Compare
Parametric Alt. MS Alkeon P Cap GBP IE00B945VM21
NAV
- Periodicity
- Daily
- Currency
- British Pound
- Last update
- 12/14/2018
- NAV
- 1,171.160
- Daily change (%)
- -
Charts
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Performance (Euro)
| Analysis at 12/14/2018 | YTD | 1 year | 3 years | 5 years |
|---|---|---|---|---|
| Performance | -14.19% | -16.20% | -8.91% | 3.67% |
| Analysis at 12/14/2018 | 1 year | 3 years | 5 years |
|---|---|---|---|
| Volatility | 17.61% | 16.82% | 15.76% |
| Negative volatility | 13.68% | 12.76% | 11.21% |
| Sharpe | Neg | Neg | 0.17 |
| Sortino | Neg | Neg | 0.23 |
Annual performance (Euro)
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | ||
| Parametric Alt. MS Alkeon P Cap GBP | 10.48% | 8.16% | 3.09% | -16.90% | 27.63% | -14.19% | |
| Total Return - Long Short Strategy | 2.71% | -3.47% | 4.58% | 6.09% | 1.56% | 0.76% | |