QUANTICA MANAGED FUTURES FOCUS I3C-C CHF/ LU1825540492 /
| NAV2024-05-23 | Chg.+0.4000 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 134.4100CHF | +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 | - | - | - | - | - | - | - | 2.79 | -2.42 | -6.45 | 2.39 | 0.87 | - |
| 2019 | 4.16 | 1.10 | 8.25 | 2.24 | -0.77 | 6.73 | 4.25 | 4.50 | -0.50 | -2.07 | 2.18 | -1.43 | +31.99% |
| 2020 | 1.05 | -4.64 | -6.18 | 3.02 | 0.23 | 0.81 | 2.60 | 1.84 | -2.99 | -1.78 | 4.32 | 3.61 | +1.26% |
| 2021 | 0.26 | 4.82 | -0.70 | 0.45 | -0.28 | -3.71 | -0.10 | 1.23 | -6.45 | -4.19 | 0.63 | -0.74 | -8.87% |
| 2022 | -4.57 | 0.14 | 3.36 | 5.16 | -0.87 | 7.09 | -5.99 | 4.78 | 9.93 | -0.81 | -5.68 | -1.59 | +9.95% |
| 2023 | -2.24 | 2.61 | -8.69 | 0.55 | 1.16 | 6.77 | -1.35 | -0.11 | 3.66 | 2.57 | -6.05 | -0.13 | -2.20% |
| 2024 | 1.16 | 2.53 | 3.12 | -0.77 | 0.89 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 8.92% | 8.80% | 9.96% | 11.09% | 11.24% |
| Sharpe ratio | 1.74 | 0.88 | 0.76 | -0.37 | 0.03 |
| Best month | +3.12% | +3.12% | +6.77% | +9.93% | +9.93% |
| Worst month | -0.77% | -6.05% | -6.05% | -8.69% | -8.69% |
| Maximum loss | -3.02% | -3.02% | -7.79% | -19.17% | -21.25% |
| Outperformance | -0.51% | - | +2.93% | - | - |
All quotes in CHF
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 | +7.07% | ||
|---|---|---|---|
| 6 Months | +5.54% | ||
| 1 Year | +11.42% | ||
| 3 Years | -0.69% | ||
| 5 Years | +22.44% | ||
| 10 Years | - | ||
| Since start | +34.41% | ||
| Year | |||
| 2023 | -2.20% | ||
| 2022 | +9.95% | ||
| 2021 | -8.87% | ||
| 2020 | +1.26% | ||
| 2019 | +31.99% | ||
