Fonds-Crashtest
Fonds | Punkte Gesamt |
Pkt. Perfor- mance |
Pkt. Stress- test |
Pkt. Rating | Perf. 3 Jahre |
Max. Verlust 3 Jahre |
Vol. in Mio. € |
|
---|---|---|---|---|---|---|---|---|
1 | Newton Real Return Fund (GBP) | 165 | 56 | 64 | 45 | 17,9% | 6,5% | 13.733 |
2 | SEB Asset Selection Fund EUR | 160 | 67 | 56 | 37 | 24,1% | 9,5% | 1.142 |
3 | Bellevue BB Global Macro | 154 | 48 | 76 | 30 | 23,0% | 8,2% | 75 |
4 | DWS Concept Kaldemorgen | 152 | 24 | 91 | 37 | 19,6% | 5,9% | 3.598 |
5 | Wave Total Return Fonds Dynamic | 143 | 19 | 84 | 40 | 10,3% | 8,1% | 32 |
6 | Deka-Global Opportunities Plus CF | 143 | 52 | 41 | 50 | 26,8% | 11,4% | 146 |
7 | M&G Episode Macro Fund S USD | 141 | 71 | 38 | 32 | 40,4% | 8,4% | 102 |
8 | GAM Star Flexible Global Portfolio | 138 | 26 | 82 | 30 | 17,4% | 7,9% | 188 |
9 | Robeco GTAA Fund | 136 | 73 | 31 | 32 | 44,9% | 13,8% | 20 |
10 | UBS Key Selection Dynamic Alpha (USD) | 136 | 63 | 38 | 35 | 19,6% | 8,5% | 976 |
11 | SEB Asset Selection Opportunistic | 134 | 86 | 8 | 40 | 49,1% | 18,2% | 243 |
12 | Macquarie Absolute Return Asset Allocation Fund | 131 | 19 | 87 | 25 | 10,7% | 7,5% | 42 |
13 | Parvest Diversified Dynamic | 127 | 28 | 67 | 32 | 14,7% | 9,7% | 255 |
14 | Putnam Total Return Fund | 126 | 63 | 38 | 25 | 16,0% | 9,8% | 253 |
15 | Parworld Quant Equity World Guru | 116 | 45 | 21 | 50 | 59,8% | 13,8% | 338 |
16 | Invesco Balanced-Risk Allocation Fund | 101 | 9 | 72 | 20 | 1,5% | 9,7% | 3270 |
17 | Nordea Multi-Asset Fund | 100 | 26 | 60 | 14 | 11,5% | 11,3% | 304 |
18 | Eaton Vance International Global Macro Fund | 99 | 28 | 57 | 14 | 14,9% | 5,8% | 31 |
19 | Deka-Wertkonzept offensiv CF | 92 | -5 | 92 | 5 | -2,3% | 7,8% | 137 |
20 | Man AHL Trend Alternative DNY | 84 | 59 | 10 | 15 | 27,1% | 19,3% | 239 |
21 | 1741 Global Risk Diversification Base | 81 | 12 | 49 | 20 | 9,0% | 11,7% | 275 |
22 | GAM Star Keynes Quantitative Strategies EUR | 76 | 21 | 40 | 15 | 11,7% | 12,5% | 243 |
23 | Crown Managed Futures | 71 | 56 | 10 | 5 | 16,6% | 16,6% | 332 |
24 | MFS Meridian Global Multi-Asset Fund USD | 70 | 26 | 39 | 5 | 10,4% | 11,2% | 93 |
25 | AC Risk Parity 7 | 59 | -13 | 72 | 0 | -7,9% | 11,3% | 165 |
26 | VB Triple | 53 | -5 | 58 | 0 | -1,4% | 10,2% | 11 |
27 | Nordea Heracles Long/Short MI | 50 | 19 | 26 | 5 | 20,1% | 15,2% | 158 |
28 | Pimco Global Multi-Asset Fund EUR (Hedged) | 48 | -3 | 46 | 5 | -2,6% | 13,7% | 1277 |
