Candriam Diversified Futures, I - Capitalisation/ FR0010813105 /
| NAV2024-05-21 | Chg.+5.1904 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 14,869.2500EUR | +0.03% | reinvestment | Alternative Investments Worldwide | Candriam ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2009 | - | - | - | - | - | - | - | - | - | - | - | -1.89 | - |
| 2010 | -2.48 | 2.53 | -1.26 | 1.21 | -2.71 | 0.02 | -1.85 | 2.30 | -2.56 | 0.43 | -4.38 | 4.88 | -4.17% |
| 2011 | -0.24 | 1.68 | -1.24 | 1.10 | 0.64 | -0.59 | 2.58 | 0.98 | 0.77 | -2.94 | 0.22 | 0.98 | +3.87% |
| 2012 | 0.08 | -1.42 | -0.54 | -0.28 | 5.28 | -0.99 | 1.14 | -1.90 | -0.13 | -3.91 | -2.47 | 1.88 | -3.50% |
| 2013 | 2.23 | 0.21 | 0.57 | 2.29 | -0.38 | -0.98 | -2.63 | 0.81 | -2.54 | 0.43 | -0.26 | 2.25 | +1.86% |
| 2014 | -0.04 | 1.80 | -3.29 | -1.42 | 3.87 | 1.07 | -3.69 | 0.29 | -0.23 | 0.81 | 2.66 | 2.49 | +4.11% |
| 2015 | 5.62 | -0.68 | 3.89 | -0.54 | 0.67 | -2.26 | 0.91 | -3.35 | 4.39 | -2.78 | 0.21 | -5.14 | +0.35% |
| 2016 | 6.89 | 6.82 | -5.50 | -0.88 | -1.28 | 4.46 | -0.17 | -1.73 | -0.53 | -2.92 | 2.76 | 2.34 | +9.87% |
| 2017 | -4.71 | -1.61 | -1.94 | -1.40 | -2.58 | -0.14 | 2.22 | 1.23 | -3.83 | 1.73 | 0.97 | -0.64 | -10.43% |
| 2018 | 4.98 | -6.12 | -1.79 | 0.70 | -4.08 | -1.28 | -0.46 | -2.18 | 3.48 | -1.85 | -2.16 | 6.55 | -4.86% |
| 2019 | 0.79 | -1.97 | 8.43 | 2.56 | 0.43 | 3.19 | 2.44 | 2.60 | -1.44 | -3.50 | 0.69 | -1.79 | +12.56% |
| 2020 | 1.42 | 0.28 | 5.67 | 0.72 | 0.72 | 1.26 | 1.64 | -0.12 | -1.52 | -3.01 | 3.62 | 1.39 | +12.48% |
| 2021 | -2.38 | -1.74 | 3.21 | 0.51 | 0.71 | -0.40 | -0.91 | 0.78 | -1.31 | 4.52 | -2.01 | 1.25 | +2.01% |
| 2022 | 0.26 | 0.89 | 4.97 | 2.82 | -0.80 | 3.24 | -2.43 | 2.49 | 5.04 | -0.91 | -1.81 | -0.02 | +14.24% |
| 2023 | -1.82 | 3.81 | -6.15 | 1.58 | 1.02 | 6.12 | -0.66 | -0.57 | 0.71 | -0.04 | -2.46 | 1.91 | +2.94% |
| 2024 | -0.67 | 1.89 | 0.97 | 3.38 | -2.23 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 9.11% | 8.43% | 8.35% | 8.05% | 7.57% |
| Sharpe ratio | 0.55 | 0.91 | 0.43 | 0.46 | 0.51 |
| Best month | +3.38% | +3.38% | +6.12% | +6.12% | +6.12% |
| Worst month | -2.23% | -2.46% | -2.46% | -6.15% | -6.15% |
| Maximum loss | -2.89% | -2.89% | -4.28% | -8.73% | -8.73% |
| Outperformance | +9.63% | - | +7.24% | +22.60% | +22.57% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Candriam Diversified Futures I H | reinvestment | 2,205.9600 | +8.73% | +29.04% | |
| Candriam Diversified Futures, I ... | reinvestment | 14,869.2500 | +7.41% | +24.40% | |
| Candriam Diversified Futures, C ... | reinvestment | 13,984.4102 | +6.80% | +22.62% | |
| Candriam Diversified Futures R | reinvestment | 186.4500 | +7.40% | +24.08% |
Performance
| YTD | +3.29% | ||
|---|---|---|---|
| 6 Months | +5.53% | ||
| 1 Year | +7.41% | ||
| 3 Years | +24.40% | ||
| 5 Years | +45.00% | ||
| 10 Years | +53.67% | ||
| Since start | +48.69% | ||
| Year | |||
| 2023 | +2.94% | ||
| 2022 | +14.24% | ||
| 2021 | +2.01% | ||
| 2020 | +12.48% | ||
| 2019 | +12.56% | ||
| 2018 | -4.86% | ||
| 2017 | -10.43% | ||
| 2016 | +9.87% | ||
| 2015 | +0.35% | ||
