September 2024 Update zum wikifolio Relative Rendite US500
Charts
Portfoliokennzahlen
| Stichtag 07.09.2024 | Relative Rendite US500 | Benchmark |
|---|---|---|
| Wertentwicklung p.a. (CAGR) | 20,40% | 16,46% |
| Relative Rendite | 1,06 | |
| Volatilität | 25,15% | 13,03% |
| Maximaler Verlust | -24,04% | -8,95% |
| Max. konsekutive Verlustdauer | 171 Tage | 195 Tage |
| Sharpe Ratio | 0,65 | 0,96 |
| Capture Ratio Up | 109,42% | |
| Capture Ratio Down | 105,24% | |
| Korrelation | 0,51 | |
| Beta | 0,98 | |
| Tracking Error | 21,6% | |
| Information Ratio | 0,18 | |
| Treynor Ratio | 0,17 | |
| Calmar Ratio | 0,85 | 1,84 |
| Bester Tag | 5,67% | 3,02% |
| Schlechtester Tag | -4,76% | -3,60% |
