Ly.S&P 500 VIX Fut.Enh.Roll UE EUR Acc/  LU0832435464  /

Fonds
NAV3/8/2021 Chg.+0.1009 Type of yield Investment Focus Investment company
5.0119EUR +2.05% reinvestment Special Type Worldwide Lyxor Int. AM 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2013 -20.81 1.64 -9.02 -9.10 7.79 8.00 -20.94 8.99 -11.19 -5.88 -7.39 -9.40 -53.17%
2014 11.66 -15.90 -2.83 -4.38 -4.48 -12.80 5.85 -3.96 11.88 -8.69 -3.18 3.93 -24.06%
2015 16.05 -11.62 5.43 -10.74 -5.55 0.53 -9.12 32.81 -7.06 -16.47 3.70 -2.45 -13.14%
2016 13.95 5.39 -21.50 3.10 -5.09 -5.56 -11.24 -2.31 -4.99 1.28 -7.41 -1.81 -33.90%
2017 -17.51 -1.30 -13.67 -7.88 -10.40 -8.96 -11.52 1.42 -4.89 -8.75 -1.35 -10.70 -63.76%
2018 -2.47 14.11 5.57 -7.47 -3.85 -0.19 -8.05 -1.32 -2.97 31.89 -8.09 13.46 +26.32%
2019 -16.45 -7.49 1.09 -3.33 5.12 -9.53 3.08 5.53 -1.32 -6.60 -2.77 -6.77 -34.70%
2020 4.63 12.24 113.03 -4.19 -4.96 -2.20 -9.78 1.19 -6.72 3.80 -28.03 0.23 +42.04%
2021 19.97 -13.95 1.13 - - - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 41.63% 38.74% 75.24% 54.61% 54.56%
Sharpe ratio 0.65 -1.23 -0.24 0.07 -0.42
Best month +19.97% +19.97% +113.03% +113.03% +113.03%
Worst month -13.95% -28.03% -28.03% -28.03% -28.03%
Maximum loss -16.46% -32.79% -62.89% -62.89% -84.72%
Outperformance - - - - -
 
All quotes in EUR

Performance

YTD  
+4.40%
6 Months
  -27.85%
1 Year
  -18.77%
3 Years  
+10.56%
5 Years
  -73.67%
Since start
  -91.04%
Year
2020  
+42.04%
2019
  -34.70%
2018  
+26.32%
2017
  -63.76%
2016
  -33.90%
2015
  -13.14%
2014
  -24.06%
2013
  -53.17%