Performance
Rolling
Calendar
| Cumulative at 18/08/2025 | Previous day | 1 week | 4 weeks | 3 months | 6 months | YTD | 1 year | 3 years | 5 years | 8 years |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.03 % | 0.44 % | 1.45 % | 1.45 % | -2.21 % | -0.34 % | 4.88 % | 11.57 % | 23.02 % | 24.75 % |
| Category | -0.04 % | 0.42 % | 0.94 % | 1.88 % | -1.17 % | 1.47 % | 4.64 % | 11.15 % | 19.40 % | 26.05 % |
| Difference | 0.01 % | 0.01 % | 0.51 % | -0.42 % | -1.03 % | -1.81 % | 0.24 % | 0.43 % | 3.62 % | -1.30 % |
| Index* | 0.10 % | 0.16 % | 1.42 % | 1.29 % | -4.18 % | -1.92 % | 4.34 % | 12.42 % | 33.76 % | 63.32 % |
| Difference | -0.13 % | 0.28 % | 0.03 % | 0.17 % | 1.97 % | 1.58 % | 0.54 % | -0.85 % | -10.74 % | -38.57 % |
| Data | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Fund | 12.07 % | 9.43 % | -13.47 % | 10.38 % | -0.23 % | 11.22 % | -6.61 % | - |
| Category | 8.58 % | 8.10 % | -12.98 % | 9.65 % | 2.58 % | 12.85 % | -6.50 % | 4.51 % |
| Difference | 3.49 % | 1.33 % | -0.50 % | 0.73 % | -2.80 % | -1.63 % | -0.10 % | - |
| Index* | 15.05 % | 10.63 % | -11.73 % | 16.23 % | 4.20 % | 19.21 % | -0.09 % | 0.63 % |
| Difference | -2.98 % | -1.20 % | -1.74 % | -5.85 % | -4.43 % | -7.98 % | -6.51 % | - |
Index*: 50% MSCI World/50% ICE Global
Performance and monthly indicators as at 31/07/2025
| 1 year | 3 years | 5 years | |
|---|---|---|---|
| Annualised Perf. | |||
| Fund | 4.64 % | 4.20 % | 4.45 % |
| Category | 3.97 % | 3.87 % | 3.82 % |
| Difference | 0.67 % | 0.33 % | 0.63 % |
| Index* | 4.17 % | 4.47 % | 6.33 % |
| Difference | 0.47 % | -0.27 % | -1.88 % |
| Risk | |||
| Volatility | 8.00 % | 7.31 % | 7.47 % |
| Cat Volatility | 7.32 % | 6.34 % | 6.29 % |
| Volatility Index | 10.45 % | 8.39 % | 8.33 % |
| Max Drawdown | -10.97 % | -10.97 % | -14.55 % |
| Recovery period | - | - | 939 j |
| DSR | 6.42 % | 5.66 % | 5.42 % |
| Sortino | 0.28 | 0.23 | 0.55 |
| VAR 95 | -2.38 % | -1.97 % | -1.96 % |
| VAR 99 | -3.17 % | -3.13 % | -3.13 % |
Index*: 50% MSCI World/50% ICE Global
| 1 year | 3 years | 5 years | |
|---|---|---|---|
| Ratios | |||
| Sharpe Ratio | 0.23 | 0.18 | 0.40 |
| Tracking Error | 5.76 % | 4.44 % | 4.06 % |
| Information Ratio (Income Tax) | 0.08 | -0.06 | -0.46 |
| Up Capture Ratio | 0.70 | 0.79 | 0.78 |
| Down Capture Ratio | 0.64 | 0.76 | 0.80 |
| Omega Ratio | 1.08 | 1.06 | 1.15 |
| Reactivity | |||
| Beta | 0.64 | 0.74 | 0.78 |
| R² | 70.22 | 71.97 | 76.32 |
| Bullish beta | 0.52 | 0.54 | 0.70 |
| Bearish beta | 0.66 | 0.79 | 0.83 |
| Asymmetry | |||
| Skewness | -1.16 | -0.81 | -0.45 |
| Kurtosis | 1.66 | 0.57 | 0.78 |
Advanced indicators
Drawdown frequency over different periods
Rolling performance over different periods
From to, or periods of duration, the investment was lost in cases (i.e times)
Sistema Anima Magellano A
Alloc. Mode. Global - EUR
The indicators, the Quantalys barometer and the position of the fund in relation to its category are calculated up to 31/07/2025. All performances are calculated in Euro and are not guaranteed. Past performance is not indicative of future performance. Performances provided are gross of management fees applied by life insurance contracts.The benchmark index of the Quantalys category Allocation Moderate Global - EUR is: 50% MSCI World + 50% ICE BofA Global Broad Market. The benchmark used on the graph of the fund is 50% MSCI World + 50% ICE BofA Global Broad Market.