UBAM AJO US Equity Value USD A cap/  LU0045841987  /

Fonds
NAV11/30/2016 Chg.+5.7400 Type of yield Investment Focus Investment company
958.1700USD +0.60% reinvestment Equity North America UBP AM Europe SA 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2004 2.59 3.59 -0.96 -1.79 0.79 1.96 -1.56 -0.13 5.05 0.67 6.78 3.49 +22.05%
2005 0.36 6.50 -3.42 -4.85 3.41 4.12 4.47 1.55 2.63 -3.00 2.77 0.64 +15.51%
2006 4.77 -4.09 2.20 2.72 -4.54 2.47 1.58 -1.48 0.04 3.45 5.14 -0.52 +11.81%
2007 1.76 -1.80 1.91 4.71 6.86 -1.90 -4.87 -1.67 5.86 -0.14 -4.57 0.93 +6.47%
2008 -8.47 3.98 -0.61 3.79 4.00 -7.49 -7.70 -0.91 -14.84 -26.35 -9.84 2.66 -49.85%
2009 -8.17 -11.18 8.95 11.39 9.78 -1.59 7.14 4.42 4.63 -0.96 4.23 3.68 +33.97%
2010 -4.14 3.52 4.54 0.10 -9.62 -5.52 6.06 -6.47 10.42 4.52 0.62 7.88 +10.21%
2011 2.81 4.66 0.81 1.91 -2.86 -2.66 -1.71 -8.01 -10.06 14.42 0.29 -2.54 -4.93%
2012 5.93 5.99 0.71 0.67 -9.21 3.03 2.80 4.17 2.67 -1.69 0.11 1.09 +16.47%
2013 5.81 0.52 2.24 -0.33 3.64 -1.30 5.49 -0.71 4.34 3.59 0.65 2.23 +29.16%
2014 -1.75 5.50 0.95 0.57 3.62 3.05 -3.38 2.31 -4.18 -0.65 2.04 0.80 +8.77%
2015 -5.58 4.38 -0.55 -0.73 -1.13 -2.07 0.80 -5.49 -3.93 8.97 0.34 -5.11 -10.54%
2016 -8.97 -1.15 5.76 0.20 -0.34 -1.34 3.02 0.71 0.37 -1.25 6.47 - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 15.48% 13.00% 16.07% 15.45% 15.21%
Sharpe ratio 0.21 1.30 -0.14 0.07 0.54
Best month +6.47% +6.47% +6.47% +8.97% +8.97%
Worst month -8.97% -1.34% -8.97% -8.97% -9.21%
Maximum loss -15.61% -7.97% -21.23% -27.54% -27.54%
Outperformance -5.70% - -8.40% -20.66% -32.72%
 
All quotes in USD

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
UBAM AJO US Equity Value EUR I c... reinvestment 695.7500 -3.29% +2.05%
UBAM AJO US Equity Value USD I c... reinvestment 1,054.0000 -1.85% +4.67%
UBAM AJO US Equity Value USD R c... reinvestment 844.5600 -3.55% -0.64%
UBAM AJO US Equity Value USD A c... reinvestment 958.1700 -2.58% +2.37%

Performance

YTD  
+2.66%
6 Months  
+8.02%
1 Year
  -2.58%
3 Years  
+2.37%
5 Years  
+46.46%
Since start  
+84.58%
Year
2015
  -10.54%
2014  
+8.77%
2013  
+29.16%
2012  
+16.47%
2011
  -4.93%
2010  
+10.21%
2009  
+33.97%
2008
  -49.85%
2007  
+6.47%