amandea - SYSTEMATIC A/ LU0466452199 /
| NAV2024-04-19 | Chg.-0.7700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 122.8900EUR | -0.62% | paying dividend | Alternative Investments Worldwide | Hauck & Aufhäuser ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | -3.61 | 2.60 | 1.15 | 0.93 | -1.07 | 1.65 | 0.81 | 1.54 | 2.86 | -0.46 | -2.40 | 3.48 | +7.47% |
| 2011 | 0.90 | -1.06 | -3.52 | 4.05 | -1.33 | 0.09 | -0.42 | 4.67 | 0.18 | -2.59 | -0.72 | 0.74 | +0.68% |
| 2012 | -0.49 | -0.01 | -3.21 | -0.60 | 2.71 | -4.17 | 5.03 | -1.37 | 0.58 | -1.64 | 2.43 | 3.27 | +2.16% |
| 2013 | 5.86 | -2.01 | 1.50 | 2.25 | -2.16 | -6.85 | -0.49 | -2.61 | -0.57 | 4.33 | 1.29 | -0.64 | -0.72% |
| 2014 | -2.46 | 1.90 | -1.71 | 1.80 | 4.45 | 3.10 | -0.44 | 3.95 | -1.00 | -3.19 | 2.12 | 2.51 | +11.22% |
| 2015 | 4.86 | -0.13 | 0.04 | -0.10 | 0.25 | -1.84 | 1.53 | -6.71 | 1.52 | -1.37 | 0.95 | -6.12 | -7.44% |
| 2016 | 5.48 | 3.05 | -2.20 | -1.39 | -2.42 | 2.88 | 3.20 | 0.11 | -1.87 | -1.59 | 0.13 | 3.37 | +8.65% |
| 2017 | 0.21 | 3.61 | 1.64 | 0.46 | 1.23 | -1.95 | 3.39 | 0.04 | -0.26 | 5.90 | 0.48 | 0.88 | +16.52% |
| 2018 | 3.55 | -8.29 | -3.13 | -1.07 | -2.63 | 0.58 | -1.21 | 4.21 | -3.24 | -6.47 | -1.52 | 4.19 | -14.79% |
| 2019 | -3.68 | 0.60 | 6.76 | 4.27 | -2.83 | 4.36 | 2.97 | -0.23 | -1.60 | -1.79 | 2.47 | 1.76 | +13.23% |
| 2020 | -0.76 | -5.59 | -6.62 | -1.00 | -1.18 | -0.72 | 2.23 | 1.13 | -1.15 | -1.16 | 6.68 | 2.69 | -5.97% |
| 2021 | 0.54 | 2.05 | 1.46 | 0.49 | 1.85 | -1.19 | -0.82 | 0.65 | -5.16 | 1.09 | -3.45 | -0.88 | -3.59% |
| 2022 | -3.74 | -0.96 | 2.13 | 2.88 | -2.83 | 5.28 | -3.09 | 1.06 | 7.14 | -1.49 | -3.69 | -3.90 | -1.96% |
| 2023 | 2.19 | -1.90 | -4.68 | 1.00 | -0.49 | 2.48 | 2.47 | -5.34 | -2.19 | 1.44 | -5.70 | 2.10 | -8.81% |
| 2024 | 3.98 | 4.70 | 3.20 | -2.74 | - | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 14.14% | 13.11% | 11.39% | 11.46% | 11.14% |
| Sharpe ratio | 2.20 | 0.57 | -0.06 | -0.65 | -0.45 |
| Best month | +4.70% | +4.70% | +4.70% | +7.14% | +7.14% |
| Worst month | -2.74% | -5.70% | -5.70% | -5.70% | -6.62% |
| Maximum loss | -4.11% | -6.46% | -12.14% | -21.64% | -23.47% |
| Outperformance | -11.62% | - | -7.97% | -2.37% | +14.19% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| amandea - SYSTEMATIC B | paying dividend | 124.6500 | +2.25% | -11.86% | |
| amandea - SYSTEMATIC A | paying dividend | 122.8900 | +3.26% | -10.43% |
Performance
| YTD | +9.28% | ||
|---|---|---|---|
| 6 Months | +5.49% | ||
| 1 Year | +3.26% | ||
| 3 Years | -10.43% | ||
| 5 Years | -5.64% | ||
| Since start | +22.91% | ||
| Year | |||
| 2023 | -8.81% | ||
| 2022 | -1.96% | ||
| 2021 | -3.59% | ||
| 2020 | -5.97% | ||
| 2019 | +13.23% | ||
| 2018 | -14.79% | ||
| 2017 | +16.52% | ||
| 2016 | +8.65% | ||
| 2015 | -7.44% | ||
