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wikifolios

Closed wikifolios

wikifolio Marketcycles leveraged moderately   (closed)
In this wikifolio the Crash Risk Control-strategy has been applied with ETFs on equity market indices as base investment. Additionally a smaller portion of the portfolio has been invested in leveraged products on equity market indices. Objective has been to achieve a higher return than the market while reducing simultaneously drawdown risks.
created on 02/13/2014
closed on 05/27/2016
reason for the closure: due to a limitation of 8 wikifolios per trader this wikifolio has been replaced by "Alpha+Beta+Crash Risk Control"

Picture
Picture
go to the wikifolio page of "Marktzyklen moderat gehebelt"
wikifolio Bondselection by Risk Period   (closed)
In this wikifolio the Crash Risk Control-strategy has been applied with ETFs on high yield-bonds as base investment. Objective has been to achieve more or less market returns while simultaneously reducing drawdown risks.
created on 03/26/2013
closed on 06/28/2016
reason for closure: due to a limitation of 8 wikifolios per trader this wikifolio shall be replaced by another stockpicking strategy on european stocks.
Picture
Picture
go to the wikifolio page of "Bondselektion je Risikophase"

Shown metrics
Return p.a.   (annual return of the wikifolio or the benchmark)
Volatility   (annual volatility of the wikifolio or the benchmark)
max. Loss   (highest procentual drawdown which could have been suffered by holding the wikifolio or the benchmark)
Sharpe Ratio   (ratio of the annual return to annual volatility without taking any risk free-interest rate into account)

Calmar Ratio   (ratio of the annual return to the maximum drawdown)
RFD7   (the risk-adjusted annual return which would still be achieved after 7 years if the maximum drawdown would occur instantaneously)
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  • Über
    • über Systinvest
    • Investmentphilosophie
  • Blog
  • Crash Weltkarte
  • Crash Protection
    • Letzter Stand
    • Philosophie
    • Crashphasen Charakteristika
    • Beispiele Marktrisiko
    • Backtests Crash Protection
  • wikifolios
    • Hebel +3faches Risikomanagement
    • Hebel Multistrategien
    • Marktzyklen offensiv gehebelt
    • Marktzyklen
    • Aktienwertselektion mit System
    • Alpha+Beta+Crash Risk Control
  • Ratgeber
    • Wie teuer sollte ein ETF oder Fonds sein?
    • Kann man mit Aktien reich werden?
    • Wie kann man sich vor Inflation schützen?
    • Crash am Aktienmarkt - Wieviel kann man verlieren?
    • Wie riskant sind Aktiensparpläne wirklich?
  • Tools
    • Sparplanrechner
    • Annuitätenrechner
  • Legenden
    • Warren Buffet
    • Edward O. Thorp
    • James Simons
    • "Pitbull" Marty Schwartz
    • Stanley Druckenmiller
  • Analysen
    • Altersvorsorge >
      • Inflation und Kaufkraftverlust
      • Inflationsschutz - Aktien oder Gold?
      • Generationen Altersvorsorge
      • Sparplanvergleich Aktien/Lebensversicherung >
        • Berechnungsannahmen
        • Ohne Steuerbetrachtung
        • Effekt Abgeltungssteuer
        • Effekt Inflation
    • Anlagestrategien >
      • Vola und Sharpe Ratio
      • Aktien mit Vola 2%
      • Momentum
    • Historische Vergleiche >
      • DAX 2016
      • DAX vs S&P 500
  • About
    • About systinvest
    • Investment philosophy
  • Blog
  • Crash World Map
  • Crash Protection
    • Latest Status
    • Philosophy
    • Crashperiod Characteristics
    • Examples Market Risk
    • Backtest Crash Protection
  • wikifolios
    • Leverage +3x Risk Management
    • Leverage Multistrategies
    • Marketcycles leveraged dynamically
    • Marketcycles
    • Systematic Stockpicking
    • Alpha + Beta + Crash Risk Control
  • Good to Know
    • How much should a fund cost?
    • Can you get rich with stocks?
    • How to protect against inflation?
    • Stock Market Crashs - How much can you lose?
    • Are stock saving plans really risky?
  • Tools
    • Savings Plan Calculator
    • Annuity Calculator
  • Analyses
    • Pension >
      • Inflation and Purchasing Power
      • Inflation protection - Stocks or Gold?
      • Cross-Generational Pension Plan
    • Investment Strategies >
      • Vola and Sharpe Ratio
      • Equity with 2% Vola
      • Momentum-en
    • Historical Backtests >
      • DAX 2016-en
      • S&P 500 vs DAX