Juli 2024 Update zum wikifolio Relative Rendite US500
Charts
![](https://relativerendite.com/wp-content/uploads/2024/07/Wikifolio-Update-Relative-Rendite-US500-Chart-07.07.2024.png)
Portfoliokennzahlen
Stichtag 07.07.2024 | Relative Rendite US500 | Benchmark |
---|---|---|
Wertentwicklung p.a. (CAGR) | 31,61% | 22,14% |
Relative Rendite | 1,13 | |
Volatilität | 24,96% | 12,27% |
Maximaler Verlust | -24,04% | -8,39% |
Max. konsekutive Verlustdauer | 171 Tage | 195 Tage |
Sharpe Ratio | 1,11 | 1,48 |
Capture Ratio Up | 138,56% | |
Capture Ratio Down | 112,27% | |
Korrelation | 0,59 | |
Beta | 1,20 | |
Tracking Error | 20,25% | |
Information Ratio | 0,47 | |
Treynor Ratio | 0,23 | |
Bester Tag | 5,67% | 2,80% |
Schlechtester Tag | -4,59% | -3,74% |