29 | SOP Globale Aktien Allokation | 47 | 0 | 47 | 0 | 1,2% | 16,2% | 57 |
30 | Amandea Altruid Hybrid | 45 | 5 | 23 | 17 | 9,9% | 16,4% | 12 |
31 | AC Risk Parity 12 | 27 | -5 | 32 | 0 | -8,4% | 17,6% | 118 |
32 | PEH Empire | 24 | -4 | 20 | 8 | 2,8% | 24,8% | 42 |
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 | SEB Asset Selection Opportunistic | 86 | 21,0% | 28 | 49,1% | 24 | 47,2% | 19 | 15 | 5 | 5 | 5 | -5 | 5 |
2 | Robeco GTAA Fund | 73 | 16,0% | 25 | 44,9% | 23 | 61,8% | 20 | 5 | 5 | -5 | 5 | -5 | 5 |
3 | M&G Episode Macro Fund S USD | 71 | 20,8% | 27 | 40,4% | 22 | 37,4% | 17 | 5 | 5 | 5 | 5 | -5 | -5 |
4 | SEB Asset Selection Fund | 67 | 11,1% | 22 | 24,1% | 19 | 23,8% | 11 | 15 | 5 | 5 | 5 | -5 | 5 |
5 | Putnam Total Return Fund | 63 | 9,2% | 19 | 16,0% | 11 | 42,1% | 18 | 15 | 5 | 5 | -5 | 5 | 5 |
6 | UBS Key Selection Dynamic Alpha (USD) | 63 | 9,2% | 18 | 19,6% | 16 | 29,8% | 14 | 15 | 5 | 5 | 5 | 5 | -5 |
7 | Man AHL Trend Alternative DNY | 59 | 17,5% | 26 | 27,1% | 21 | 21,2% | 7 | 5 | 5 | 5 | -5 | -5 | 5 |
8 | Newton Real Return Fund (GBP) | 56 | 9,5% | 21 | 17,9% | 14 | 32,5% | 16 | 5 | 5 | 5 | -5 | 5 | -5 |
9 | Crown Managed Futures | 56 | 24,7% | 29 | 16,6% | 12 | 22,2% | 10 | 5 | 5 | 5 | -5 | 5 | -5 |
10 | Deka-Global Opportunities Plus CF | 52 | 2,2% | 12 | 26,8% | 20 | 30,8% | 15 | 5 | -5 | 5 | 5 | 5 | -5 |
11 | Bellevue Funds BB Global Macro | 48 | 7,3% | 17 | 23,0% | 18 | 21,4% | 8 | 5 | 5 | 0 | 5 | 0 | -5 |
12 | Parworld Quant Equity World Guru | 45 | 9,4% | 20 | 59,8% | 25 | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
13 | Eaton Vance International Global Macro Fund | 28 | 14,4% | 23 | 14,9% | 10 | - | 0 | -5 | 5 | -5 | -5 | 5 | -5 |
14 | Parvest Diversified Dynamic | 28 | 1,0% | 8 | 14,7% | 9 | 18,9% | 6 | 5 | -5 | 5 | 5 | 5 | -5 |
15 | MFS Meridian Global Multi-Asset Fund | 26 | 5,2% | 16 | 10,4% | 5 | - | 0 | 5 | -5 | 5 | -5 | 5 | 5 |
16 | Nordea Multi-Asset Fund | 26 | 1,8% | 11 | 11,5% | 7 | 14,8% | 3 | 5 | -5 | 5 | 5 | 5 | -5 |
17 | GAM Star Flexible Global Portfolio | 26 | -0,8% | 4 | 17,4% | 13 | 22,0% | 9 | 0 | -5 | 0 | 5 | 5 | -5 |
18 | DWS Concept Kaldemorgen | 24 | 3,4% | 14 | 19,6% | 15 | - | 0 | -5 | -5 | -5 | 5 | 5 | -5 |
19 | GAM Star Keynes Quantitative Strategies | 21 | 14,6% | 24 | 11,7% | 8 | 15,8% | 4 | -15 | 5 | -5 | -5 | -5 | -5 |
