| SDAX | DAX | MSCI EU S | MSCI EU L | MSCI US S | MSCI US L |
| Rounded figures on annual basis | |||||
Return (%) | 9.42 | 6.06 | 7.07 | 0.54 | 11.01 | 10.80 |
Risk-free (%) | 0.80 | 0.80 | −0.47 | −0.47 | 0.76 | 0.76 |
Volatility (%) | 24.57 | 23.52 | 19.40 | 19.33 | 20.46 | 15.31 |
Sharpe Ratio | 0.35 | 0.22 | 0.39 | 0.05 | 0.50 | 0.66 |
Downside Deviation (%) | 5.49 | 4.81 | 4.65 | 4.09 | 4.96 | 3.66 |
Sortino Ratio | 1.57 | 1.09 | 1.62 | 0.25 | 2.07 | 2.74 |