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