Quadriga Garantie Anleihe I
| Inception 08.03.1996 |
1 000.00 |
| Index / NAV 27.06.2012 |
1 644.11 |
| Performance: |
64.4 % |
| Performance p.a.: |
5.09 % |
| Type: |
|
| Currency: |
EUR |
| ISIN: |
AT0000341037 |
Index
Inception 08.03.1996 at index 1 000.00
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2002 | | | | | | 1 000.00 | 1 040.89 | 1 108.34 | 1 195.68 | 1 077.45 | 1 029.87 | 1 154.57 | 15.5 % |
| 2003 | 1 252.81 | 1 366.39 | 1 222.92 | 1 210.69 | 1 330.02 | 1 281.53 | 1 252.54 | 1 248.29 | 1 215.51 | 1 233.66 | 1 175.50 | 1 270.24 | 10.0 % |
| 2004 | 1 279.71 | 1 381.70 | 1 381.17 | 1 249.97 | 1 280.66 | 1 220.40 | 1 246.31 | 1 215.29 | 1 248.78 | 1 290.38 | 1 406.94 | 1 400.83 | 10.3 % |
| 2005 | 1 340.48 | 1 325.68 | 1 346.78 | 1 267.26 | 1 298.36 | 1 325.02 | 1 311.23 | 1 301.84 | 1 312.79 | 1 221.02 | 1 303.86 | 1 340.47 | -4.3 % |
| 2006 | 1 399.74 | 1 361.74 | 1 367.78 | 1 400.76 | 1 365.24 | 1 324.29 | 1 265.07 | 1 267.92 | 1 320.99 | 1 370.09 | 1 373.98 | 1 444.23 | 7.7 % |
| 2007 | 1 467.24 | 1 413.81 | 1 376.04 | 1 417.83 | 1 452.03 | 1 498.38 | 1 443.62 | 1 384.42 | 1 435.85 | 1 522.18 | 1 479.24 | 1 520.00 | 5.2 % |
| 2008 | 1 515.47 | 1 659.55 | 1 648.35 | 1 604.68 | 1 663.85 | 1 754.05 | 1 634.85 | 1 557.81 | 1 604.34 | 1 800.81 | 1 854.58 | 1 880.03 | 23.7 % |
| 2009 | 1 886.97 | 1 919.03 | 1 901.02 | 1 819.44 | 1 666.10 | 1 646.38 | 1 566.02 | 1 605.12 | 1 633.51 | 1 528.60 | 1 666.09 | 1 570.72 | -16.5 % |
| 2010 | 1 482.50 | 1 510.42 | 1 603.36 | 1 652.50 | 1 526.60 | 1 511.73 | 1 487.30 | 1 537.11 | 1 580.14 | 1 635.55 | 1 618.83 | 1 679.96 | 7.0 % |
| 2011 | 1 623.75 | 1 665.49 | 1 652.38 | 1 755.02 | 1 625.08 | 1 611.64 | 1 684.81 | 1 712.74 | 1 694.37 | 1 582.01 | 1 558.84 | 1 512.09 | -10.0 % |
| 2012 | 1 528.03 | 1 539.08 | 1 459.89 | 1 462.52 | 1 621.17 | 1 644.11 | | | | | | | 8.7 % |
Performance
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2002 | | | | | | 0.0 % | 4.1 % | 6.5 % | 7.9 % | -9.9 % | -4.4 % | 12.1 % | 15.5 % |
| 2003 | 8.5 % | 9.1 % | -10.5 % | -1.0 % | 9.9 % | -3.6 % | -2.3 % | -0.3 % | -2.6 % | 1.5 % | -4.7 % | 8.1 % | 10.0 % |
| 2004 | 0.7 % | 8.0 % | 0.0 % | -9.5 % | 2.5 % | -4.7 % | 2.1 % | -2.5 % | 2.8 % | 3.3 % | 9.0 % | -0.4 % | 10.3 % |
| 2005 | -4.3 % | -1.1 % | 1.6 % | -5.9 % | 2.5 % | 2.1 % | -1.0 % | -0.7 % | 0.8 % | -7.0 % | 6.8 % | 2.8 % | -4.3 % |
| 2006 | 4.4 % | -2.7 % | 0.4 % | 2.4 % | -2.5 % | -3.0 % | -4.5 % | 0.2 % | 4.2 % | 3.7 % | 0.3 % | 5.1 % | 7.7 % |
| 2007 | 1.6 % | -3.6 % | -2.7 % | 3.0 % | 2.4 % | 3.2 % | -3.7 % | -4.1 % | 3.7 % | 6.0 % | -2.8 % | 2.8 % | 5.2 % |
| 2008 | -0.3 % | 9.5 % | -0.7 % | -2.6 % | 3.7 % | 5.4 % | -6.8 % | -4.7 % | 3.0 % | 12.2 % | 3.0 % | 1.4 % | 23.7 % |
| 2009 | 0.4 % | 1.7 % | -0.9 % | -4.3 % | -8.4 % | -1.2 % | -4.9 % | 2.5 % | 1.8 % | -6.4 % | 9.0 % | -5.7 % | -16.5 % |
| 2010 | -5.6 % | 1.9 % | 6.2 % | 3.1 % | -7.6 % | -1.0 % | -1.6 % | 3.3 % | 2.8 % | 3.5 % | -1.0 % | 3.8 % | 7.0 % |
| 2011 | -3.3 % | 2.6 % | -0.8 % | 6.2 % | -7.4 % | -0.8 % | 4.5 % | 1.7 % | -1.1 % | -6.6 % | -1.5 % | -3.0 % | -10.0 % |
| 2012 | 1.1 % | 0.7 % | -5.1 % | 0.2 % | 10.8 % | 1.4 % | | | | | | | 8.7 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
key data (as of 27.06.2012)
Return Statistics
| Performance p.a.*: | 5.09 % |
| Average Monthly Performance*: | 0.41 % |
| Percentage of Positive Months*: | 54.17 % |
| Highest Monthly Performance*: | 12.25 % |
| Lowest Monthly Performance*: | -10.50 % |
Risk Statistics
| Annual Standard Deviation*: | 16.67 % |
| Monthly Standard Deviation*: | 4.81 % |
| Max. Drawdown***: | -23.93 % |
| Maximum Time off Peak*: | 64 months |
Efficiency Statistics
| Sharpe Ratio**: |
0.31 |
| Sharpe Ratio (1 Year) **: |
N/A |
| Sortino Ratio**: |
0.55 |
| Correlation CISDM CTA Equal Weighted*: |
0.80 |
| Correlation CS/Tremont HF*: |
0.16 |
| Correlation S&P*: |
-0.17 |
| Correlation DAX*: |
-0.20 |
| Correlation Price of Gold*: |
0.26 |
* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis |