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Risk measures based on monthly NAV returns since inception as at 31.01.2010
| | ALTIN (NAV) | MSCI World Hedged USD Price Index | S&P 500 Total Return USD | CGBI WGBI World Total Return USD-hedged |
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| Annualised Volatility |
8.21% |
15.58% |
16.47% |
2.94% |
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| Gain Deviation |
5.06% |
7.28% |
8.85% |
1.94% |
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| Loss Deviation |
6.90% |
12.20% |
12.06% |
1.56% |
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| Sharpe Ratio (RFR 4%) |
+0.40 |
-0.02 |
+0.11 |
+0.65 |
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| Best Month |
+6.67% |
+10.09% |
+9.78% |
+3.04% |
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| Worst Month |
-10.20% |
-15.86% |
-16.80% |
-1.82% |
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| % Positive Months |
67.72% |
55.70% |
60.13% |
72.78% |
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| % Negative Months |
32.28% |
44.30% |
39.87% |
27.22% |
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| Maximum Drawdown |
-30.94% |
-51.89% |
-50.95% |
-2.75% |
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| Recovery Period |
0 |
0 |
0 |
6 |
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| Correlation |
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