Assenagon Alpha Volatility (I2 GBP)/ LU1864491771 /
| NAV1/21/2025 | Chg.-6.2700 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 985.6300GBP | -0.63% | reinvestment | Alternative Investments Worldwide | Assenagon AM ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -6.15 | -0.61 | 2.00 | -0.93 | 2.97 | -1.76 | -0.97 | 0.44 | -1.52 | 0.18 | -1.55 | -3.20 | -10.83% |
| 2020 | 0.44 | 3.72 | 17.47 | -2.12 | 2.00 | -2.40 | -1.60 | 1.71 | 0.75 | -0.11 | -2.04 | -2.01 | +15.31% |
| 2021 | -0.06 | -1.76 | 1.51 | -5.78 | 0.68 | -1.86 | -0.53 | 0.09 | -1.47 | -0.60 | 1.40 | -1.78 | -9.89% |
| 2022 | 6.31 | 3.40 | -2.40 | 4.77 | -1.54 | 1.43 | -1.81 | -0.59 | 3.79 | -3.40 | -3.32 | 1.49 | +7.79% |
| 2023 | -1.87 | -0.82 | 8.29 | -2.46 | 1.74 | -1.76 | -0.98 | 1.17 | 1.23 | 0.58 | -4.12 | 1.35 | +1.84% |
| 2024 | -0.82 | -2.65 | -0.81 | 1.58 | -1.51 | 0.38 | -1.18 | -1.37 | 1.01 | 1.17 | 2.79 | -1.79 | - |
| 2025 | -1.06 | - | - | - | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 5.59% | 8.15% | 7.23% | 8.45% | 10.87% |
| Sharpe ratio | -4.58 | -0.39 | -1.01 | -0.20 | -0.09 |
| Best month | -1.06% | +2.79% | +2.79% | +8.29% | +17.47% |
| Worst month | -1.79% | -1.79% | -2.65% | -4.12% | -5.78% |
| Maximum loss | -1.47% | -3.90% | -7.29% | -12.24% | -26.11% |
| Outperformance | +26.18% | - | +18.22% | - | - |
All quotes in GBP
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| Assenagon Alpha Volatility (I2 G... | reinvestment | 985.6300 | -4.63% | +3.00% | |
| Assenagon Alpha Volatility (I2 C... | reinvestment | 925.7100 | -8.46% | -7.16% | |
| Assenagon Alpha Volatility (I2 S... | reinvestment | 915.6100 | -5.25% | +0.75% | |
| Assenagon Alpha Volatility (P2) | reinvestment | 46.8200 | -6.71% | -3.82% | |
| Assenagon Alpha Volatility (I2) | reinvestment | 1,038.0000 | -6.02% | -1.63% | |
| Assenagon Alpha Volatility (R2) | reinvestment | 47.5200 | -6.07% | -1.72% | |
| Assenagon Alpha Volatility (I2 U... | reinvestment | 935.8200 | -4.61% | - |
Performance
| YTD | -1.06% | ||
|---|---|---|---|
| 6 Months | -0.25% | ||
| 1 Year | -4.63% | ||
| 3 Years | +3.00% | ||
| 5 Years | +8.75% | ||
| Since start | -1.44% | ||
| Year | |||
| 2023 | +1.84% | ||
| 2022 | +7.79% | ||
| 2021 | -9.89% | ||
| 2020 | +15.31% | ||
| 2019 | -10.83% | ||