Lupus alpha Volatility Risk-Premium/  DE000A1J9DU7  /

Fonds
NAV7/31/2020 Chg.+0.1400 Type of yield Investment Focus Investment company
99.0900EUR +0.14% paying dividend Alternative Investments Worldwide Lupus alpha Inv.GmbH 
  • Dividends adjusted Dividends adjusted

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2015 - - - - - - - - 0.15 4.72 0.44 -0.26 -
2016 -1.59 -1.02 1.77 -0.08 1.01 -0.43 1.12 0.62 0.24 0.18 0.64 0.89 +3.36%
2017 0.72 0.66 0.87 0.53 0.67 0.00 0.74 0.38 0.80 0.58 0.35 0.26 +6.75%
2018 0.38 -3.01 -0.83 0.94 -0.06 -0.01 1.61 0.36 0.80 -3.40 1.23 -5.04 -7.06%
2019 4.11 1.46 0.28 0.72 -0.78 1.45 0.30 -1.20 0.70 -0.05 0.55 0.11 +7.83%
2020 -0.47 -5.27 -16.76 4.07 1.93 1.41 1.82 - - - - - -
Single months: Dividends not considered

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 19.23% 20.81% 14.94% 9.86% -%
Sharpe ratio -1.17 -1.20 -0.90 -0.37 -
Best month +4.07% +4.07% +4.07% +4.11% +4.72%
Worst month -16.76% -16.76% -16.76% -16.76% -16.76%
Maximum loss -28.74% -28.74% -28.74% -28.74% -
Outperformance -12.01% - -12.75% -4.34% -
 
All quotes in EUR

Tranches

Name   Type of yield Repurchase p. 1 Year 3 Years
Lupus alpha Volatility Risk-Prem... paying dividend 99.0900 -13.95% -11.80%
Lupus alpha Volatility Risk-Prem... paying dividend 86.8800 - -

Performance

YTD
  -14.04%
6 Months
  -13.64%
1 Year
  -13.95%
3 Years
  -11.80%
5 Years
  -0.13%
Since start
  -0.13%
Year
2019  
+7.83%
2018
  -7.06%
2017  
+6.75%
2016  
+3.36%
 

Dividends

1/2/2018 0.24 EUR
2/10/2017 0.63 EUR