Buy NowHI Varengold CTA Hedge – Anteilsklasse A
Gesamtperformance seit Juli 2001 + 108,07 % *Vergleichende Statistiken
| Since Inception | HI Varengold CTA Hedge A | Stock Index | Managed Futures Index | Bonds Index |
|---|---|---|---|---|
| Gesamtrendite | 108,07% | 35,04% | 69,70% | 71,95% |
| Annualisierte Durchschnittsrendite (geom.) | 8,24% | 3,30% | 5,88% | 6,03% |
| Annualisierte Volatilität (Risiko) | 8,02% | 17,00% | 7,00% | 4,62% |
| Annualisiertes Sharpe Ratio (1%) | 0,91 | 0,22 | 0,71 | 1,08 |
| Prozent der positive Monatsrenditen | 62,16% | 59,46% | 57,66% | 65,77% |
| Maximalrendite (monatlich) | 9,31% | 11,32% | 6,45% | 5,07% |
| Maximalverlust (monatlich) | -4,7% | -18,93% | -4,62% | -2,15% |
| Maximaler Drawdown | -9,01% | -53,65% | -7,74% | -4,48% |
Monatsrenditen
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CTA Hedge Class A Monthly Return Data
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010 | -1,31% | -0,76% | 2,39% | 1,13% | -0,61% | -0,75% | -2,10% | 0,99% | 1,41% | |||
| 2009 | 1,25% | -0,26% | -0,90% | -0,54% | 1,11% | -1,76% | -0,48% | 1,45% | 1,00% | -0,65% | 0,42% | -2,74% |
| 2008 | 0,33% | 4,20% | 0,61% | 1,24% | 0,65% | 1,28% | -2,56% | -0,31% | -1,38% | 9,31% | 1,22% | 0,68% |
| 2007 | 2,70% | -0,76% | -2,89% | 1,88% | 1,01% | 1,21% | 2,06% | -2,52% | 1,27% | 0,75% | 2,64% | 0,46% |
| 2006 | 2,06% | -1,53% | 2,12% | 1,46% | -0,96% | 0,71% | -1,43% | -0,10% | -1,18% | 1,27% | -0,31% | 2,12% |
| 2005 | -1,94% | 1,91% | 1,19% | -1,75% | 2,41% | 2,76% | 0,59% | 1,01% | 1,18% | -0,85% | 2,63% | -0,96% |
| 2004 | 2,10% | 4,59% | -0,19% | -4,38% | 0,41% | -1,57% | -1,06% | 0,62% | 1,39% | 2,12% | 4,90% | 0,51% |
| 2003 | 4,58% | 5,69% | -4,70% | 1,10% | 3,94% | -1,57% | -1,66% | 1,39% | -0,91% | 3,64% | 0,29% | 2,50% |
| 2002 | -4,15% | -2,55% | 1,71% | -1,62% | 2,03% | 6,73% | 3,32% | 2,90% | 3,37% | -2,56% | -1,95% | 5,87% |
| 2001 | % | % | % | % | % | % | 1,11% | 1,37% | 2,34% | 3,57% | -3,08% | 0,51% |
Verteilung
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* Der HI Varengold CTA Hedge wurde erst im Januar 2006 aufgelegt. Die Performancezahlen vor diesem Zeitpunkt beruhen auf gebührenbereinigten Rückrechnungen. Der Aktienindex (weltweit) wird durch den MSCI World Gross Index, der CTA Index durch den Barclay CTA Index und der Anleihenindex (weltweit) durch den Bloomberg Bond Indices dargestellt. Historische Performance ist keine Garantie für zukünftige Erträge.