LBBW Global Risk Parity Fund/ LU0281805860 /
| NAV2024-04-17 | Chg.+0.0900 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 38.4300EUR | +0.23% | reinvestment | Bonds Worldwide | LRI Invest ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | - | - | - | - | 0.38 | 0.60 | 0.51 | -0.63 | 0.61 | 0.49 | -0.84 | 0.30 | - |
| 2008 | 0.00 | 0.04 | 0.31 | -0.14 | 0.24 | 0.29 | -0.90 | -0.04 | -1.38 | 0.20 | 1.00 | 0.63 | +0.24% |
| 2009 | 0.22 | 0.33 | 0.16 | 0.10 | 0.90 | -0.12 | 0.12 | -0.08 | 0.25 | -0.25 | 0.02 | 0.95 | +2.61% |
| 2010 | -0.08 | 0.10 | 0.92 | -0.36 | 0.40 | 0.08 | 0.42 | 0.21 | 0.26 | 0.02 | -1.24 | 0.61 | +1.32% |
| 2011 | -0.17 | 0.23 | -0.43 | -0.11 | 0.44 | -0.23 | -0.17 | -1.04 | -0.77 | 0.85 | -1.55 | 0.84 | -2.13% |
| 2012 | 1.62 | 1.40 | 0.30 | -0.28 | -0.92 | 0.62 | 0.83 | 0.91 | 0.44 | 0.62 | 0.95 | 0.47 | +7.18% |
| 2013 | 0.43 | 0.38 | -0.13 | 0.80 | 0.44 | -0.37 | 0.32 | 0.18 | 1.39 | 0.12 | 0.02 | 0.14 | +3.78% |
| 2014 | -0.09 | 0.43 | -0.19 | -0.14 | 0.10 | -0.54 | -0.71 | -0.16 | -0.69 | 0.27 | 0.11 | 0.71 | -0.90% |
| 2015 | 0.33 | 0.03 | 0.16 | -0.37 | -0.03 | -0.47 | 0.05 | -1.70 | -0.45 | 1.06 | 0.64 | -2.26 | -3.01% |
| 2016 | -0.79 | 0.07 | 0.00 | -0.02 | 0.24 | -0.38 | 1.26 | 0.25 | -0.30 | -0.74 | -1.14 | 0.26 | -1.32% |
| 2017 | -0.35 | 1.23 | 0.24 | 0.54 | 0.56 | 0.20 | 0.87 | 0.55 | -0.28 | 1.29 | -0.58 | -1.44 | +2.83% |
| 2018 | 0.05 | -0.92 | -0.18 | -0.04 | -0.65 | -1.41 | 0.40 | -1.19 | -0.04 | -1.50 | -0.38 | -0.70 | -6.37% |
| 2019 | 1.60 | 0.84 | 0.57 | 0.13 | -0.66 | 1.37 | 0.58 | -1.16 | -0.72 | -0.37 | -0.43 | 0.78 | +2.53% |
| 2020 | 0.11 | -1.44 | -10.44 | 3.96 | 0.77 | 2.08 | 1.06 | 1.22 | -0.75 | -0.44 | 1.65 | 0.88 | -2.06% |
| 2021 | -0.23 | -1.65 | 0.12 | 0.54 | 0.23 | -0.06 | -0.46 | 0.13 | -0.77 | -0.31 | -1.49 | 0.63 | -3.29% |
| 2022 | -1.74 | -0.88 | -1.41 | -0.92 | -3.21 | -3.31 | -1.38 | -1.98 | -0.11 | -2.37 | -1.63 | -1.23 | -18.44% |
| 2023 | -2.28 | -1.99 | -1.65 | -1.83 | -0.18 | -1.64 | 0.18 | -1.00 | -2.02 | -0.52 | 2.62 | 3.01 | -7.22% |
| 2024 | -1.58 | -1.79 | 2.59 | 0.13 | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.45% | 5.67% | 5.18% | 5.82% | 5.78% |
| Sharpe ratio | -1.15 | 1.05 | -1.01 | -2.35 | -1.84 |
| Best month | +3.01% | +3.01% | +3.01% | +3.01% | +3.96% |
| Worst month | -1.79% | -1.79% | -2.02% | -3.31% | -10.44% |
| Maximum loss | -3.40% | -4.34% | -6.45% | -30.77% | -33.87% |
| Outperformance | -3.78% | - | -6.40% | -10.69% | -15.14% |
All quotes in EUR
Performance
| YTD | -0.70% | ||
|---|---|---|---|
| 6 Months | +4.80% | ||
| 1 Year | -1.31% | ||
| 3 Years | -26.52% | ||
| 5 Years | -29.41% | ||
| Since start | -23.17% | ||
| Year | |||
| 2023 | -7.22% | ||
| 2022 | -18.44% | ||
| 2021 | -3.29% | ||
| 2020 | -2.06% | ||
| 2019 | +2.53% | ||
| 2018 | -6.37% | ||
| 2017 | +2.83% | ||
| 2016 | -1.32% | ||
| 2015 | -3.01% | ||
