Backtest Dashboard
Overzicht van alle factor-strategieën — Beleggen.com backtestframework
Beste CAGR
28.9%
Trend Following
Beste Sharpe Ratio
1.18
Trend Following
Laagste Max Drawdown
-36.5%
Dividend Aristocrats
Strategieën Overzicht
| Strategie | CAGR | Sharpe | Sortino | Max DD | Calmar | Alpha | Beta | Volatiliteit | Info Ratio |
|---|---|---|---|---|---|---|---|---|---|
| Conservative Investment | 22.3% | 0.94 | 1.25 | -47.0% | 0.47 | 11.81% | 0.89 | 21.9% | 0.77 |
| Dividend Aristocrats | 9.6% | 0.51 | 0.67 | -36.5% | 0.26 | -0.75% | 0.78 | 16.8% | -0.36 |
| Factor Momentum | 18.9% | 0.76 | 0.94 | -56.7% | 0.33 | 9.36% | 0.89 | 23.9% | 0.51 |
| Low Volatility | 6.1% | 0.47 | 0.48 | -36.6% | 0.17 | 1.81% | 0.37 | 9.3% | -0.43 |
| Momentum | 17.0% | 0.69 | 0.88 | -52.9% | 0.32 | 6.70% | 0.99 | 24.2% | 0.46 |
| Multi-Factor | 13.2% | 0.72 | 0.89 | -42.7% | 0.31 | 5.27% | 0.71 | 16.5% | 0.16 |
| Quality | 20.4% | 0.93 | 1.21 | -43.9% | 0.46 | 9.72% | 0.90 | 20.1% | 0.85 |
| Small Cap | 14.1% | 0.61 | 0.80 | -52.3% | 0.27 | 3.94% | 0.98 | 22.7% | 0.30 |
| Trend Following | 28.9% | 1.18 | 1.52 | -44.1% | 0.65 | 17.18% | 0.88 | 21.9% | 1.11 |
| Value | 15.3% | 0.68 | 0.84 | -56.9% | 0.27 | 5.03% | 0.95 | 21.6% | 0.40 |