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Risk measures based on monthly NAV returns since inception as at 31.12.2011
| | ALTIN (NAV) | MSCI World Hedged USD Price Index | S&P 500 Total Return USD | CGBI WGBI World Total Return USD-hedged |
|
| Annualised Volatility |
8.08% |
15.54% |
16.56% |
2.95% |
|
| Gain Deviation |
4.94% |
7.54% |
9.20% |
1.93% |
|
| Loss Deviation |
6.57% |
11.73% |
11.72% |
1.52% |
|
| Sharpe Ratio (RFR 4%) |
+0.33 |
-0.02 |
+0.16 |
+0.58 |
|
| Best Month |
+6.67% |
+10.09% |
+10.93% |
+3.04% |
|
| Worst Month |
-10.20% |
-15.86% |
-16.80% |
-1.82% |
|
| % Positive Months |
66.30% |
55.25% |
60.22% |
70.17% |
|
| % Negative Months |
33.70% |
44.75% |
39.78% |
29.83% |
|
| Maximum Drawdown |
-30.94% |
-51.89% |
-50.95% |
-3.30% |
|
| Recovery Period |
0 |
0 |
0 |
5 |
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| Correlation |
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