Juli 2024 Update zum wikifolio Relative Rendite US500
Charts
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% |
