UCITS Index
Historical Performances - Show NAV
JanFebMarAprMayJunJulAugSepOctNovDecYTD
2014-0.09%-0.08%-0.07%0.04%-0.41%-0.25%0.09%-0.29%-1.06%
2013-1.41%0.10%-0.04%-0.77%-0.12%0.10%-0.58%-0.14%-0.54%-0.43%0.01%-0.38%-4.13%
20120.02%0.58%-0.27%0.37%1.05%-0.43%-0.20%-0.05%-0.72%-0.69%-0.03%0.26%-0.12%
2011-0.46%-0.20%0.34%-0.24%-0.08%0.30%-0.38%2.89%2.59%-1.70%2.50%-0.71%4.83%
2010-0.60%-0.04%0.05%0.34%1.16%0.01%-0.03%0.93%-0.05%-0.17%0.71%-0.15%2.18%
Statisticssince 01.01.2008
Annualised Return2.28%Annualised Std Dev2.94%
Cumulative Return16.20%Downside Deviation1.45%
Last 3 Months-0.45%Sharpe Ratio 0.43
Last 12 Months-2.38%Sortino Ratio1.57
2013 Return-4.13%Skewness0.94
2014 Return-1.06%Kurtosis4.56
% of Positive Mths51.25%Max Drawdown-6.90%
Best Mths Return2.89%Worst Mths Return-1.70%
ucits alternative index volatility
Copyright ProgAccès Agence WEB 2010 - 2014 - UCITS Alternative Index is a registered trademark
Please read and agree with our Disclaimer before continuing on this website.
LinkedIn Softfinance