Lyxor EuroMTS H.R.Macro-W.G.B.1-3Y(DR)UE/  LU1829219556  /

Fonds
NAV6/4/2020 Chg.-0.0106 Type of yield Investment Focus Investment company
100.7026EUR -0.01% reinvestment Bonds Euroland Lyxor Int. AM 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2012 - - - 0.25 0.27 -0.14 0.61 -0.09 -0.08 -0.01 0.10 0.06 -
2013 -0.56 0.40 0.11 0.04 -0.15 -0.21 0.15 -0.14 0.16 0.14 0.07 -0.17 -0.16%
2014 0.30 -0.08 -0.01 0.04 0.17 0.10 0.02 0.11 0.07 -0.06 -0.02 0.12 +0.75%
2015 0.07 0.07 0.03 -0.09 0.01 -0.04 0.02 -0.13 0.08 0.12 0.14 -0.14 +0.14%
2016 0.19 0.09 -0.14 -0.07 0.02 0.18 -0.05 -0.08 0.05 -0.19 0.15 -0.02 +0.13%
2017 -0.32 0.22 -0.32 0.02 -0.04 -0.32 0.10 0.06 -0.12 0.07 -0.14 -0.19 -0.98%
2018 -0.27 0.07 0.03 -0.10 0.12 -0.04 -0.22 0.03 -0.21 0.14 -0.04 -0.01 -0.51%
2019 -0.17 -0.13 0.11 -0.09 0.10 0.07 0.01 0.19 -0.36 -0.29 -0.14 -0.11 -0.81%
2020 0.04 0.10 -0.28 -0.02 -0.26 -0.02 - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 0.85% 0.79% 0.67% 0.52% 0.51%
Sharpe ratio -0.82 -0.98 -1.03 -0.81 -0.30
Best month +0.10% +0.10% +0.19% +0.19% +0.22%
Worst month -0.28% -0.28% -0.36% -0.36% -0.36%
Maximum loss -0.85% -0.85% -1.35% -2.30% -2.94%
Outperformance +0.11% - -1.81% -7.51% -9.51%
 
All quotes in EUR

Performance

YTD
  -0.44%
6 Months
  -0.56%
1 Year
  -1.03%
3 Years
  -2.26%
5 Years
  -2.45%
Since start
  -0.79%
Year
2019
  -0.81%
2018
  -0.51%
2017
  -0.98%
2016  
+0.13%
2015  
+0.14%
2014  
+0.75%
2013
  -0.16%