Strategieën Vergelijking
Selecteer 2 of meer strategieën om side-by-side te vergelijken
Metrics Vergelijking
| Metric | Conservative Investment | Dividend Aristocrats | Factor Momentum | Low Volatility | Momentum | Multi-Factor | Quality | Small Cap | Trend Following | Value |
|---|---|---|---|---|---|---|---|---|---|---|
| CAGR | 22.3% | 9.6% | 18.9% | 6.1% | 17.0% | 13.2% | 20.4% | 14.1% | 28.9% | 15.3% |
| Sharpe Ratio | 0.94 | 0.51 | 0.76 | 0.47 | 0.69 | 0.72 | 0.93 | 0.61 | 1.18 | 0.68 |
| Sortino Ratio | 1.25 | 0.67 | 0.94 | 0.48 | 0.88 | 0.89 | 1.21 | 0.80 | 1.52 | 0.84 |
| Max Drawdown | -47.0% | -36.5% | -56.7% | -36.6% | -52.9% | -42.7% | -43.9% | -52.3% | -44.1% | -56.9% |
| Calmar Ratio | 0.47 | 0.26 | 0.33 | 0.17 | 0.32 | 0.31 | 0.46 | 0.27 | 0.65 | 0.27 |
| Alpha (ann.) | 11.81% | -0.75% | 9.36% | 1.81% | 6.70% | 5.27% | 9.72% | 3.94% | 17.18% | 5.03% |
| Beta | 0.89 | 0.78 | 0.89 | 0.37 | 0.99 | 0.71 | 0.90 | 0.98 | 0.88 | 0.95 |
| Volatiliteit | 21.9% | 16.8% | 23.9% | 9.3% | 24.2% | 16.5% | 20.1% | 22.7% | 21.9% | 21.6% |
| Win Rate | 56.1% | 53.3% | 54.9% | 56.7% | 55.8% | 56.3% | 56.2% | 53.9% | 56.4% | 55.6% |
| Totaalrendement | 5222% | 253% | 2265% | 212% | 1812% | 1062% | 3822% | 1252% | 15498% | 1566% |