Benchmark
Comparez la performance de votre portefeuille aux indices de reference
Mon Portefeuille
Mon Portefeuille
+18.9%
Vol: 14.2%
S&P 500
+15.7%
Vol: 12.1%
MSCI World
+12.8%
Vol: 10.8%
Performance normalisee (base 100, 1 an)
Metriques de comparaison
| Benchmark | Alpha | Beta | Tracking Error | Info Ratio |
|---|---|---|---|---|
| S&P 500 | +3.20% | 1.17 | 3.08% | 1.04 |
| MSCI World | +6.10% | 1.31 | 3.50% | 1.74 |
Rendements mensuels
| Nom | Jan | Fev | Mar | Avr | Mai | Jun | Jul | Aou | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Vous | +3.80% | -0.50% | +2.90% | +1.20% | -1.80% | +4.60% | +1.40% | -2.80% | +2.10% | +4.20% | -0.30% | +2.70% |
| S&P 500 | +3.20% | -1.10% | +2.40% | +1.80% | -0.60% | +4.10% | +0.90% | -2.30% | +1.50% | +3.80% | -0.40% | +2.10% |
| MSCI World | +2.50% | -0.90% | +1.90% | +1.40% | -0.30% | +3.20% | +0.70% | -1.80% | +1.20% | +3.00% | -0.10% | +1.70% |
Analyse InFinancIA
Votre portefeuille bat le S&P 500 de +3.2% annualise mais avec +2.1% de volatilite supplementaire. Le ratio d'information reste favorable, indiquant une surperformance ajustee au risque.