Book 1
Book 1
Book 1
0.854%
1.419%
1.147%
1.117%
1.127%
1.099%
1.097%
1.010%
1.037%
0.966%
0.786%
0.19%
0.43%
0.33%
0.31%
0.30%
0.29%
0.28%
0.26%
0.25%
0.23%
0.18%
/
4.471723
3.285868
3.500797
3.650691
3.78186
3.77764
3.885215
3.906151
4.150386
4.238942
4.361852
Portfolio
1
2
3
4
5
6
7
8
9
10
11
Wp
0.5%
-2585.44%
362.53%
-266.87%
-132.70%
127.57%
67.84%
141.62%
-290.73%
629.18%
403.73%
1643.28%
100%
2.67%
69867813.87%
11.83%
SRp
18.34%
613548352.01%
11.39%
1%
-21198438418.39%
5368709129.09%
2733735527.45%
2443899466.61%
2539856567.66%
2270967217.61%
2265119655.00%
1431636895.62%
1716549384.65%
1053374331.70%
-625409657.00%
100%
ValueDecile
Weighted
1
ReturnPortfolio
incl.
Return
dividends
Max Sharp Ratio
1.5%
2.0%
############### ##########
5368709129.09% ##########
3081081311.40% ##########
2805366723.82% ##########
2880057631.80% ##########
2634358359.05% ##########
2584574314.11% ##########
1769656977.22% ##########
1887615273.74% ##########
1170557712.96% ##########
-760689908.17% ##########
100%
100%
2.5%
##########
##########
##########
##########
##########
##########
##########
##########
##########
##########
##########
100%
3.0%
0.00%
100.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
100%
1.42%
6.57%
-24.05%
VWR-ID
1
2
3
4
5
6
7
8
9
10
0.00191
0.00201
0.00199
0.00201
0.00207
0.00209
0.00211
0.00207
0.00207
0.00202
0.00183
0.00201
0.00432
0.00358
0.00337
0.00321
0.00307
0.00297
0.00272
0.00257
0.00234
0.00171
Decile
2
Portfolio
Return
Decile
3
Portfolio
Return
Decile
4
Portfolio
Return
Decile
5
Portfolio
Return
Decile
6
Portfolio
Return
Decile
7
Portfolio
Return
Decile
8
Portfolio
Return
Decile
9
Portfolio
Return
Decile
10
Portfolio
Return
0.00199
0.00358
0.00328
0.00308
0.00297
0.00287
0.00279
0.00259
0.00248
0.00228
0.00173
0.00201
0.00337
0.00308
0.00306
0.00293
0.00286
0.00278
0.00260
0.00250
0.00230
0.00176
0.00207
0.00321
0.00297
0.00293
0.00298
0.00288
0.00282
0.00265
0.00255
0.00236
0.00183
0.00209
0.00307
0.00287
0.00286
0.00288
0.00291
0.00280
0.00265
0.00256
0.00239
0.00186
0.00211
0.00297
0.00279
0.00278
0.00282
0.00280
0.00282
0.00264
0.00257
0.00241
0.00189
0.00207
0.00272
0.00259
0.00260
0.00265
0.00265
0.00264
0.00259
0.00249
0.00235
0.00188
0.00207
0.00257
0.00248
0.00250
0.00255
0.00256
0.00257
0.00249
0.00250
0.00233
0.00190
0.00202
0.00234
0.00228
0.00230
0.00236
0.00239
0.00241
0.00235
0.00233
0.00228
0.00188
0.00183
0.00171
0.00173
0.00176
0.00183
0.00186
0.00189
0.00188
0.00190
0.00188
0.00180