Fonds-Crashtest
Fonds | Punkte Gesamt |
Pkt. Perfor- mance |
Pkt. Stress- test |
Pkt. Rating | Perf. 3 Jahre |
Max. Verlust 3 Jahre |
Vol. in Mio. € |
|
---|---|---|---|---|---|---|---|---|
1 | Marshall Wace TOPS Fund Market Neutral | 172 | 59 | 88 | 25 | 15,43 | 3,74 | 2839 |
2 | Nordea Stable Equity Long/Short Fund Euro Hedged | 172 | 47 | 85 | 40 | 18,54 | 5,82 | 1447 |
3 | Sycomore L/S Opportunities | 166 | 63 | 73 | 30 | 12,21 | 9,85 | 368 |
4 | M 100 | 149 | 39 | 95 | 15 | 7,47 | 2,63 | 94 |
5 | DNB TMT Absolute Return | 149 | 54 | 80 | 15 | 14,43 | 10,91 | 197 |
6 | Loys Global L/S | 144 | 24 | 85 | 35 | 13,72 | 6,63 | 274 |
7 | Uni-Global Absolute Return | 132 | 37 | 80 | 15 | 8,47 | 6,85 | 113 |
8 | Candriam Index Arbitrage | 128 | 25 | 98 | 5 | 0,37 | 1,27 | 1157 |
9 | MS Alkeon Fund USD | 112 | 47 | 50 | 15 | 28,13 | 19,36 | 83 |
10 | Oyster Market Neutral | 103 | 20 | 75 | 8 | -4,48 | 10,11 | 225 |
11 | F&C Water and Agriculture Equity Long Short Fund USD | 93 | 45 | 48 | 0 | 1,41 | 31,16 | 15 |
12 | GAM Star Global Selector USD | 90 | 37 | 53 | 0 | -6,29 | 27,62 | 56 |
13 | CCI Healthcare Long-Short Fund | 86 | 27 | 59 | 0 | -3,03 | 25,60 | 190 |
14 | C-Quadrat SMN Equity Trend Plus | 75 | 9 | 66 | 0 | -2,46 | 20,54 | 20 |
Punkte Outperformance | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Fonds | Punkte Perf. |
Perf. 1 Jahr |
Pkt. Perf. 1 Jahr |
Perf. 3 Jahr |
Pkt. Perf. 3 Jahr |
Perf. 5 Jahr |
Pkt. Perf. 5 Jahr |
ges. | 1. Jahr |
2. Jahr |
3. Jahr |
4. Jahr |
5. Jahr |
|
1 | Sycomore L/S Opportunities | 63 | 4,92 | 26 | 12,21 | 14 | 42,62 | 18 | 5 | 5 | -5 | -5 | 5 | 5 |
2 | Marshall Wace TOPS Fund Market Neutral | 59 | 0,46 | 22 | 15,43 | 17 | 32,25 | 15 | 5 | 5 | 5 | -5 | 5 | -5 |
3 | DNB TMT Absolute Return | 54 | 12,18 | 29 | 14,43 | 16 | 18,71 | 14 | -5 | 5 | -5 | -5 | 5 | -5 |
4 | MS Alkeon Fund USD | 47 | 2,70 | 25 | 28,13 | 22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |
5 | Nordea Stable Equity Long/Short Fund Euro Hedged | 47 | 5,35 | 27 | 18,54 | 20 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |
6 | F&C Water and Agriculture Equity Long Short Fund USD | 45 | -0,32 | 18 | 1,41 | 10 | 13,13 | 12 | 5 | 5 | -5 | 5 | -5 | 5 |
7 | M 100 | 39 | 0,87 | 23 | 7,47 | 12 | -6,22 | 9 | -5 | 5 | -5 | 5 | -5 | -5 |
8 | GAM Star Global Selector USD | 37 | -13,64 | 10 | -6,29 | 5 | 37,01 | 17 | 5 | -5 | -5 | 5 | 5 | 5 |
9 | Uni-Global Absolute Return | 37 | 1,63 | 24 | 8,47 | 13 | 0 | 0 | 5 | -5 | 5 | 0 | -5 | |
10 | CCI Healthcare Long-Short Fund EUR | 27 | -11,92 | 12 | -3,03 | 7 | 14,77 | 13 | -5 | -5 | -5 | 5 | 5 | -5 |
11 | Candriam Index Arbitrage | 25 | 0,27 | 21 | 0,37 | 9 | 2,71 | 10 | -15 | 5 | -5 | -5 | -5 | -5 |
12 | Loys Global L/S | 24 | -1,07 | 14 | 13,72 | 15 | 0 | -5 | -5 | -5 | 5 | 5 | -5 | |
13 | Oyster Market Neutral | 20 | -7,96 | 13 | -4,48 | 6 | 10,59 | 11 | -10 | -5 | 0 | -5 | 5 | -5 |
