GAMCO Merger Arbitrage I EUR H/ LU0687944396 /
| NAV1/23/2025 | Chg.+0.0359 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 14.2599EUR | +0.25% | reinvestment | Alternative Investments Worldwide | Waystone M.Co.(Lux) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2011 | - | - | - | - | - | - | - | - | - | -1.40 | 3.85 | 3.81 | - |
| 2012 | -0.19 | -1.70 | 0.29 | 0.38 | 6.29 | -2.06 | 3.02 | -2.22 | -2.09 | -2.78 | 0.48 | 0.47 | -0.47% |
| 2013 | -3.40 | 4.50 | 2.25 | -2.66 | 2.26 | -0.18 | -1.47 | 0.56 | -1.77 | -0.38 | 0.19 | -1.23 | -1.61% |
| 2014 | 2.21 | 0.38 | -0.47 | -0.28 | 1.13 | 0.93 | -0.28 | -0.09 | -0.74 | -0.56 | 1.32 | 0.28 | +3.84% |
| 2015 | -0.56 | 1.86 | 0.37 | 0.46 | 0.63 | -0.36 | -0.54 | -1.00 | -1.10 | 2.13 | 0.27 | 0.72 | +2.87% |
| 2016 | -0.09 | 0.27 | 1.35 | -0.62 | 0.89 | -0.18 | 0.09 | 0.71 | 0.70 | -1.05 | 1.59 | 0.52 | +4.23% |
| 2017 | -1.47 | 0.44 | -0.09 | 1.05 | 0.18 | 0.79 | 0.01 | -0.63 | 0.32 | 0.21 | -0.92 | 0.37 | +0.24% |
| 2018 | 0.69 | -0.41 | -1.28 | -0.91 | 1.36 | 0.85 | -0.84 | 0.26 | 0.34 | -1.78 | 1.77 | -0.43 | -0.43% |
| 2019 | 0.63 | 0.82 | 0.35 | 0.10 | -1.19 | 0.38 | 0.35 | -0.24 | 0.27 | 0.93 | 0.25 | 0.60 | +3.27% |
| 2020 | 0.45 | -0.99 | -7.31 | 5.03 | 0.77 | 0.65 | 0.97 | 1.03 | 0.68 | -0.03 | 2.86 | 2.26 | +6.02% |
| 2021 | 1.84 | 1.71 | -0.63 | 1.61 | 0.60 | 0.02 | -1.46 | 1.17 | 0.07 | 0.99 | -0.25 | 0.49 | +6.27% |
| 2022 | -1.18 | 1.04 | 0.44 | -0.96 | -1.08 | -1.06 | 1.36 | 0.82 | -1.57 | 2.40 | -0.02 | 0.41 | +0.54% |
| 2023 | 0.34 | -0.56 | -0.69 | -0.35 | -3.24 | 2.24 | 1.35 | 0.78 | -0.23 | -1.25 | 1.70 | 2.07 | +2.04% |
| 2024 | -1.20 | 0.43 | 1.28 | -1.89 | -0.11 | -0.87 | 3.51 | 0.03 | 0.54 | -0.26 | 0.50 | -0.23 | - |
| 2025 | 1.61 | - | - | - | - | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 2.71% | 4.86% | 4.53% | 4.94% | 7.11% |
| Sharpe ratio | 9.71 | 0.68 | 0.25 | -0.05 | 0.11 |
| Best month | +1.61% | +3.51% | +3.51% | +3.51% | +5.03% |
| Worst month | -0.23% | -0.26% | -1.89% | -3.24% | -7.31% |
| Maximum loss | -0.15% | -2.58% | -3.75% | -6.17% | -17.63% |
| Outperformance | +1.50% | - | +1.38% | +3.21% | +7.16% |
All quotes in EUR
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 | +1.61% | ||
|---|---|---|---|
| 6 Months | +2.97% | ||
| 1 Year | +3.82% | ||
| 3 Years | +7.45% | ||
| 5 Years | +18.61% | ||
| Since start | +42.60% | ||
| Year | |||
| 2023 | +2.04% | ||
| 2022 | +0.54% | ||
| 2021 | +6.27% | ||
| 2020 | +6.02% | ||
| 2019 | +3.27% | ||
| 2018 | -0.43% | ||
| 2017 | +0.24% | ||
| 2016 | +4.23% | ||