To make wikifolios more comparable with each other, each published wikifolio receives a score based on 13 different criteria.
According to this score the wikifolios are sorted and are given a place in the wikifolio ranking.

Shows the ratio of performance to volatility and thus the return per unit of risk taken. The two components are annualized.

Volatility measures the intensity of the fluctuation of the daily returns of a wikifolio around their mean value. It is a mathematical quantity (standard deviation) for the risk of an investment.

The highest difference in the respective period between a price low and the previously reached high of the wikifolio. Calculation: (price low x 100 / previously reached high) - 100.

The ratio of the mean of daily returns to their standard deviation. The higher the Sharpe Ratio, the better the performance over the specified period relative to the risk taken. This value is recalculated once a day.

The Sortino Ratio is a variation of the Sharpe Ratio. Instead of looking at total volatility, it looks only at negative excess returns, i.e. downside risk. The higher the Sortino Ratio, the better the performance in relation to the downside risk taken.

Annualized performance and risk

Cumulative performance

wikifolio.com key figures

Other key risk indicators

Beta

Popular key figures

Tags easily explained

More about the calculation

Outperformance: This wikifolio has a significant annual alpha of over 3%. 
Alpha is the extra return that cannot be explained by the market and is attributable to the active portfolio management of the wikifolio trader.

Outperformance: The wikifolio has a beta of no more than 0.5 in at least one comparison period. 
The further beta is from 1, the more active and independent of the market an investment strategy performs.

Results for “DE000TUAG505”