Overzicht — Backtest Dashboard

Beste CAGR

20.3%

Trend Following

Beste Sharpe Ratio

0.87

Trend Following

Laagste Max Drawdown

-28.8%

Momentum

Strategieën Overzicht

Strategie	CAGR ?	Sharpe ?	Sortino ?	Max DD ?	Calmar ?	Alpha ?	Beta ?	Vol ?	IR ?
Conservative Investment	10.4%	0.45	0.59	-56.7%	0.18	-0.08%	1.06	23.7%	0.06
Dividend Aristocrats	7.8%	0.41	0.53	-40.5%	0.19	-2.77%	0.77	17.2%	-0.53
Factor Momentum	6.3%	0.32	0.38	-45.6%	0.14	-0.91%	0.71	18.3%	-0.34
Low Volatility	4.7%	0.34	0.34	-32.2%	0.14	1.24%	0.30	8.5%	-0.49
Momentum	7.2%	0.46	0.60	-28.8%	0.25	1.86%	0.49	12.7%	-0.33
Multi-Factor	7.7%	0.38	0.46	-54.3%	0.14	-0.76%	0.82	18.8%	-0.28
Quality	10.4%	0.48	0.62	-51.6%	0.20	0.32%	0.99	21.6%	0.02
REIT FFO Screener	8.2%	0.37	0.51	-40.7%	0.20	2.99%	1.04	23.6%	0.39
REIT Gerard	8.5%	0.40	0.50	-37.6%	0.23	2.83%	0.97	21.0%	0.53
REIT QM Momentum	11.0%	0.55	0.68	-35.5%	0.31	6.41%	0.77	18.6%	0.47
Small Cap	10.0%	0.43	0.57	-58.6%	0.17	-0.47%	1.09	25.2%	0.05
Trend Following	20.3%	0.87	1.09	-47.9%	0.42	9.39%	0.95	21.8%	0.74
Value	10.3%	0.47	0.58	-54.2%	0.19	0.07%	1.00	21.9%	0.00

Eigen Strategieën

Strategie	CAGR ?	Sharpe ?	Sortino ?	Max DD ?	Calmar ?	Alpha ?	Beta ?	Vol ?	IR ?
EU Dividend Aristocrats	10.5%	1.62	1.80	-30.1%	0.35	54.84%	-0.02	31.9%	0.07
Geoffrey's Momentum	11.4%	0.76	1.09	-33.1%	0.34	6.33%	0.43	12.6%	-0.05
Harmen's Momentum	10.3%	0.40	0.56	-67.5%	0.15	2.65%	1.12	35.9%	0.14
REIT FFO+QM	8.4%	0.42	0.50	-38.8%	0.22	4.02%	0.77	18.5%	0.24
Trading Navigator v17	12.6%	0.62	0.77	-48.5%	0.26	4.04%	0.80	18.6%	0.16
Trading Navigator v18	12.2%	0.66	0.84	-40.5%	0.30	4.15%	0.73	16.6%	0.09