Name of funds | Total average return | Sharpe ratio | Treynor ratio | Information ratio | Jensen’s alpha (non-regression) | Type of fund | |||||
| Value | Rank | Ratio | Rank | Ratio | Rank | Ratio | Rank | Alpha | Rank |
|
SEB Concept Biotechnology | 18.06% | 2 | 0.604 | 3 | 0.324 | 11 | −17.063 | - | −0.233 | - | Reinvestment |
SEB European Equity Small Caps | 22.17% | 1 | 0.398 | - | 0.864 | 2 | −6.829 | - | −0.121 | - | Distributive |
DWS Aktien Strategie Deutschland | 12.01% | 10 | 0.426 | 21 | 0.103 | - | −8.088 | - | −0.118 | - | Reinvestment |
Deutsche AM Smart Industrial Tech. | 13.81% | 6 | 0.400 | - | 0.256 | 17 | 2.937 | 14 | 0.128 | 7 | Distributive |
apo Medical Opportunities | 10.78% | 15 | 0.697 | 1 | 0.922 | 1 | −8.996 | - | 0.001 | - | Distributive |
NORDINTERNET | 14.20% | 5 | 0.503 | 11 | 0.230 | 18 | 2.937 | 28 | 0.128 | - | Reinvestment |
UniDeutschland XS | 12.81% | 9 | 0.589 | 5 | 0.143 | - | −15.992 | - | -0.133 | - | Reinvestment |
Deka-ConvergenceAktien | 3.34% | - | 0.116 | - | 0.042 | - | 11.645 | 4 | 0.219 | 4 | Distributive |
DWS Russia | 2.13% | - | 0.063 | - | 0.019 | - | 25.182 | 2 | 0.475 | 3 | Reinvestment |
Allianz Biotechnologie | 14.91% | 3 | 0.570 | 7 | 0.370 | 6 | −18.494 | - | −0.222 | - | Distributive |
Siemens Global Growth | 12.84% | 8 | 0.593 | 4 | 0.303 | 14 | 0.279 | 25 | −0.086 | 22 | Reinvestment |
Total average market | 4.90% | - | 0.246 | - | 0.067 | - | -* | - | -* | - | - |
Eugene Fama Benchmark | 3.99% | - | 0.247 | - | 0.043 | - | -* | - | -* | - | - |