Oktober 2024 Update zum wikifolio Relative Rendite US500
Charts
Portfoliokennzahlen
| Stichtag 07.10.2024 | Relative Rendite US500 | Benchmark |
|---|---|---|
| Wertentwicklung p.a. (CAGR) | 22,5% | 19,96% |
| Relative Rendite | 1,04 | |
| Volatilität | 24,79% | 12,82% |
| Maximaler Verlust | -24,04% | -8,95% |
| Max. konsekutive Verlustdauer | 171 Tage | 195 Tage |
| Sharpe Ratio | 0,75 | 1,23 |
| Capture Ratio Up | 105,86% | |
| Capture Ratio Down | 104,94% | |
| Korrelation | 0,51 | |
| Beta | 0,97 | |
| Tracking Error | 21,3% | |
| Information Ratio | 0,12 | |
| Treynor Ratio | 0,20 | |
| Calmar Ratio | 0,94 | 2,23 |
| Bester Tag | 5,67% | 2,80% |
| Schlechtester Tag | -4,59% | -3,74% |
