Alegra High Grade ABS Portfolio EUR/  LI0027320568  /

Fonds
NAV6/30/2020 Chg.+30.6100 Type of yield Investment Focus Investment company
1,476.3700EUR +2.12% reinvestment Bonds Worldwide VP Fund Sol. (LI) 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2006 - - - - - - - - - - 0.87 - -
2007 1.24 0.67 - 1.49 0.64 - -4.26 -4.89 - 1.48 -1.05 -0.62 -5.42%
2008 -3.80 -8.08 -3.63 1.60 - -2.60 -4.08 - -22.36 -21.04 - -24.18 -62.40%
2009 - - -53.77 2.08 - 4.86 4.70 10.83 26.14 - 51.79 3.67 +13.97%
2010 - - 20.72 5.25 -4.52 -4.40 - 5.64 8.27 - 22.74 6.63 +73.63%
2011 16.53 10.46 0.88 - 5.39 -2.19 - -8.84 -10.91 0.96 0.20 - +9.96%
2012 5.73 3.71 - 1.69 -0.70 - 1.48 5.81 - 9.36 3.66 3.97 +40.14%
2013 8.21 -0.29 - 1.41 3.21 - -1.22 - 2.90 3.03 - 2.98 +21.77%
2014 2.28 -0.22 0.55 0.36 - 0.90 1.21 - 2.15 0.06 - -0.45 +7.01%
2015 - - 1.70 0.85 - -0.14 0.01 -0.12 -0.04 - 0.19 -0.20 +2.26%
2016 - -3.34 1.16 - 2.75 -0.69 - 2.48 0.97 0.54 0.30 - +4.12%
2017 0.85 0.24 0.21 - 0.47 0.14 0.36 0.27 - 0.68 0.22 - +3.49%
2018 0.40 -0.03 - -0.02 -0.03 - -0.75 0.14 - 0.29 -1.48 -1.55 -3.02%
2019 0.88 0.42 0.92 0.71 0.55 0.28 0.09 -0.11 0.63 -0.63 0.10 0.67 +4.58%
2020 1.45 -2.01 -27.06 9.90 13.45 2.12 - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 45.08% 45.08% 32.89% 18.28% 14.22%
Sharpe ratio -0.32 -0.32 - -0.07 0.04
Best month +13.45% +13.45% +13.45% +13.45% +13.45%
Worst month -27.06% -27.06% -27.06% -27.06% -27.06%
Maximum loss -28.52% -28.52% -28.52% -28.52% -28.52%
Outperformance -15.64% - -17.12% -17.16% -14.04%
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Alegra High Grade ABS Portfolio ... reinvestment 939.1100 -7.21% -6.18%
Alegra High Grade ABS Portfolio ... reinvestment 1,476.3700 -7.08% -4.92%

Performance

YTD
  -7.67%
6 Months
  -7.67%
1 Year
  -7.08%
3 Years
  -4.92%
5 Years  
+0.75%
Since start  
+47.64%
Year
2019  
+4.58%
2018
  -3.02%
2017  
+3.49%
2016  
+4.12%
2015  
+2.26%
2014  
+7.01%
2013  
+21.77%
2012  
+40.14%
2011  
+9.96%