Lyxor Epsilon Managed Futures A EUR/  IE0004841874  /

Fonds
NAV5/23/2019 Chg.-22.0698 Type of yield Investment Focus Investment company
3,205.3601EUR -0.68% reinvestment Alternative Investments Worldwide Lyxor AM 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
1999 - -3.56 0.68 3.90 -0.91 4.32 -2.23 1.81 1.83 -1.08 3.44 2.04 +8.40%
2000 0.65 -2.86 1.22 -1.40 -0.09 -1.52 -2.79 1.51 -3.46 -0.20 3.92 6.09 +0.64%
2001 1.54 -4.46 3.28 -3.90 1.84 -1.39 0.01 1.07 3.61 5.04 -7.91 2.74 +0.65%
2002 -1.00 -0.55 -0.37 -3.08 0.66 2.60 3.71 5.73 6.31 -2.82 -3.38 4.08 +11.85%
2003 1.68 5.72 -6.68 -0.78 7.42 -5.55 -4.39 -0.68 0.64 -1.10 -2.33 3.01 -3.96%
2004 -0.43 8.52 0.20 -7.27 -3.61 -3.18 -2.98 -2.42 0.95 2.04 0.89 1.85 -6.10%
2005 -6.45 -1.04 -1.61 -1.99 1.50 2.01 -1.47 3.02 4.73 -4.64 6.47 0.85 +0.63%
2006 8.47 -2.48 6.57 4.52 -3.39 -0.21 -4.97 -1.79 0.41 0.92 -1.15 3.36 +9.75%
2007 5.40 -8.24 -3.14 5.16 6.15 1.41 -3.44 -2.46 1.17 8.58 2.92 1.59 +14.72%
2008 8.06 9.29 -0.17 -3.94 -0.44 3.78 -3.33 -2.53 1.95 4.85 4.60 0.01 +23.28%
2009 0.13 1.23 -1.16 -4.28 -3.02 -1.51 2.40 5.32 3.85 -3.43 5.69 -0.97 +3.69%
2010 -1.70 1.03 6.21 0.88 -2.49 -0.28 -2.53 7.58 1.80 3.22 -3.06 6.16 +17.32%
2011 0.26 1.30 -4.48 6.31 -4.56 -3.89 3.87 -0.08 -1.52 -6.35 1.64 3.40 -4.85%
2012 -0.54 -2.23 0.66 -0.16 2.29 -5.54 2.69 -4.33 -5.97 -3.60 0.48 0.62 -14.98%
2013 2.84 0.37 3.39 4.75 -1.36 -4.29 0.99 -3.81 -0.30 1.73 8.23 2.66 +15.54%
2014 2.92 -2.55 -4.26 2.39 -0.44 4.16 6.41 7.73 1.22 1.23 8.56 2.07 +32.70%
2015 6.45 -2.37 3.92 -5.09 -0.40 -6.01 5.36 -6.35 1.39 1.10 4.35 -5.89 -4.71%
2016 3.48 2.98 -3.59 -4.63 -1.54 3.93 2.99 -5.40 -2.55 -6.44 -1.15 -1.85 -13.58%
2017 0.12 4.19 -3.99 1.36 0.23 -6.35 1.84 2.44 -2.34 4.26 -0.21 5.46 +6.52%
2018 5.79 -9.10 -0.69 -0.01 -2.96 2.23 -3.22 2.05 -3.31 -7.88 -0.79 -2.75 -19.60%
2019 -1.55 3.01 6.62 4.55 1.02 - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 13.84% 14.16% 14.39% 14.70% 14.79%
Sharpe ratio 2.94 1.92 -0.12 -0.28 0.17
Best month +6.62% +6.62% +6.62% +6.62% +8.56%
Worst month -2.75% -2.75% -7.88% -9.10% -9.10%
Maximum loss -4.98% -7.19% -20.49% -31.33% -39.37%
Outperformance +10.82% - +2.00% -1.56% +14.56%
 
All quotes in EUR

Performance

YTD  
+14.21%
6 Months  
+12.53%
1 Year
  -1.97%
3 Years
  -12.50%
5 Years  
+11.53%
Since start  
+110.26%
Year
2018
  -19.60%
2017  
+6.52%
2016
  -13.58%
2015
  -4.71%
2014  
+32.70%
2013  
+15.54%
2012
  -14.98%
2011
  -4.85%
2010  
+17.32%