Februar 2025 Update zum wikifolio Relative Rendite US500
Charts
Chart von wikfiolio.com
Performance-Charts
Relative Rendite
Drawdown-Chart
Signal-Overlay-Chart
Portfoliokennzahlen
| Stichtag 07.02.2025 | Relative Rendite US500 | Benchmark |
|---|---|---|
| Wertentwicklung p.a. (CAGR) | 20,54% | 23,28% |
| Relative Rendite | 0,95 | |
| Volatilität | 24,20% | 13,22% |
| Maximaler Verlust | -24,04% | -8,95% |
| Max. konsekutive Verlustdauer | 203 Tage | 195 Tage |
| Sharpe Ratio | 0,67 | 1,44 |
| Capture Ratio Up | 101,35% | |
| Capture Ratio Down | 105,57% | |
| Korrelation | 0,53 | |
| Beta | 0,96 | |
| Tracking Error | 20,58% | |
| Information Ratio | -0,13 | |
| Treynor Ratio | 0,17 | |
| Calmar Ratio | 0,85 | 2,60 |
| Bester Tag | 5,67% | 4,20% |
| Schlechtester Tag | -4,76% | -3,60% |
