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Risk measures based on monthly NAV returns since inception as at 31.07.2010
| | 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 |
8.17% |
15.65% |
16.58% |
2.90% |
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| Gain Deviation |
4.97% |
7.37% |
8.82% |
1.91% |
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| Loss Deviation |
6.82% |
12.14% |
12.00% |
1.57% |
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| Sharpe Ratio (RFR 4%) |
+0.38 |
-0.02 |
+0.12 |
+0.67 |
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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 |
67.68% |
56.10% |
60.37% |
73.17% |
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| % Negative Months |
32.32% |
43.90% |
39.63% |
26.83% |
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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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