QUANTICA MANAGED FUTURES FOCUS I4C-U USD/ LU1857216391 /
| NAV2024-05-23 | Chg.+45.1104 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 15,135.8604USD | +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 | - | - | - | - | - | - | - | - | - | -6.16 | 2.57 | 1.35 | - |
| 2019 | 4.24 | 1.28 | 8.52 | 2.47 | -0.54 | 7.04 | 4.50 | 4.69 | -0.23 | -1.83 | 2.28 | -1.13 | +35.42% |
| 2020 | 1.25 | -4.81 | -5.77 | 3.21 | 0.30 | 0.89 | 2.75 | 1.94 | -2.89 | -1.65 | 4.40 | 3.59 | +2.62% |
| 2021 | 0.33 | 4.87 | -0.58 | 0.48 | -0.22 | -3.61 | 0.00 | 1.30 | -6.27 | -4.15 | 0.61 | -0.59 | -7.99% |
| 2022 | -4.48 | 0.13 | 3.47 | 5.15 | -0.82 | 6.88 | -5.71 | 4.89 | 9.81 | -0.63 | -5.62 | -1.27 | +10.93% |
| 2023 | -1.88 | 2.76 | -8.34 | 0.79 | 1.56 | 6.91 | -0.96 | 0.20 | 3.58 | 2.86 | -5.61 | 0.22 | +1.16% |
| 2024 | 1.31 | 2.59 | 3.36 | -0.48 | 1.09 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 8.73% | 8.45% | 9.59% | 10.91% | 11.16% |
| Sharpe ratio | 2.12 | 1.32 | 1.13 | -0.19 | 0.20 |
| Best month | +3.36% | +3.36% | +6.91% | +9.81% | +9.81% |
| Worst month | -0.48% | -5.61% | -5.61% | -8.34% | -8.34% |
| Maximum loss | -2.94% | -2.94% | -7.06% | -18.57% | -21.25% |
| Outperformance | +3.97% | - | +3.53% | - | - |
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 | +8.08% | ||
|---|---|---|---|
| 6 Months | +7.13% | ||
| 1 Year | +14.68% | ||
| 3 Years | +5.29% | ||
| 5 Years | +34.21% | ||
| 10 Years | - | ||
| Since start | +51.36% | ||
| Year | |||
| 2023 | +1.16% | ||
| 2022 | +10.93% | ||
| 2021 | -7.99% | ||
| 2020 | +2.62% | ||
| 2019 | +35.42% | ||
