Algebris Financial Income I EUR Acc/ IE00BCZNWT08 /
| NAV9/23/2020 | Chg.-0.6900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 128.4800EUR | -0.53% | reinvestment | Mixed Fund Worldwide | Algebris (UK) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2013 | - | - | - | - | - | - | - | - | - | - | 2.57 | 1.78 | - |
| 2014 | 0.95 | 2.87 | 1.15 | -0.31 | 0.45 | 0.07 | -0.29 | 1.19 | -0.91 | 0.46 | 1.54 | -0.94 | +6.33% |
| 2015 | 1.05 | 4.43 | 1.88 | 1.04 | 1.11 | -2.16 | 1.77 | -3.29 | -4.35 | 3.06 | 0.76 | -2.18 | +2.76% |
| 2016 | -7.03 | -2.53 | 3.04 | 2.57 | 1.90 | -7.73 | 5.58 | 3.25 | -1.75 | 4.86 | 1.44 | 3.58 | +6.26% |
| 2017 | 1.44 | 1.04 | 3.16 | 2.03 | 0.05 | 1.83 | 2.06 | -1.46 | 3.22 | 1.00 | 0.08 | 1.17 | +16.67% |
| 2018 | 4.71 | -2.26 | -3.33 | 1.82 | -4.89 | -1.77 | 4.13 | -4.10 | 1.07 | -5.18 | -2.55 | -6.02 | -17.51% |
| 2019 | 6.25 | 3.26 | -1.74 | 5.68 | -5.15 | 3.94 | 0.46 | -1.72 | 3.80 | 2.04 | 3.22 | 2.11 | +23.82% |
| 2020 | -1.72 | -1.57 | -22.63 | 7.14 | 3.63 | 4.20 | -0.46 | 5.93 | -6.00 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 30.29% | 28.52% | 26.19% | 16.97% | 15.59% |
| Sharpe ratio | -0.61 | 2.25 | -0.29 | -0.16 | 0.14 |
| Best month | +7.14% | +7.14% | +7.14% | +7.14% | +7.14% |
| Worst month | -22.63% | -22.63% | -22.63% | -22.63% | -22.63% |
| Maximum loss | -35.03% | -8.67% | -35.03% | -35.31% | -35.31% |
| Outperformance | -3.86% | - | +3.01% | +1.28% | +7.54% |
All quotes in EUR
Performance
| YTD | -14.16% | ||
|---|---|---|---|
| 6 Months | +28.16% | ||
| 1 Year | -8.05% | ||
| 3 Years | -9.23% | ||
| 5 Years | +8.75% | ||
| Since start | +26.43% | ||
| Year | |||
| 2019 | +23.82% | ||
| 2018 | -17.51% | ||
| 2017 | +16.67% | ||
| 2016 | +6.26% | ||
| 2015 | +2.76% | ||
| 2014 | +6.33% | ||