20 | Macquarie Absolute Return Asset Allocation Fund | 19 | 3,0% | 13 | 10,7% | 6 | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
21 | Wave Total Return Fonds Dynamic | 19 | 3,4% | 15 | 10,3% | 4 | 16,5% | 5 | -5 | -5 | -5 | 5 | 5 | -5 |
22 | Nordea Heracles Long/Short MI | 19 | -0,6% | 5 | 20,1% | 17 | 14,1% | 2 | -5 | -5 | 5 | 5 | -5 | -5 |
23 | 1741 Global Risk Diversification Base | 12 | -0,9% | 3 | 9,0% | 2 | 24,3% | 12 | -5 | -5 | -5 | 5 | -5 | 5 |
24 | Invesco Balanced-Risk Allocation Fund | 9 | -3,6% | 1 | 1,5% | 0 | 26,8% | 13 | -5 | -5 | -5 | -5 | 5 | 5 |
25 | Amandea Altruid Hybrid | 5 | 0,1% | 6 | 9,9% | 3 | 14,1% | 1 | -5 | -5 | 5 | -5 | -5 | 5 |
26 | SOP Globale Aktien Allokation | 0 | -3,7% | 0 | 1,2% | 0 | - | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
27 | Pimco Global Multi-Asset Fund EUR (Hedged) | -3 | 0,5% | 7 | -2,6% | 0 | 6,9% | 0 | -10 | -5 | -5 | -5 | 0 | 5 |
28 | PEH Empire | -4 | -7,1% | 0 | 2,8% | 1 | 5,0% | 0 | -5 | -5 | -5 | 5 | -5 | 5 |
29 | Deka-Wertkonzept offensiv CF | -5 | -6,2% | 0 | -2,3% | 0 | 0,1% | 0 | -5 | -5 | -5 | 5 | 5 | -5 |
30 | VB Triple | -5 | 1,6% | 10 | -1,4% | 0 | 6,0% | 0 | -15 | -5 | -5 | -5 | -5 | 5 |
31 | AC Risk Parity 12 | -5 | -3,6% | 0 | -8,4% | 0 | 4,6% | 0 | -5 | -5 | 5 | -5 | -5 | 5 |
32 | AC Risk Parity 7 | -13 | -3,4% | 2 | -7,9% | 0 | -2,7% | 0 | -15 | -5 | -5 | -5 | -5 | 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 | Deka-Wertkonzept offensiv CF | 92 | 3,2% | 30 | 7,8% | 34 | 0,33 | 28 |
2 | DWS Concept Kaldemorgen | 91 | 3,5% | 29 | 5,9% | 37 | 0,52 | 25 |
3 | Macquarie Absolute Return Asset Allocation Fund | 87 | 4,5% | 28 | 7,5% | 35 | 0,56 | 24 |
4 | Wave Total Return Fonds Dynamic | 84 | 5,1% | 26 | 8,1% | 32 | 0,51 | 26 |
5 | GAM Star Flexible Global Portfolio | 82 | 5,0% | 27 | 7,9% | 33 | 0,64 | 22 |
6 | Bellevue BB Global Macro | 76 | 5,4% | 25 | 8,2% | 31 | 0,67 | 20 |
7 | Invesco Balanced-Risk Allocation Fund | 72 | 6,0% | 22 | 9,7% | 27 | 0,61 | 23 |
8 | AC Risk Parity 7 | 72 | 5,8% | 24 | 11,3% | 21 | 0,49 | 27 |
9 | Parvest Diversified Dynamic | 67 | 5,9% | 23 | 9,7% | 26 | 0,84 | 18 |
10 | Newton Real Return Fund (GBP) | 64 | 7,3% | 20 | 6,5% | 36 | 1,11 | 8 |
11 | Nordea Multi-Asset Fund | 60 | 7,4% | 19 | 11,3% | 20 | 0,65 | 21 |
12 | VB Triple | 58 | 6,5% | 21 | 10,2% | 24 | 0,99 | 13 |
13 | Eaton Vance International Global Macro Fund | 57 | 9,6% | 10 | 5,8% | 38 | 1,08 | 9 |
