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

Fonds
NAV8/15/2019 Chg.+0.0633 Type of yield Investment Focus Investment company
102.0805EUR +0.06% reinvestment Bonds Euroland Lyxor Intern.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 0.20 - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 0.40% 0.41% 0.41% 0.46% 0.44%
Sharpe ratio 1.44 2.56 0.76 -0.15 0.48
Best month +0.20% +0.20% +0.20% +0.22% +0.22%
Worst month -0.17% -0.13% -0.21% -0.32% -0.32%
Maximum loss -0.29% -0.16% -0.52% -1.89% -2.02%
Outperformance -5.27% - -6.40% -5.24% -14.34%
 
All quotes in EUR

Performance

YTD  
+0.11%
6 Months  
+0.32%
1 Year
  -0.10%
3 Years
  -1.42%
5 Years
  -0.96%
Since start  
+0.57%
Year
2018
  -0.51%
2017
  -0.98%
2016  
+0.13%
2015  
+0.14%
2014  
+0.75%
2013
  -0.16%