| 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 |