14 | SEB Asset Selection Fund EUR | 56 | 8,3% | 14 | 9,5% | 28 | 0,98 | 14 |
15 | 1741 Global Risk Diversification Base | 49 | 8,2% | 15 | 11,7% | 18 | 0,96 | 16 |
16 | SOP Globale Aktien Allokation | 47 | 8,1% | 16 | 16,2% | 12 | 0,8 | 19 |
17 | Pimco Global Multi-Asset Fund EUR (Hedged) | 46 | 7,4% | 18 | 13,7% | 16 | 1,02 | 12 |
18 | Deka-Global Opportunities Plus CF | 41 | 8,0% | 17 | 11,4% | 19 | 1,23 | 5 |
19 | GAM Star Keynes Quantitative Strategies EUR | 40 | 9,0% | 12 | 12,5% | 17 | 1,02 | 11 |
20 | MFS Meridian Global Multi-Asset Fund | 39 | 8,4% | 13 | 11,2% | 23 | 1,37 | 3 |
21 | Putnam Total Return Fund | 38 | 9,4% | 11 | 9,8% | 25 | 1,38 | 2 |
22 | UBS Key Selection Dynamic Alpha | 38 | 9,8% | 9 | 8,5% | 29 | 1,41 | 0 |
23 | M&G Episode Macro Fund S USD | 38 | 9,9% | 8 | 8,4% | 30 | 1,52 | 0 |
24 | AC Risk Parity 12 | 32 | 10,1% | 6 | 17,6% | 9 | 0,87 | 17 |
25 | Robeco GTAA Fund | 31 | 13,9% | 1 | 13,8% | 15 | 0,96 | 15 |
26 | Nordea Heracles Long/Short MI | 26 | 9,9% | 7 | 15,2% | 13 | 1,21 | 6 |
27 | Amandea - Altruid Hybrid | 23 | 10,1% | 5 | 16,4% | 11 | 1,16 | 7 |
28 | Parworld Quant Equity World Guru | 21 | 11,7% | 3 | 13,8% | 14 | 1,25 | 4 |
29 | PEH Empire | 20 | 10,8% | 4 | 24,8% | 6 | 1,06 | 10 |
30 | Man AHL Trend Alternative DNY | 10 | 12,8% | 2 | 19,3% | 7 | 1,4 | 1 |
31 | Crown Managed Futures | 10 | 16,8% | 0 | 16,6% | 10 | 1,93 | 0 |
32 | SEB Asset Selection Opportunistic | 8 | 16,3% | 0 | 18,2% | 8 | 1,93 | 0 |
Fonds | Pkt Ratings |
Feri | Pkt. Feri |
FWW Fundstars |
Pkt. FWW Fundstars |
Lipper | Pkt. Lipper |
Morningstar | Pkt. Morningstar |
Sauren | Pkt. Sauren |
Telos | Pkt. Telos |
|
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Deka Global Opportunities Plus CF | 50 | B | 10 | 4 | 10 | 17 | 10 | 4 | 10 | - | 0 | 5 | 10 |
2 | Parworld Quant Equity World Guru | 50 | - | 0 | 5 | 20 | 15 | 10 | 5 | 20 | - | 0 | - | 0 |
3 | Newton Real Return Fund (GBP) | 45 | A | 20 | 5 | 20 | 11 | 5 | - | 0 | - | 0 | - | 0 |
4 | Wave Total Return Fonds Dynamic | 40 | C | 5 | 5 | 20 | 15 | 10 | 3 | 5 | - | 0 | 1 | 0 |
5 | SEB Asset Selection Opportunistic | 40 | - | 0 | 5 | 20 | 14 | 10 | - | 0 | - | 0 | 5 | 10 |
6 | SEB Asset Selection Fund | 37 | - | 0 | 5 | 20 | 15 | 10 | - | 0 | - | 0 | 4 | 7 |
7 | DWS Concept Kaldemorgen | 37 | - | 0 | 5 | 20 | 16 | 10 | - | 0 | 2 | 7 | - | 0 |
