LRCX: $217.94 ▼ -2.76 (-1.25%)MU: $399.65 ▲ 2.07 (0.52%)AMAT: $322.38 ▲ 3.60 (1.13%)GOOG: $328.43 ▼ -2.41 (-0.73%)LLY: $1,064.29 ▼ -23.09 (-2.12%)COST: $983.25 ▲ 7.08 (0.73%)HD: $383.77 ▲ 2.74 (0.72%)NFLX: $86.12 ▲ 2.58 (3.09%)ORCL: $177.16 ▼ -1.02 (-0.57%)PG: $150.15 ▲ 0.22 (0.15%)BARC.L: $480.30 ▼ -5.15 (-1.06%)BAYN.DE: $44.56 ▲ 0.39 (0.88%)BBVA.MC: $21.08 ▼ -0.24 (-1.13%)ENR.DE: $141.75 ▲ 4.25 (3.09%)GLE.PA: $69.82 ▼ -0.90 (-1.27%)GLEN.L: $501.00 ▲ 10.85 (2.21%)ITX.MC: $55.00 ▼ -0.28 (-0.51%)ROG.SW: $348.10 ▲ 0.20 (0.06%)RWE.DE: $51.56 ▲ 0.26 (0.51%)STAN.L: $1,829.00 ▼ -25.50 (-1.38%)UBSG.SW: $37.16 ▼ -0.77 (-2.03%)XAUUSD: $4,982.41 ▲ 46.34 (0.94%)IEF: $95.95 ▲ 0.16 (0.17%)AMD: $259.68 ▲ 5.95 (2.35%)CAT: $626.62 ▼ -21.79 (-3.36%)GS: $918.88 ▼ -35.77 (-3.75%)MRK: $108.18 ▼ -1.00 (-0.92%)TSLA: $449.06 ▼ -0.30 (-0.07%)ASML.AS: $1,178.20 ▲ 1.80 (0.15%)AZN.L: $13,580.00 ▲ 20.00 (0.15%)CFR.SW: $154.55 ▼ -2.25 (-1.43%)GSK.L: $1,801.00 ▼ -3.50 (-0.19%)HSBA.L: $1,231.00 ▼ -13.20 (-1.06%)INGA.AS: $24.14 ▼ -0.38 (-1.55%)LLOY.L: $101.65 ▼ -0.25 (-0.25%)MC.PA: $591.40 ▼ -4.30 (-0.72%)RIO.L: $6,576.00 ▲ 90.00 (1.39%)UCG.MI: $71.76 ▼ -0.71 (-0.98%)INTC: $45.07 ▼ -9.25 (-17.03%)AAPL: $248.04 ▼ -0.31 (-0.12%)JNJ: $220.14 ▲ 1.65 (0.76%)TMO: $625.98 ▼ -13.47 (-2.11%)ABBN.SW: $59.76 ▲ 0.26 (0.44%)SAN.MC: $10.48 ▼ -0.15 (-1.45%)AMCR: $44.28 ▲ 1.51 (3.53%)WDC: $236.39 ▼ -6.90 (-2.84%)AMZN: $239.16 ▲ 4.82 (2.06%)AVGO: $320.05 ▼ -5.44 (-1.67%)MSFT: $465.95 ▲ 14.81 (3.28%)NVDA: $187.67 ▲ 2.83 (1.53%)KLAC: $1,512.78 ▲ 12.78 (0.85%)RTX: $195.93 ▼ -0.41 (-0.21%)XOM: $134.97 ▲ 1.33 (1.00%)BNP.PA: $88.14 ▼ -0.21 (-0.24%)NOVN.SW: $115.64 ▲ 0.54 (0.47%)NOVO-B.CO: $401.35 ▲ 4.65 (1.17%)RR.L: $1,253.00 ▲ 9.00 (0.72%)SIE.DE: $254.40 ▼ -3.60 (-1.40%)

Performance Dashboard

Global Systematic Fund Performance in EUR

Period: Jan 1, 2000 - Jan 24, 2026

Performance by Period

Ann. Return

13.81%

Jan 2000 - Jan 2026

YTD

0.00%

3M

5.58%

6M

15.84%

1Y

17.90%

3Y

60.84%

5Y

87.36%

10Y

377.30%

20Y

1,492.83%

Performance Summary

Metric Value
Start Balance 10,000.00
End Balance 291,574.96
Annualized Return 13.81%
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 55.30%
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 0.88% - - - - - - - - - - - 0.88%
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 0.58% 1.37% 2.17% 0.02% 1.54% -0.44% 1.13% 1.46% 0.93% 1.24% 2.19% 1.69% 14.11%
Médiane 0.60% 1.59% 0.80% 0.59% 1.35% 0.40% 0.88% 0.85% 0.94% 0.82% 1.86% 1.69% 16.17%
% Positif 70.37% 53.85% 73.08% 65.38% 69.23% 57.69% 69.23% 65.38% 65.38% 61.54% 80.77% 76.92% 85.19%
Échantillons 27 26 26 26 26 26 26 26 26 26 26 26 27

Portfolio Growth (Initial Investment: 10,000.00 EUR)

Page generated in 7.5130 seconds