AMAT: $338.94 ▲ 14.20 (4.37%)CAT: $704.82 ▲ 23.92 (3.51%)JNJ: $242.59 ▲ 2.19 (0.91%)LRCX: $211.15 ▲ 11.82 (5.93%)MRK: $117.13 ▲ 1.34 (1.15%)MU: $389.32 ▲ 19.02 (5.14%)XOM: $150.44 ▼ -0.77 (-0.51%)CRM: $198.79 ▼ -3.32 (-1.64%)IBM: $253.33 ▼ -5.52 (-2.13%)MSFT: $409.41 ▲ 0.45 (0.11%)NFLX: $98.32 ▼ -0.70 (-0.71%)ORCL: $151.54 ▼ -1.42 (-0.93%)PLTR: $156.43 ▼ -0.73 (-0.46%)AAL.L: $3,273.00 ▲ 146.00 (4.67%)ASM.AS: $690.40 ▲ 14.40 (2.13%)ASML.AS: $1,172.60 ▲ 25.00 (2.18%)AZN.L: $14,634.00 ▲ 192.00 (1.33%)BAYN.DE: $39.22 ▲ 1.63 (4.34%)ENGI.PA: $26.92 ▲ 0.63 (2.40%)ENR.DE: $154.75 ▲ 6.00 (4.03%)GLEN.L: $519.40 ▲ 12.60 (2.49%)HSBA.L: $1,271.40 ▲ 20.40 (1.63%)NOVN.SW: $121.78 ▼ -3.52 (-2.81%)RIO.L: $6,724.00 ▲ 89.00 (1.34%)ROG.SW: $335.90 ▲ 3.50 (1.05%)RR.L: $1,293.50 ▲ 55.00 (4.44%)RWE.DE: $54.38 ▲ 1.08 (2.03%)SU.PA: $251.50 ▲ 6.35 (2.59%)TTE.PA: $68.18 ▼ -0.71 (-1.03%)ULVR.L: $4,867.50 ▼ -36.00 (-0.73%)NEM: $116.96 ▲ 0.67 (0.58%)XAUUSD: $5,187.10 ▲ 49.19 (0.96%)WDC: $262.06 ▲ 16.81 (6.85%)CVX: $189.43 ▼ -0.51 (-0.27%)INTC: $45.58 ▲ 2.16 (4.97%)LLY: $1,008.39 ▲ 18.06 (1.82%)WMT: $124.34 ▲ 0.54 (0.44%)ABBN.SW: $67.02 ▲ 1.74 (2.67%)ALV.DE: $351.20 ▲ 7.00 (2.03%)BNP.PA: $87.34 ▲ 2.01 (2.36%)ENEL.MI: $9.54 ▲ 0.15 (1.60%)GSK.L: $2,069.00 ▲ 23.00 (1.12%)NESN.SW: $78.65 ▼ -1.40 (-1.75%)NG.L: $1,344.00 ▲ 11.50 (0.86%)SHELL.AS: $36.62 ▼ -0.45 (-1.20%)SIE.DE: $229.05 ▲ 7.95 (3.60%)AMGN: $376.97 ▲ 7.44 (2.01%)COP: $117.03 ▼ -0.04 (-0.03%)PEP: $161.53 ▲ 2.10 (1.32%)VZ: $50.45 ▼ -0.67 (-1.31%)ABI.BR: $62.26 ▼ -0.32 (-0.51%)TTE: $80.29 ▲ 1.53 (1.94%)COST: $1,005.30 ▲ 7.20 (0.72%)LIN: $483.62 ▼ -1.12 (-0.23%)BA.L: $2,248.00 ▼ -11.00 (-0.49%)DTE.DE: $32.35 ▼ -0.15 (-0.46%)AAPL: $259.88 ▲ 2.42 (0.94%)NVDA: $182.65 ▲ 4.83 (2.72%)

Performance Dashboard

Global Systematic Fund Performance in EUR

Period: Jan 1, 2000 - Mar 10, 2026

Performance by Period

Ann. Return

13.80%

Jan 2000 - Mar 2026

YTD

1.24%

3M

1.55%

6M

13.99%

1Y

16.57%

3Y

58.12%

5Y

81.34%

10Y

386.10%

20Y

1,428.37%

Performance Summary

Metric Value
Start Balance 10,000.00
End Balance 295,202.32
Annualized Return 13.80%
Standard Deviation 0.48%
Best Month 17.34%
Worst Month -13.61%
Maximum Drawdown 24.92%
Sharpe Ratio 0.31
Sortino Ratio 0.37
Rendement moyen (mois positifs) 0.21%
Rendement moyen (mois négatifs) -0.17%
% de mois positifs 55.39%
Mois consécutifs négatifs (max) 16 (Aug 2015 - Sep 2015)

