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Backtesting Risk-Budget 2

Last Login: 08/26/2024


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+9.5%
since 10/10/2022

-
Ø-Perf. per year

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Performance (1yr)

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Volatility (1yr)

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Return/Risk



Portfolio chart

Details

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Trading Idea

Das Portfolio ist eine Simulation für ein Risikobudget von 1.000.000 EUR. Es gelten folgende Handelseingrenzungen zur Risikominderung: Die einzig handelbare Assetklasse sind Aktien. Es sollen lediglich DAX und EURO STOXX Werte gehandelt werden. Leerverkäufe sind ebenfalls ausgeschlossen. Das mindest Order-Volumen pro Aktie beträgt 100 TEUR, das maximale Order-Volumen beträgt 200 TEUR.

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Master data

Symbol

WF000BTRB2

Date created

10/10/2022

Index level

-

High watermark

109.5

Investment Universe

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For the composition of the virtual portfolio click here.