Lupus alpha Volatility Risk-Premium C/ DE000A1J9DU7 /
| NAV2024-05-27 | Chg.+0.0300 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 130.3400EUR | +0.02% | paying dividend | Alternative Investments Worldwide | Lupus alpha Inv.GmbH ▶ |
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 | 1.97 | -0.27 | -1.11 | 3.83 | 1.21 | -9.16% |
| 2021 | -1.21 | 2.47 | 3.72 | 0.94 | 1.20 | 1.42 | 0.32 | 1.61 | -0.60 | 1.57 | -1.37 | 2.42 | +13.06% |
| 2022 | -2.30 | -1.68 | 1.57 | -2.33 | 0.86 | -2.18 | 3.12 | -1.20 | -2.41 | 3.10 | 1.45 | -0.63 | -2.84% |
| 2023 | 1.96 | 0.12 | 1.12 | 1.29 | 0.69 | 1.83 | 0.75 | 0.46 | -0.42 | 0.65 | 1.68 | 1.02 | +11.71% |
| 2024 | 0.34 | 1.02 | 0.86 | -0.54 | 1.37 | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.50% | 2.38% | 2.74% | 5.33% | 8.23% |
| Sharpe ratio | 1.63 | 2.17 | 2.01 | 0.35 | -0.08 |
| Best month | +1.37% | +1.68% | +1.83% | +3.12% | +4.07% |
| Worst month | -0.54% | -0.54% | -0.54% | -2.41% | -16.76% |
| Maximum loss | -1.14% | -1.14% | -1.28% | -7.69% | -28.74% |
| Outperformance | -8.98% | - | -9.64% | -3.63% | +13.54% |
All quotes in EUR
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Lupus alpha Volatility Risk-Prem... | paying dividend | 130.3400 | +9.23% | +18.04% | |
| Lupus alpha Volatility Risk-Prem... | paying dividend | 114.4700 | +9.54% | - |
Performance
| YTD | +3.08% | ||
|---|---|---|---|
| 6 Months | +4.36% | ||
| 1 Year | +9.23% | ||
| 3 Years | +18.04% | ||
| 5 Years | +16.57% | ||
| 10 Years | - | ||
| Since start | +33.51% | ||
| Year | |||
| 2023 | +11.71% | ||
| 2022 | -2.84% | ||
| 2021 | +13.06% | ||
| 2020 | -9.16% | ||
| 2019 | +7.83% | ||
| 2018 | -7.06% | ||
| 2017 | +6.75% | ||
| 2016 | +3.36% | ||
Dividends
| 2023-12-14 | 2.06 EUR |
| 2018-01-02 | 0.24 EUR |
| 2017-02-10 | 0.63 EUR |
