41 -0.92 -0.92 -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 11.18% 11.43% 11.50% 15.33% 16.60%
Sharpe ratio -0.97 -0.72 -0.81 0.91 0.10
Best month +4.23% +3.67% +4.23% +12.64% +12.64%
Worst month -6.41% -6.41% -6.41% -7.02% -7.97%
Maximum loss -14.90% -9.79% -14.90% -20.13% -34.73%
Outperformance -4.01% - +2.46% +33.99% +0.29%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
SMN Diversified Futures Fund i14 reinvestment 860.5500 -10.45% -
SMN Diversified Futures Fund reinvestment 291.4600 -9.53% +46.68%

Performance

YTD
  -10.28%
6 Months
  -4.36%
1 Year
  -9.53%
3 Years  
+46.68%
5 Years  
+7.25%
Since start  
+301.07%
Year
2015  
+0.91%
2014  
+57.30%
2013
  -5.95%
2012
  -20.12%
2011
  -7.77%
2010  
+16.01%
2009
  -15.88%
2008  
+58.52%
2007  
+13.55%