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Strategieën Vergelijking
Selecteer 2 of meer strategieën om side-by-side te vergelijken
Metrics Vergelijking
| Metric | Conservative Investment | Dividend Aristocrats | EU Dividend Aristocrats | Factor Momentum | Geoffrey's Momentum | Harmen's Momentum | Low Volatility | Momentum | Multi-Factor | Quality | REIT Big-7 + Tier | REIT FFO Screener | REIT FFO+QM | REIT FFO+QM Maandelijks | REIT QM Momentum | Small Cap | Trading Navigator v17 | Trading Navigator v18 | Trend Following | Value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAGR ? | 10.4% | 7.8% | 10.5% | 6.3% | 3.4% | 10.3% | 4.7% | 7.2% | 7.7% | 10.4% | 8.5% | 8.2% | 8.4% | 11.0% | 11.0% | 10.0% | 12.6% | 12.2% | 20.3% | 10.3% |
| Sharpe Ratio ? | 0.45 | 0.41 | 0.63 | 0.32 | 0.17 | 0.40 | 0.34 | 0.46 | 0.38 | 0.48 | 0.40 | 0.37 | 0.42 | 0.55 | 0.55 | 0.43 | 0.62 | 0.66 | 0.87 | 0.47 |
| Sortino Ratio ? | 0.59 | 0.53 | 0.70 | 0.38 | 0.23 | 0.56 | 0.34 | 0.60 | 0.46 | 0.62 | 0.50 | 0.51 | 0.50 | 0.68 | 0.68 | 0.57 | 0.77 | 0.84 | 1.09 | 0.58 |
| Max Drawdown ? | -56.7% | -40.5% | -30.1% | -45.6% | -41.1% | -67.5% | -32.2% | -28.8% | -54.3% | -51.6% | -37.6% | -40.7% | -38.8% | -37.3% | -35.5% | -58.6% | -48.5% | -40.5% | -47.9% | -54.2% |
| Calmar Ratio ? | 0.18 | 0.19 | 0.35 | 0.14 | 0.08 | 0.15 | 0.14 | 0.25 | 0.14 | 0.20 | 0.23 | 0.20 | 0.22 | 0.29 | 0.31 | 0.17 | 0.26 | 0.30 | 0.42 | 0.19 |
| Alpha ? | -0.08% | -2.77% | 11.33% | -0.91% | -1.50% | 2.65% | 1.24% | 1.86% | -0.76% | 0.32% | 2.83% | 2.99% | 4.02% | 6.19% | 6.41% | -0.47% | 4.04% | 4.15% | 9.39% | 0.07% |
| Beta ? | 1.06 | 0.77 | -0.02 | 0.71 | 0.44 | 1.12 | 0.30 | 0.49 | 0.82 | 0.99 | 0.97 | 1.04 | 0.77 | 0.80 | 0.77 | 1.09 | 0.80 | 0.73 | 0.95 | 1.00 |
| Volatiliteit ? | 23.7% | 17.2% | 14.5% | 18.3% | 12.1% | 35.9% | 8.5% | 12.7% | 18.8% | 21.6% | 21.0% | 23.6% | 18.5% | 18.4% | 18.6% | 25.2% | 18.6% | 16.6% | 21.8% | 21.9% |
| Win Rate ? | 54.0% | 53.1% | 53.9% | 55.2% | 52.9% | 53.0% | 57.0% | 55.3% | 54.9% | 53.8% | 53.4% | 55.2% | 56.8% | 55.9% | 56.4% | 53.1% | 55.0% | 55.0% | 56.3% | 53.8% |
| Totaalrendement ? | 553% | 164% | 463% | 217% | 95% | 550% | 140% | 272% | 332% | 554% | 115% | 142% | 146% | 226% | 220% | 515% | 805% | 722% | 3877% | 590% |