FTC Futures Fund Classic B EUR/ LU0082076828 /
| NAV9/26/2023 | Chg.+0.0200 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 17.9800EUR | +0.11% | reinvestment | Alternative Investments Worldwide | FTC Capital ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1998 | - | - | - | - | - | -3.51 | -7.36 | 23.55 | 3.99 | - | -0.27 | 2.11 | - |
| 1999 | - | - | 2.17 | 3.17 | 2.59 | 9.34 | - | -2.93 | -1.82 | - | -0.02 | -5.85 | +6.07% |
| 2000 | 4.34 | 0.86 | -5.70 | - | -0.83 | -0.62 | -2.05 | 7.65 | - | -7.76 | 2.46 | 11.44 | +8.61% |
| 2001 | - | 2.82 | 8.65 | -10.88 | 3.99 | -0.01 | -3.90 | 7.68 | 10.38 | 2.79 | -15.20 | 2.78 | +5.94% |
| 2002 | -0.12 | -7.56 | 2.10 | 0.21 | 4.03 | 7.80 | 1.98 | 6.53 | 5.74 | -8.76 | -4.12 | 3.37 | +10.05% |
| 2003 | 9.79 | 9.85 | -8.96 | -8.67 | 13.52 | -5.20 | -4.51 | 2.97 | -12.53 | 7.31 | -3.38 | 1.95 | -1.90% |
| 2004 | -2.10 | 15.86 | -2.00 | -11.33 | -2.83 | -6.42 | -2.32 | -7.00 | 5.57 | 1.94 | 9.02 | 0.56 | -3.93% |
| 2005 | -8.32 | 3.75 | -2.65 | -6.55 | 5.19 | 9.27 | 2.17 | 4.46 | 5.02 | -8.62 | 7.79 | 3.25 | +13.38% |
| 2006 | 2.56 | -3.08 | 8.19 | 3.10 | -6.18 | -1.34 | -9.35 | 2.04 | -4.15 | 5.24 | 1.53 | 8.39 | +5.38% |
| 2007 | 5.14 | -7.42 | -3.88 | 12.51 | 7.23 | 2.71 | -9.12 | -8.79 | 11.45 | 8.80 | -2.08 | 0.14 | +14.26% |
| 2008 | 3.77 | 8.73 | 1.01 | -2.53 | -2.71 | 8.80 | -4.19 | 1.41 | 8.61 | 10.99 | 2.67 | 0.41 | +41.95% |
| 2009 | 1.69 | 1.67 | -6.81 | -3.29 | -0.38 | -2.56 | -2.91 | 5.66 | 4.27 | -6.63 | 7.19 | -4.31 | -7.36% |
| 2010 | -7.05 | 0.09 | 8.31 | 1.64 | -5.84 | -1.34 | 0.89 | 4.79 | -4.17 | 4.08 | -6.41 | 6.23 | -0.26% |
| 2011 | 1.70 | 4.45 | -3.63 | 7.57 | -8.95 | -5.14 | 0.00 | -1.27 | -2.38 | -4.89 | -2.52 | 0.16 | -14.87% |
| 2012 | 3.31 | 2.04 | -1.85 | 0.71 | 3.63 | -4.92 | 1.90 | 2.97 | -2.10 | -4.39 | -3.55 | 0.05 | -2.68% |
| 2013 | 0.38 | -7.00 | 1.51 | -0.34 | -3.43 | -8.54 | -0.84 | -2.94 | -0.40 | 6.42 | 2.73 | -3.15 | -15.35% |
| 2014 | -7.28 | 1.52 | -4.48 | 0.50 | 3.11 | 2.47 | -2.54 | 4.87 | 6.94 | 0.12 | 13.81 | 0.05 | +18.97% |
| 2015 | 13.31 | 0.95 | 1.83 | -7.83 | 0.30 | -7.63 | 3.78 | -5.93 | 3.21 | -3.27 | 4.87 | -5.60 | -4.03% |
| 2016 | 9.00 | 4.72 | -5.44 | -1.97 | -4.02 | 0.72 | 2.19 | -4.49 | -1.01 | -4.36 | 0.77 | 3.11 | -1.79% |
| 2017 | -1.99 | 3.49 | -2.75 | 0.12 | 0.69 | -3.95 | 2.15 | -1.58 | 0.30 | 8.28 | -0.71 | 2.04 | +5.64% |
| 2018 | 11.54 | -14.69 | -1.25 | -0.23 | -2.82 | -0.47 | 1.66 | 2.51 | -1.77 | -6.56 | -1.06 | 3.77 | -10.94% |
| 2019 | -6.72 | -1.56 | 4.15 | 4.30 | -0.18 | 2.37 | 2.20 | 6.04 | -8.82 | -8.89 | 4.62 | -3.03 | -6.90% |
| 2020 | 1.63 | 0.58 | 10.69 | -0.11 | -4.72 | -2.72 | 5.09 | 1.00 | -7.72 | -2.53 | -1.50 | 8.71 | +7.09% |
| 2021 | -1.58 | 11.29 | 2.05 | 1.90 | 0.75 | -1.43 | -2.36 | -1.92 | -0.84 | 4.75 | -7.72 | -2.05 | +1.70% |
| 2022 | 3.04 | 2.20 | 6.35 | 5.92 | -2.37 | 2.11 | -3.99 | 3.52 | 5.94 | -2.01 | -5.58 | 0.00 | +15.22% |
| 2023 | -2.49 | -0.27 | -7.62 | 1.21 | 3.08 | 0.17 | -2.54 | -1.81 | 3.69 | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 13.20% | 11.07% | 12.73% | 14.36% | 15.78% |
| Sharpe ratio | -1.00 | 0.41 | -1.46 | 0.06 | -0.18 |
| Best month | +3.69% | +3.69% | +5.94% | +11.29% | +11.29% |
| Worst month | -7.62% | -7.62% | -7.62% | -7.72% | -8.89% |
| Maximum loss | -11.47% | -6.44% | -19.00% | -19.00% | -21.37% |
| Outperformance | +10.42% | - | +2.58% | +4.61% | +4.53% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| FTC Futures Fund Classic B USD | reinvestment | 10.7800 | -12.57% | +23.48% | |
| FTC Futures Fund Classic C EUR | reinvestment | 20.5500 | -11.84% | - | |
| FTC Futures Fund Classic B EUR | reinvestment | 17.9800 | -14.67% | +15.26% |
Performance
| YTD | -6.84% | ||
|---|---|---|---|
| 6 Months | +4.17% | ||
| 1 Year | -14.67% | ||
| 3 Years | +15.26% | ||
| 5 Years | +6.20% | ||
| 10 Years | +18.52% | ||
| Since start | +113.44% | ||
| Year | |||
| 2022 | +15.22% | ||
| 2021 | +1.70% | ||
| 2020 | +7.09% | ||
| 2019 | -6.90% | ||
| 2018 | -10.94% | ||
| 2017 | +5.64% | ||
| 2016 | -1.79% | ||
| 2015 | -4.03% | ||
| 2014 | +18.97% | ||