| Historical Performances - Show NAV | |||||||||||||
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
| 2012 | 0.02% | 0.58% | -0.27% | 0.37% | 0.70% | ||||||||
| 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% |
| 2009 | 1.72% | 0.24% | 0.01% | 0.60% | 0.41% | 0.50% | 0.39% | 0.77% | 0.59% | -0.20% | 0.26% | 0.19% | 5.61% |
| 2008 | 1.50% | 0.74% | -0.14% | -1.52% | 1.24% | -1.00% | 0.28% | 0.61% | 1.84% | 2.17% | 1.76% | 0.71% | 8.44% |
| Statistics | since 01.01.2008 | ||||
| Annualised Return | 5.00% | Annualised Std Dev | 3.26% | ||
| Cumulative Return | 23.53% | Downside Deviation | 1.33% | ||
| Last 3 Months | 0.68% | Sharpe Ratio | 0.91 | ||
| Last 12 Months | 6.16% | Sortino Ratio | 1.83 | ||
| 2011 Return | 4.83% | Skewness | 0.61 | ||
| 2012 Return | 0.70% | Kurtosis | 0.86 | ||
| % of Positive Mths | 65.38% | Max Drawdown | -1.70% | ||
| Best Mths Return | 2.89% | Worst Mths Return | -1.70% | ||
ucits alternative index volatility
Please read and agree with our Disclaimer before continuing on this website.