Monthly Performance by Year

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Annual
2026 0.94% 0.30% -1.06% - - - - - - - - - 0.17%
2025 3.68% -1.23% -1.47% 0.94% -1.05% 1.00% 2.23% 0.64% 6.63% 6.31% -0.98% 0.30% 17.90%
2024 0.52% 7.31% 2.63% -4.97% 3.03% 1.54% -0.29% 2.23% 0.45% -1.00% 5.72% 0.06% 18.03%
2023 3.72% -0.71% 2.01% 0.46% 3.83% 1.87% 2.40% -0.69% -2.27% -1.84% 1.31% 4.76% 15.58%
2022 -8.32% -0.39% 2.52% 0.90% 0.43% -1.57% 2.28% -1.26% 0.66% 0.15% -0.17% -1.82% -6.80%
2021 -0.83% 5.48% 2.08% 0.72% 4.67% 0.53% 0.99% 2.70% -5.18% 8.28% 3.68% 0.05% 24.99%
2020 2.83% -2.06% 0.49% 5.15% 6.11% 2.35% 6.29% 6.28% -3.78% -3.60% 6.78% 5.33% 36.20%
2019 1.36% 1.84% 3.46% 0.36% -3.47% 5.11% 0.21% 2.34% -1.62% 0.40% 2.56% 4.79% 18.40%
2018 4.46% -0.52% -2.19% 1.79% 4.20% 0.76% 0.78% 5.14% 1.79% -6.20% 1.66% -1.49% 10.06%
2017 0.17% 3.69% 2.63% 1.17% 1.39% -1.87% 0.29% 2.18% 0.33% 4.54% -0.36% 1.40% 16.52%
2016 -2.68% 2.15% 0.75% 0.79% 2.83% 3.17% 4.60% -0.26% 2.10% -1.24% 4.83% 4.31% 23.18%
2015 3.80% 2.42% 0.85% -2.91% 3.70% -1.47% 3.32% -4.95% 0.54% 1.35% 1.97% -0.81% 7.64%
2014 0.15% 5.14% -3.92% -0.18% 1.30% 2.24% -1.30% 4.08% -0.08% 1.24% 4.17% -0.28% 12.92%
2013 7.19% -0.21% 1.46% 3.34% 4.63% -1.98% 4.58% 0.68% 4.31% 1.80% 0.35% 3.48% 33.53%
2012 -0.95% 3.51% 1.79% -3.14% -3.97% 1.88% 2.77% -0.32% 1.83% -0.25% 2.07% 1.99% 7.13%
2011 5.23% 2.04% -1.93% 2.27% -2.34% 0.24% 0.16% 3.17% 1.25% 0.04% 2.44% 0.19% 13.26%
2010 -8.38% 2.02% 5.45% 4.51% 5.01% -8.97% -3.11% -0.42% 2.15% 2.98% 2.46% 0.03% 2.42%
2009 0.01% -0.97% 0.76% -3.25% -0.42% -0.87% 7.86% 5.53% 5.11% -5.15% 5.62% 6.02% 21.11%
2008 -5.51% 1.34% 0.53% -0.23% 0.88% -3.65% -0.61% 3.38% -2.84% -4.14% -0.28% 7.40% -4.32%
2007 0.60% -2.86% 1.22% 4.44% 6.60% -0.15% 0.29% 0.89% 4.53% 3.84% -0.29% 2.05% 22.90%
2006 6.89% -1.29% 0.42% 0.42% -5.65% 1.09% 1.37% 0.77% 4.53% 3.92% 3.74% -0.56% 16.17%
2005 -1.14% 3.22% -2.71% -2.09% 3.02% 2.21% 2.56% 0.81% 6.64% -0.46% 6.13% 3.26% 23.09%
2004 2.59% -0.83% -0.71% -4.77% -0.68% -14.89% -3.97% -0.80% 1.21% 3.21% 1.76% 2.16% -15.90%
2003 0.00% 2.57% 0.06% 3.14% 7.06% 0.28% 3.54% 4.73% -3.59% 15.22% 1.00% 0.19% 38.53%
2002 0.73% -2.96% 36.43% -11.14% 0.29% -2.78% -2.67% -0.02% 3.07% -1.35% 0.26% -3.51% 10.60%
2001 -2.43% -1.01% -1.23% 0.08% 0.95% -0.85% -4.63% -1.61% -1.29% 2.83% 0.17% 2.51% -6.52%
2000 1.22% 7.98% 5.12% 2.72% -2.35% 3.31% -0.54% 2.78% -2.27% 1.43% 0.21% 2.14% 23.47%

Performance Analysis by Month

Metric Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Année
Minimum -8.38% -2.96% -3.92% -11.14% -5.65% -14.89% -4.63% -4.95% -5.18% -6.20% -0.98% -3.51% -15.90%
Maximum 7.19% 7.98% 36.43% 5.15% 7.06% 5.11% 7.86% 6.28% 6.64% 15.22% 6.78% 7.40% 38.53%
Moyenne 0.59% 1.33% 2.05% 0.02% 1.54% -0.44% 1.13% 1.46% 0.93% 1.24% 2.19% 1.69% 14.08%
Médiane 0.60% 1.34% 0.76% 0.59% 1.35% 0.40% 0.88% 0.85% 0.94% 0.82% 1.86% 1.69% 16.17%
% Positif 70.37% 55.56% 70.37% 65.38% 69.23% 57.69% 69.23% 65.38% 65.38% 61.54% 80.77% 76.92% 85.19%
Échantillons 27 27 27 26 26 26 26 26 26 26 26 26 27

Portfolio Growth (Initial Investment: 10,000.00 EUR)

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