Charts
Portfoliokennzahlen
Stichtag 07.11.2024 | Relative Rendite US500 | Benchmark |
---|---|---|
Wertentwicklung p.a. (CAGR) | 20,74% | 22,87% |
Relative Rendite | 0,96 | |
Volatilität | 24,64% | 13,24% |
Maximaler Verlust | -24,04% | -8,95% |
Max. konsekutive Verlustdauer | 171 Tage | 195 Tage |
Sharpe Ratio | 0,68 | 1,43 |
Capture Ratio Up | 99,43% | |
Capture Ratio Down | 105,23% | |
Korrelation | 0,50 | |
Beta | 0,93 | |
Tracking Error | 21,4% | |
Information Ratio | -0,1 | |
Treynor Ratio | 0,18 | |
Calmar Ratio | 0,83 | 2,55 |
Bester Tag | 5,67% | 4,2% |
Schlechtester Tag | -4,76% | -3,60% |