Januar 2025 Update zum wikifolio Relative Rendite US500
Charts
Portfoliokennzahlen
| Stichtag 07.01.2025 | Relative Rendite US500 | Benchmark |
|---|---|---|
| Wertentwicklung p.a. (CAGR) | 19,51% | 22,93% |
| Relative Rendite | 0,94 | |
| Volatilität | 24,21% | 13,12% |
| Maximaler Verlust | -24,04% | -8,95% |
| Max. konsekutive Verlustdauer | 176 Tage | 195 Tage |
| Sharpe Ratio | 0,78 | 1,54 |
| Capture Ratio Up | 101,40% | |
| Capture Ratio Down | 105,58% | |
| Korrelation | 0,51 | |
| Beta | 0,94 | |
| Tracking Error | 20,8% | |
| Information Ratio | -0,16 | |
| Treynor Ratio | 0,16 | |
| Calmar Ratio | 0,81 | 2,56 |
| Bester Tag | 5,67% | 4,20% |
| Schlechtester Tag | -4,76% | -3,60% |
