QUANTICA MANAGED FUTURES FOCUS I2C-U USD/ LU1825540575 /
| NAV2024-05-23 | Chg.+0.4500 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 151.9200USD | +0.30% | reinvestment | Alternative Investments Worldwide | Alma Capital IM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | - | - | - | - | - | - | - | 3.19 | -2.17 | -6.15 | 2.59 | 1.38 | - |
| 2019 | 4.45 | 1.30 | 8.54 | 2.48 | -0.51 | 7.05 | 4.52 | 4.70 | -0.22 | -1.80 | 2.30 | -1.12 | +35.97% |
| 2020 | 1.27 | -4.54 | -5.75 | 3.23 | 0.32 | 0.91 | 2.77 | 1.96 | -2.87 | -1.64 | 4.43 | 3.53 | +3.06% |
| 2021 | 0.35 | 4.89 | -0.56 | 0.50 | -0.20 | -3.59 | -0.01 | 1.32 | -6.23 | -4.14 | 0.63 | -0.57 | -7.79% |
| 2022 | -4.46 | 0.15 | 3.50 | 5.18 | -0.79 | 6.85 | -5.64 | 4.86 | 9.83 | -0.62 | -5.60 | -1.24 | +11.17% |
| 2023 | -1.86 | 2.78 | -8.31 | 0.81 | 1.59 | 6.92 | -0.94 | 0.22 | 3.60 | 2.89 | -5.59 | 0.22 | +1.41% |
| 2024 | 1.34 | 2.61 | 3.39 | -0.46 | 1.10 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 8.73% | 8.44% | 9.56% | 10.90% | 11.12% |
| Sharpe ratio | 2.15 | 1.35 | 1.16 | -0.17 | 0.23 |
| Best month | +3.39% | +3.39% | +6.92% | +9.83% | +9.83% |
| Worst month | -0.46% | -5.59% | -5.59% | -8.31% | -8.31% |
| Maximum loss | -2.93% | -2.93% | -7.00% | -18.43% | -21.03% |
| Outperformance | +4.31% | - | -2.10% | +33.39% | - |
All quotes in USD
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 151.9200 | +14.94% | +6.03% | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 99.2800 | +12.09% | -1.62% | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 100.9400 | +16.02% | - | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 134.4100 | +11.42% | -0.69% | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 15,135.8604 | +14.68% | +5.29% | |
| QUANTICA MANAGED FUTURES FOCUS I... | reinvestment | 107.6100 | +7.61% | - |
Performance
| YTD | +8.20% | ||
|---|---|---|---|
| 6 Months | +7.25% | ||
| 1 Year | +14.94% | ||
| 3 Years | +6.03% | ||
| 5 Years | +36.02% | ||
| 10 Years | - | ||
| Since start | +51.92% | ||
| Year | |||
| 2023 | +1.41% | ||
| 2022 | +11.17% | ||
| 2021 | -7.79% | ||
| 2020 | +3.06% | ||
| 2019 | +35.97% | ||
