GAMCO Merger Arbitrage I CHF H/ LU0687944719 /
| NAV1/23/2025 | Chg.+0.0302 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 12.8625CHF | +0.24% | paying dividend | Alternative Investments Worldwide | Waystone M.Co.(Lux) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | - | - | - | - | - | - | - | - | - | -1.70 | 4.68 | 2.82 | - |
| 2012 | -0.95 | -1.62 | 0.19 | 0.19 | 6.28 | -2.18 | 3.07 | -2.25 | -1.38 | -2.90 | 0.29 | 0.58 | -1.04% |
| 2013 | -1.05 | 3.19 | 1.96 | -1.93 | 3.74 | -1.26 | -1.19 | 0.28 | -2.30 | 0.28 | 0.09 | -1.69 | -0.10% |
| 2014 | 1.91 | 0.38 | -0.56 | -0.28 | 1.13 | 0.75 | 0.00 | 0.19 | -0.74 | -0.56 | 1.31 | 0.28 | +3.82% |
| 2015 | -1.57 | 1.78 | 0.37 | 0.37 | 0.64 | -0.09 | -0.73 | -1.01 | -1.20 | 1.96 | 0.18 | 0.46 | +1.11% |
| 2016 | -0.09 | -0.46 | 1.28 | -0.63 | 0.82 | -0.18 | 0.09 | 0.72 | 0.63 | -1.16 | 1.53 | 0.44 | +3.01% |
| 2017 | -1.41 | 0.36 | -0.09 | 0.89 | 0.18 | 0.45 | -0.02 | -0.48 | 0.22 | 0.15 | -0.94 | 0.35 | -0.37% |
| 2018 | 0.56 | -0.34 | -1.38 | -0.99 | 1.21 | 0.84 | -0.87 | 0.22 | 0.32 | -1.80 | 1.74 | -0.48 | -1.01% |
| 2019 | 0.62 | 0.81 | 0.33 | 0.07 | -1.22 | 0.32 | 0.29 | -0.32 | 0.24 | 0.89 | 0.27 | 0.59 | +2.92% |
| 2020 | 0.42 | -0.98 | -7.29 | 4.94 | 0.72 | 0.61 | 0.81 | 1.04 | 0.64 | -0.04 | 2.85 | 2.20 | +5.59% |
| 2021 | 1.81 | 1.70 | -0.67 | 1.62 | 0.58 | -0.03 | -1.45 | 1.16 | 0.07 | 0.97 | -0.30 | 0.47 | +6.03% |
| 2022 | -1.24 | 1.00 | 0.51 | -1.09 | -1.11 | -1.11 | 1.44 | 0.79 | -1.61 | 2.71 | -0.14 | 0.30 | +0.37% |
| 2023 | -0.39 | -0.64 | -0.76 | -0.51 | -3.45 | 2.11 | 1.19 | 0.57 | -0.44 | -1.49 | 1.46 | 1.81 | -0.66% |
| 2024 | -1.54 | 0.26 | 1.11 | -2.08 | -0.33 | -1.04 | 3.27 | -0.21 | 0.32 | -0.49 | 0.24 | -0.46 | - |
| 2025 | 1.42 | - | - | - | - | - | - | - | - | - | - | - | - |
Single months: Dividends not considered
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.73% | 4.84% | 4.52% | 5.05% | 7.15% |
| Sharpe ratio | 8.18 | 0.08 | -0.35 | -0.43 | -0.07 |
| Best month | +1.42% | +3.27% | +3.27% | +3.27% | +4.94% |
| Worst month | -0.46% | -0.49% | -2.08% | -3.45% | -7.29% |
| Maximum loss | -0.16% | -3.06% | -4.22% | -6.39% | -17.59% |
| Outperformance | +1.93% | - | +2.48% | +9.54% | +3.39% |
All quotes in CHF
Tranches
| Name | Type of yield | Repurchase p. | 1 Year | 3 Years | |
|---|---|---|---|---|---|
| GAMCO Merger Arbitrage S EUR H | reinvestment | 11.9690 | +4.30% | +8.70% | |
| GAMCO Merger Arbitrage S USD | reinvestment | 12.7340 | +5.80% | +14.89% | |
| GAMCO Merger Arbitrage I CHF H | paying dividend | 12.8625 | +1.10% | +1.53% | |
| GAMCO Merger Arbitrage I EUR H | reinvestment | 14.2599 | +3.82% | +7.45% | |
| GAMCO Merger Arbitrage I USD | reinvestment | 16.6290 | +5.53% | +14.10% | |
| GAMCO Merger Arbitrage A CHF H | paying dividend | 12.0159 | +0.63% | +0.56% | |
| GAMCO Merger Arbitrage A EUR H | reinvestment | 13.3213 | +3.13% | +6.02% | |
| GAMCO Merger Arbitrage A USD | reinvestment | 15.6550 | +4.96% | +12.39% |
Performance
| YTD | +1.42% | ||
|---|---|---|---|
| 6 Months | +1.52% | ||
| 1 Year | +1.10% | ||
| 3 Years | +1.53% | ||
| 5 Years | +11.37% | ||
| Since start | +28.63% | ||
| Year | |||
| 2023 | -0.66% | ||
| 2022 | +0.37% | ||
| 2021 | +6.03% | ||
| 2020 | +5.59% | ||
| 2019 | +2.92% | ||
| 2018 | -1.01% | ||
| 2017 | -0.37% | ||
| 2016 | +3.01% | ||