8 | UBS Key Selection Dynamic Alpha | 35 | C | 5 | 4 | 10 | 14 | 10 | - | 0 | - | 0 | 5 | 10 |
9 | Parvest Diversified Dynamic C | 32 | C | 5 | 3 | 5 | 14 | 10 | 3 | 5 | - | 0 | 4 | 7 |
10 | Robeco GTAA Fund | 32 | - | 0 | 5 | 20 | 11 | 5 | - | 0 | - | 0 | 4 | 7 |
11 | M&G Episode Macro Fund S USD | 32 | - | 0 | 5 | 20 | 10 | 5 | - | 0 | - | 0 | 4 | 7 |
12 | GAM Star Flexible Global Portfolio | 30 | B | 10 | 4 | 10 | 17 | 10 | - | 0 | - | 0 | - | 0 |
13 | Bellevue BB Global Macro | 30 | - | 0 | 5 | 20 | 15 | 10 | - | 0 | - | 0 | - | 0 |
14 | Macquarie Absolute Return Asset Allocation Fund | 25 | - | 0 | 4 | 10 | 17 | 10 | 3 | 5 | - | 0 | - | 0 |
15 | Putnam Total Return Fund | 25 | C | 5 | 4 | 10 | 12 | 5 | 3 | 5 | - | 0 | - | 0 |
16 | Invesco Balanced-Risk Allocation Fund | 20 | B | 10 | 3 | 5 | 9 | 0 | 3 | 5 | - | 0 | 2 | 0 |
17 | 1741 Global Risk Diversification Base | 20 | C | 5 | 3 | 5 | 9 | 0 | 4 | 10 | - | 0 | - | 0 |
18 | Amandea - Altruid Hybrid | 17 | - | 0 | 3 | 5 | 5 | 0 | 3 | 5 | - | 0 | 4 | 7 |
19 | Man AHL Trend Alternative DNY | 15 | - | 0 | 4 | 10 | 10 | 5 | - | 0 | - | 0 | - | 0 |
20 | GAM Star Keynes Quantitative Strategies | 15 | - | 0 | 4 | 10 | 12 | 5 | - | 0 | - | 0 | - | 0 |
21 | Eaton Vance International Global Macro Fund | 14 | C | 5 | 3 | 5 | - | 0 | - | 0 | - | 0 | 3 | 4 |
22 | Nordea Multi-Asset Fund | 14 | - | 0 | 3 | 5 | 12 | 5 | - | 0 | - | 0 | 3 | 4 |
23 | PEH Empire | 8 | D | 0 | 2 | 0 | 5 | 0 | 2 | 0 | 1 | 4 | 3 | 4 |
24 | MFS Meridian Global Multi-Asset Fund | 5 | C | 5 | 2 | 0 | 6 | 0 | 2 | 0 | - | 0 | - | 0 |
25 | Nordea Heracles Long/Short MI Fund | 5 | - | 0 | 3 | 5 | 8 | 0 | - | 0 | - | 0 | - | 0 |
26 | Pimco Global Multi-Asset Fund EUR (Hedged) | 5 | C | 5 | 2 | 0 | 3 | 0 | 2 | 0 | - | 0 | - | 0 |
27 | Deka-Wertkonzept offensiv CF | 5 | - | 0 | 1 | 0 | 10 | 5 | - | 0 | - | 0 | 1 | 0 |
28 | Crown Managed Futures | 5 | - | 0 | 3 | 5 | 7 | 0 | - | 0 | - | 0 | - | 0 |
29 | SOP Globale Aktien Allokation | 0 | - | 0 | 2 | 0 | 0 | 0 | - | 0 | - | 0 | 2 | 0 |
30 | AC Risk Parity 12 | 0 | - | 0 | 2 | 0 | 0 | 0 | 2 | 0 | - | 0 | - | 0 |
31 | AC Risk Parity 7 | 0 | - | 0 | 1 | 0 | 8 | 0 | 2 | 0 | - | 0 | - | 0 |
32 | VB Triple | 0 | - | 0 | 1 | 0 | 7 | 0 | - | 0 | - | 0 | - | 0 |
Sortierkriterium: Punkte Gesamt, Quelle: Testverfahren DER FONDS, Berechnung und Daten: FWW Fundservices GmbH (Stichtag: 17. September 2015), Wertentwicklung auf Euro-Basis