| Historical Performances - Show NAV | |||||||||||||
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
| 2013 | 0.66% | 0.02% | 0.55% | 0.35% | 1.59% | ||||||||
| 2012 | 1.70% | 0.86% | -0.64% | -0.73% | -1.29% | -0.02% | 1.06% | 0.24% | 0.38% | -0.27% | 0.42% | 0.19% | 1.88% |
| 2011 | -0.10% | 0.46% | -0.79% | 0.47% | -0.35% | -1.05% | 0.04% | -1.47% | -0.45% | 0.36% | -0.94% | 0.66% | -3.14% |
| 2010 | -0.63% | 0.51% | 1.62% | 0.50% | -1.75% | -0.66% | 0.40% | 0.42% | 0.15% | 0.42% | -0.12% | 1.05% | 1.88% |
| 2009 | -0.05% | -0.92% | 0.39% | 2.42% | 1.58% | 0.21% | 1.71% | 1.09% | 1.27% | -0.13% | 0.85% | 0.86% | 9.61% |
| Statistics | since 01.01.2008 | ||||
| Annualised Return | 0.67% | Annualised Std Dev | 3.64% | ||
| Cumulative Return | 3.65% | Downside Deviation | 3.01% | ||
| Last 3 Months | 0.92% | Sharpe Ratio | -0.09 | ||
| Last 12 Months | 2.30% | Sortino Ratio | 0.22 | ||
| 2012 Return | 1.88% | Skewness | -0.95 | ||
| 2013 Return | 1.59% | Kurtosis | 5.19 | ||
| % of Positive Mths | 60.94% | Max Drawdown | -8.34% | ||
| Best Mths Return | 2.42% | Worst Mths Return | -3.87% | ||
ucits alternative index macro
Please read and agree with our Disclaimer before continuing on this website.
