März 2025 Update zum wikifolio Relative Rendite US500
Charts
Chart von wikfiolio.com
Performance-Charts
Relative Rendite
Drawdown-Chart
Signal-Overlay-Chart
Portfoliokennzahlen
| Stichtag 07.03.2025 | Relative Rendite US500 | Benchmark |
|---|---|---|
| Wertentwicklung p.a. (CAGR) | 13,02% | 17,61% |
| Relative Rendite | 0,91 | |
| Volatilität | 24,57% | 13,42% |
| Maximaler Verlust | -24,04% | -9,64% |
| Max. konsekutive Verlustdauer | 231 Tage | 195 Tage |
| Sharpe Ratio | 0,35 | 0,99 |
| Capture Ratio Up | 101,74% | |
| Capture Ratio Down | 105,44% | |
| Korrelation | 0,54 | |
| Beta | 0,99 | |
| Tracking Error | 20,59% | |
| Information Ratio | -0,22 | |
| Treynor Ratio | 0,08 | |
| Calmar Ratio | 0,54 | 1,83 |
| Bester Tag | 5,67% | 4,20% |
| Schlechtester Tag | -6,33% | -3,60% |