14 | C-Quadrat SMN Equity Trend Plus | 9 | -13,41 | 11 | -2,46 | 8 | 0 | -10 | -5 | -5 | 5 | 0 | -5 |
Fonds | Pkt Stresstest |
Vola 3 Jahre | Pkt. Vola 3 Jahre |
Max. Draw-down 3 Jahre |
Pkt. Max. Drawdown 3 Jahre |
Beta Faktor 3 Jahre |
Pkt. Beta Faktor 3 Jahre |
|
---|---|---|---|---|---|---|---|---|
1 | Candriam Index Arbitrage | 98 | 0,80 | 30 | 1,27 | 40 | -0,01 | 28 |
2 | M 100 | 95 | 1,58 | 29 | 2,63 | 39 | 0,03 | 27 |
3 | Marshall Wace TOPS Fund Market Neutral | 88 | 3,55 | 27 | 3,74 | 38 | 0,40 | 23 |
4 | Loys Global L/S | 85 | 4,41 | 26 | 6,63 | 34 | 0,30 | 25 |
5 | Nordea Stable Equity Long/Short Fund Euro Hedged | 85 | 6,80 | 21 | 5,82 | 35 | -0,13 | 29 |
6 | DNB TMT Absolute Return | 80 | 6,73 | 22 | 10,91 | 28 | -0,25 | 30 |
7 | Uni-Global Absolute Return | 80 | 5,26 | 24 | 6,85 | 32 | 0,30 | 24 |
8 | Oyster Market Neutral | 75 | 5,03 | 25 | 10,11 | 29 | 0,47 | 21 |
9 | Sycomore L/S Opportunities | 73 | 5,95 | 23 | 9,85 | 30 | 0,71 | 20 |
10 | C-Quadrat SMN Equity Trend Plus | 66 | 7,19 | 20 | 20,54 | 24 | 0,43 | 22 |
11 | CCI Healthcare Long-Short Fund | 59 | 11,02 | 17 | 25,60 | 23 | 0,96 | 19 |
12 | GAM Star Global Selector USD | 53 | 11,60 | 13 | 27,62 | 22 | 1,04 | 18 |
13 | MS Alkeon UCITS Fund USD | 50 | 13,75 | 11 | 19,36 | 25 | 1,90 | 14 |
14 | F&C Water and Agriculture Equity Long Short Fund USD | 48 | 13,69 | 12 | 31,16 | 21 | 1,89 | 15 |
Fonds | Pkt Ratings |
Feri | Pkt. Feri |
FWW Fundstars |
Pkt. FWW Fundstars |
Lipper | Pkt. Lipper |
Morningstar | Pkt. Morningstar |
Sauren | Pkt. Sauren |
Telos | Pkt. Telos |
|
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Nordea Stable Equity Long/Short Fund Euro Hedged | 40 | 0 | 5 | 20 | 18 | 20 | 0 | 0 | 0 | ||||
2 | Loys Global L/S | 35 | 0 | 5 | 20 | 13 | 5 | 0 | 0 | 5 | 10 | |||
3 | Sycomore L/S Opportunities | 30 | 0 | 5 | 20 | 15 | 10 | 0 | 0 | 0 | ||||
4 | Marshall Wace TOPS Fund Market Neutral | 25 | 0 | 5 | 20 | 13 | 5 | 0 | 0 | 0 | ||||
5 | MS Alkeon Fund USD | 15 | 0 | 4 | 10 | 10 | 5 | 0 | 0 | 0 | ||||
6 | M 100 | 15 | E | 0 | 4 | 10 | 11 | 5 | 0 | 0 | 0 | |||
7 | Uni-Global Absolute Return | 15 | 0 | 3 | 5 | 15 | 10 | 0 | 0 | 0 | ||||
8 | DNB TMT Absolute Return | 15 | 0 | 4 | 10 | 13 | 5 | 0 | 0 | 0 | ||||
9 | Oyster Market Neutral | 8 | 0 | 1 | 0 | 9 | 0 | 0 | 1 | 4 | 3 | 4 | ||
10 | Candriam Index Arbitrage | 5 | 0 | 3 | 5 | 7 | 0 | 0 | 0 | 1 | 0 | |||
11 | GAM Star Global Selector USD | 0 | D | 0 | 2 | 0 | 6 | 0 | 0 | 0 | 2 | 0 | ||
12 | CCI Healthcare Long-Short Fund EUR | 0 | 0 | 2 | 0 | 5 | 0 | 0 | 0 | 0 | ||||
13 | F&C Water and Agriculture Equity Long Short Fund USD | 0 | 0 | 2 | 0 | 9 | 0 | 0 | 0 | 0 | ||||
14 | C-Quadrat SMN Equity Trend Plus | 0 | 0 | 1 | 0 | 8 | 0 | 1 | 0 | 0 | 1 | 0 |
Sortierkriterium: Punkte Gesamt, Quelle: Testverfahren DER FONDS, Berechnung und Daten: FWW Fundservices GmbH (Stichtag: 26. August 2016), Wertentwicklung auf Euro-Basis