SDAX

DAX

MSCI EU

S

MSCI EU

L

MSCI US

S

MSCI US

L

Rounded figures on annual basis

Return (%)

10.83

7.56

9.95

2.08

11.01

10.80

Risk-free (%)

0.80

0.80

−0.47

−0.47

0.76

0.76

Downside Deviation (%)

4.54

3.97

3.86

3.16

4.96

3.66

Sortino Ratio

2.21

1.70

2.70

0.81

2.07

2.74