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

Fonds
NAV5/6/2021 Chg.-0.0070 Type of yield Investment Focus Investment company
100.0731EUR -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 0.09 -0.01 -0.20 0.02 0.11 -0.16 -0.09 -0.65%
2021 -0.11 -0.22 0.00 -0.10 0.01 - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 0.33% 0.37% 0.43% 0.52% 0.49%
Sharpe ratio -2.12 -2.02 -0.73 -0.32 -0.29
Best month +0.01% +0.01% +0.11% +0.19% +0.22%
Worst month -0.22% -0.22% -0.26% -0.36% -0.36%
Maximum loss -0.41% -0.65% -0.95% -2.33% -3.56%
Outperformance -2.82% - -2.20% -9.60% -12.39%
 
All quotes in EUR

Performance

YTD
  -0.41%
6 Months
  -0.64%
1 Year
  -0.85%
3 Years
  -2.08%
5 Years
  -3.33%
Since start
  -1.41%
Year
2020
  -0.65%
2019
  -0.81%
2018
  -0.51%
2017
  -0.98%
2016  
+0.13%
2015  
+0.14%
2014  
+0.75%
2013
  -0.16%