Mutual fund name

Market-factor

Size-factor

Relative valuation

RFR-factor

CAPM

Mkt-RF

Mean

Mkt premium

SMB

Mean

SBM

premium

HML

Mean

HML premium

RF mean

Alpha

Rank

DKO-Lux-Aktien Deutschland

0.5879

0.02%

2.51%

2.050

0.000

4.5%

0.45

0.00%

0.03040

0.26%

12.40%

1

GR Dynamik

0.5353

0.02%

2.51%

1.783

0.000

4.5%

0.26

0.00%

0.03040

0.26%

10.48%

2

GRNoah

0.436

0.02%

2.51%

1.557

0.000

4.5%

0.29

0.00%

0.03040

0.26%

9.29%

3

Istanbul Equity Fund

0.4416

0.02%

2.51%

1.510

0.000

4.5%

0.24

0.00%

0.03040

0.26%

8.95%

4

GOEAST-INVEST

0.9567

0.02%

2.51%

0.984

0.000

4.5%

0.56

0.00%

0.03040

0.26%

8.84%

5

DWSOsteuropa

0.98

0.02%

2.51%

0.698

0.000

4.5%

0.56

0.00%

0.03040

0.26%

7.58%

6

Deka-Convergence Aktien

1.0142

0.02%

2.51%

0.768

0.000

4.5%

0.36

0.00%

0.03040

0.26%

7.39%

7

Deutsche AM Smart Industrial Technologies

0.6824

0.02%

2.51%

0.887

0.000

4.5%

0.37

0.00%

0.03040

0.26%

7.12%

8

Monega Innovation

0.9077

0.02%

2.51%

0.836

0.000

4.5%

0.24

0.00%

0.03040

0.26%

7.07%

9

Deka Umweltinvest

0.811

0.02%

2.51%

1.034

0.000

4.5%

0.02

0.00%

0.03040

0.26%

7.06%

10

Allianz Emerging Markets Equity Dividend

0.9833

0.02%

2.51%

0.853

0.000

4.5%

0.12

0.00%

0.03040

0.26%

6.96%

11

DWS Global Natural Resources Equity Typ O

1.0125

0.02%

2.51%

0.846

0.000

4.5%

0.10

0.00%

0.03040

0.26%

6.94%

12

Deutschland-INVEST

0.7431

0.02%

2.51%

0.890

0.000

4.5%

0.23

0.00%

0.03040

0.26%

6.87%

13

FVB-Deutscher Aktienfonds

0.7147

0.02%

2.51%

0.873

0.000

4.5%

0.27

0.00%

0.03040

0.26%

6.84%

14

Uni Asia

0.78

0.02%

2.51%

1.016

0.000

4.5%

-0.02

0.00%

0.03040

0.26%

6.77%

15

DKO-Lux-Aktien Nordamerika

0.4518

0.02%

2.51%

1.066

0.000

4.5%

0.14

0.00%

0.03040

0.26%

6.66%

16

DWS Financials

0.9767

0.02%

2.51%

0.385

0.000

4.5%

0.69

0.00%

0.03040

0.26%

6.54%

17

Allianz Adiverba

0.8656

0.02%

2.51%

0.287

0.000

4.5%

0.90

0.00%

0.03040

0.26%

6.48%

18

Postbank Megatrend

0.7612

0.02%

2.51%

0.981

0.000

4.5%

-0.06

0.00%

0.03040

0.26%

6.43%

19

SEB European Equity Small Caps

0.462

0.02%

2.51%

1.050

0.000

4.5%

0.07

0.00%

0.03040

0.26%

6.41%

20

DWS Merkur Fonds1

0.8476

0.02%

2.51%

0.661

0.000

4.5%

0.31

0.00%

0.03040

0.26%

6.32%

21

Deutsche ESG European Equities

0.7626

0.02%

2.51%

0.793

0.000

4.5%

0.16

0.00%

0.03040

0.26%

6.26%

22

Ampega Global Aktienfonds

0.3224

0.02%

2.51%

1.046

0.000

4.5%

0.11

0.00%

0.03040

0.26%

6.16%

23

Top Portfolio-INVEST

0.4768

0.02%

2.51%

0.840

0.000

4.5%

0.28

0.00%

0.03040

0.26%

6.13%

24

LINGOHR-ASIEN- SYSTEMATIC-LBB- INVEST

0.6773

0.02%

2.51%

0.897

0.000

4.5%

0.03

0.00%

0.03040

0.26%

6.11%

25