Първоначално изпратено от IvelinaJensen
Разгледай мнение
THE MATRIX
Portfolio | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
Portfolio 1 | 12.75% | 7.06% | 21.63% | -1.60% | -5.20% | 1.52 | 3.23 | 0.79 |
Vanguard 500 Index Investor | 11.46% | 15.95% | 31.33% | -5.02% | -19.63% | 0.66 | 0.95 | 1.00 |
Portfolio | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
Portfolio 1 | 9.54% | 7.58% | 21.63% | -7.23% | -16.14% | 1.08 | 1.88 | 0.70 |
Vanguard 500 Index Investor | 8.74% | 14.68% | 32.18% | -37.02% | -50.97% | 0.56 | 0.80 | 1.00 |
Коментар