Robeco QI Global Dynamic Duration
Provider: Exchange
| Annualised Return | 2.23% |
| Realised Volatility | 4.55% |
| Downside Volatility | 2.74% |
| Max Drawdown | -21.13% |
| Winning months | 52% |
| Sharpe Ratio | 0.49 |
| Sortino Ratio | 0.82 |
| Calmar Ratio | 0.11 |
| Viking Ratio | 0.12 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.98% | 0.21% | 0.41% | -0.22% | 0.61% | -0.13% | 1.63% | 1.53% | 1.65% | 4.79% | |||
| 2023 | 2.07% | 0.16% | 0.46% | 0.17% | -0.87% | 0.24% | -0.06% | 0.03% | -0.21% | -0.19% | 2.42% | 3.25% | 7.64% |
| 2022 | -1.83% | -1.25% | -1.61% | -1.76% | -1% | -1.11% | 3.25% | -4.34% | -4.59% | -0.67% | 1.47% | -2.4% | -14.96% |
| 2021 | -0.52% | -1.22% | -0.46% | 0.08% | 0.21% | 0.26% | 1.2% | -0.58% | -1.51% | -0.81% | 0.79% | -1.48% | -4.01% |
| 2020 | 0.78% | 0.89% | 0.21% | 0.89% | -0.54% | -0.85% | 0.5% | -0.57% | 0.29% | -0.44% | 0.23% | -0.2% | 1.18% |
| 2019 | 1.16% | -0.36% | 1.53% | -0.29% | 1.08% | 1.25% | 0.57% | 4.35% | -1.91% | -1.65% | -0.44% | -0.58% | 4.65% |
| 2018 | -0.22% | -0.14% | 0.65% | -0.5% | -0.7% | 0.34% | -0.55% | -0.09% | -0.69% | -0.29% | 0.63% | 2.64% | 1.06% |
| 2017 | -0.48% | 0.03% | 0.01% | 0.2% | 0.16% | -0.49% | 0.07% | 1.14% | -0.85% | 0.27% | 0.07% | -0.18% | -0.07% |
| 2016 | 4.05% | 2.17% | -0.04% | -0.22% | 0.15% | 1.12% | -0.15% | -0.61% | -0.28% | -1.46% | -2.86% | -0.48% | 1.23% |
| 2015 | 3.79% | -2.01% | 0.74% | -0.98% | -0.44% | -0.55% | 1.52% | -0.44% | 1.72% | 0.05% | -0.15% | -0.58% | 2.59% |
| 2014 | 2.22% | 0.22% | -0.15% | 0.2% | 0.46% | -0.09% | 0.31% | 2.41% | -0.68% | 1.35% | 1.94% | 1.36% | 9.92% |
| 2013 | -0.9% | 0.01% | 0.31% | 1.55% | -1.62% | -0.78% | 0.19% | -0.67% | 1.01% | 0.71% | -0.07% | -1.43% | -1.71% |
| 2012 | 0.42% | -0.06% | -0.2% | 0.47% | 2.37% | -1.29% | 1.52% | -0.49% | -0.49% | -0.25% | 0.99% | -0.23% | 2.74% |
| 2011 | -0.08% | -0.38% | -0.04% | 0.32% | 1.01% | -0.39% | 1.18% | 3.01% | 2.09% | -1.81% | -0.29% | 2.63% | 7.36% |
| 2010 | 0.34% | 0.12% | -0.05% | 0.29% | 1.43% | 0.79% | 0.13% | 3.98% | -1.25% | -0.56% | -0.81% | -0.25% | 4.12% |
| 2009 | -2.92% | 0.19% | 1.44% | -0.46% | -0.78% | 0.8% | -0.64% | 1.22% | 0.59% | -0.73% | 1% | -1.72% | -2.08% |
| 2008 | 0.62% | 0.52% | 1.09% | -0.83% | -0.08% | 0.12% | 0.66% | 2.13% | 1.43% | 0.86% | 5.12% | 4.46% | 17.15% |
| 2007 | -0.31% | 0.39% | -0.52% | -0.05% | 0.15% | 0.06% | 0.49% | 1.5% | -0.59% | 0.68% | 0.6% | -0.31% | 2.08% |
| 2006 | -0.76% | 0.13% | -0.1% | -0.16% | 0.33% | -0.08% | 0.29% | 0.95% | 1.14% | -0.58% | 0.56% | -0.6% | 1.09% |