Dezember 2024 Update zum wikifolio Relative Rendite US500
Charts
Portfoliokennzahlen
| Stichtag 07.12.2024 | Relative Rendite US500 | Benchmark |
|---|---|---|
| Wertentwicklung p.a. (CAGR) | 22,97% | 24,28% |
| Relative Rendite | 0,98 | |
| Volatilität | 24,38% | 13,14% |
| Maximaler Verlust | -24,04% | -8,95% |
| Max. konsekutive Verlustdauer | 171 Tage | 195 Tage |
| Sharpe Ratio | 0,78 | 1,54 |
| Capture Ratio Up | 103,52% | |
| Capture Ratio Down | 105,49% | |
| Korrelation | 0,51 | |
| Beta | 0,94 | |
| Tracking Error | 21% | |
| Information Ratio | -0,06 | |
| Treynor Ratio | 0,20 | |
| Calmar Ratio | 0,96 | 2,71 |
| Bester Tag | 5,67% | 4,2% |
| Schlechtester Tag | -4,76% | -3,60% |
