Lyxor S&P 500 VIX Fut.E.Roll UE Acc/  LU0832435464  /

Fonds
NAV11/15/2018 Chg.-0.0293 Type of yield Investment Focus Investment company
4.7851EUR -0.61% reinvestment Special Type Worldwide Lyxor AM Lux 

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 -3.59 - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 57.64% 36.95% 54.39% 50.90% 47.63%
Sharpe ratio 0.34 0.83 -0.07 -0.69 -0.65
Best month +31.89% +31.89% +31.89% +31.89% +32.81%
Worst month -10.70% -8.05% -10.70% -21.50% -21.50%
Maximum loss -36.40% -16.94% -36.40% -83.16% -88.22%
Outperformance - - - - -
 
All quotes in EUR

Performance

YTD  
+16.78%
6 Months  
+14.26%
1 Year
  -4.16%
3 Years
  -72.82%
5 Years
  -84.46%
Since start
  -91.44%
Year
2017
  -63.76%
2016
  -33.90%
2015
  -13.14%
2014
  -24.06%
2013
  -53.17%