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Product:
Comparison securities:
All
Other
Indices
Currencies
Funds
Commodities
Economic Data
Superfund funds
Start date: month
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2
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11
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year
1900
1901
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1911
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2014
2015
2016
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2018
2019
2020
2021
2022
2023
2024
End date: month
1
2
3
4
5
6
7
8
9
10
11
12
year
1900
1901
1902
1903
1904
1905
1906
1907
1908
1909
1910
1911
1912
1913
1914
1915
1916
1917
1918
1919
1920
1921
1922
1923
1924
1925
1926
1927
1928
1929
1930
1931
1932
1933
1934
1935
1936
1937
1938
1939
1940
1941
1942
1943
1944
1945
1946
1947
1948
1949
1950
1951
1952
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
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2000
2001
2002
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2004
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2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
Inflation corrected
Rolling return:
No
3 months
12 months
24 months
36 months
48 months
60 months
Chart resolution:
660x325
740x330
800x460
660x300
1620x820
transparent
scale:
logarithmic
linear
relative (%)
absolute
lines:
all
4
3
2
1
0
Total performance
Return p.a.
Maximum drawdown
Volatility p.a.
Downside Volatility
Sharpe Ratio
MAR Ratio
Sortino Ratio
Download Timeseries
-
Product-Info
From:
Beginning of
11/2008
To:
End of
3/2010
Super Alpha Fund Retail Units
Return
Total performance
-17,34 %
Return p.a.
-13,03 %
Risk
Maximum drawdown
-24,25 %
Volatility p.a.
12,42 %
Downside Volatility
6,55 %
Statistics
Sharpe Ratio
-1,08
MAR Ratio
-0,54
Sortino Ratio
-1,99
Correlation
1,00
No responsibility is taken for the correctness of the provided results. The calculating programs do not substitute expert advice.
Technology by
Software AG
Software AG