MCS1-Strategy-Short

Konkrete Umsetzungszahlen zur Strategie mit Short Option

Live-Testing Startdatum: 14.9.2012
Investments-Volumen: USD 200'000.-
Transaktionskosten: 8.99 pro Trade

Die Renditen werden täglich Berechnet.
 
 
 
Depotwert Depotwert Bemerkungen Perfor-mance Depot laufende Woche Perfor-mance Index laufende Woche Alpha Woche Laufende Rendite Depot seit Beginn Laufende Rendite Index seit Beginn Laufendes Alpha seit Beginn
 
17.06.2016 344'395.02   1.760% -1.943% 3.703% 72.198% 53.929% 18.269%
10.06.2016 338'436.92   0.951% -1.081% 2.032% 69.218% 56.979% 12.240%
03.06.2016 335'249.54   0.079% -0.061% 0.140% 67.625% 58.694% 8.931%
27.05.2016 334'983.89   -3.753% 3.430% -7.183% 67.492% 58.790% 8.701%
20.05.2016 348'045.94   -1.671% 0.841% -2.512% 74.023% 53.525% 20.498%
13.05.2016 353'379.82   0.000% 0.000% 0.000% 76.690% 52.373% 24.317%
29.04.2016 351'280.76   -1.131% -2.970% 1.839% 75.640% 52.765% 22.876%
22.04.2016 355'300.90   0.690% -1.518% 2.208% 77.650% 57.441% 20.209%
15.04.2016 352'864.98   -1.448% 1.524% -2.972% 76.432% 59.868% 16.565%
08.04.2016 358'048.66   1.229% -1.261% 2.489% 79.024% 57.467% 21.557%
01.04.2016 353'702.77   -1.214% 2.873% -4.086% 76.851% 59.478% 17.373%
24.03.2016 358'048.57   0.253% -0.120% 0.373% 79.024% 55.025% 23.999%
18.03.2016 357'145.69   0.842% 1.123% -0.281% 78.573% 55.211% 23.361%
11.03.2016 354'162.27   -0.889% 0.758% -1.647% 77.081% 53.487% 23.594%
04.03.2016 357'272.90   -1.734% 2.205% -3.939% 78.636% 52.332% 26.304%
26.02.2016 363'578.53   0.624% 1.718% -1.094% 81.789% 49.046% 32.743%
19.02.2016 361'323.56   -2.698% 3.605% -6.303% 80.662% 46.529% 34.133%
12.02.2016 371'342.65   0.208% -0.131% 0.340% 85.671% 41.430% 44.241%
05.02.2016 370'570.22   0.643% -5.952% 6.595% 85.285% 41.616% 43.669%
29.01.2016 368'202.83   -0.398% 0.455% -0.853% 84.101% 50.579% 33.523%
22.01.2016 369'672.82   2.146% 2.866% -0.720% 84.836% 49.896% 34.941%
15.01.2016 361'906.28   3.722% -3.037% 6.758% 80.953% 45.719% 35.234%
08.01.2016 348'921.06   -3.745% -7.021% 3.275% 74.461% 50.283% 24.177%
31.12.2015 362'498.39   1.298% -0.638% 1.936% 81.249% 61.631% 19.618%
25.12.2015 357'854.15   0.350% 2.391% -2.040% 78.927% 62.669% 16.258%
18.12.2015 356'604.49   1.557% -0.501% 2.058% 78.302% 58.871% 19.431%
11.12.2015 351'136.54   0.249% -3.786% 4.035% 75.568% 59.671% 15.897%
04.12.2015 350'264.37   -0.606% 0.762% -1.368% 75.132% 65.954% 9.178%
20.11.2015 351'694.38   6.255% 4.092% 2.163% 75.847% 64.907% 10.940%
13.11.2015 330'991.03   -3.058% -4.357% 1.299% 65.496% 58.425% 7.071%
06.11.2015 341'430.96   3.254% 1.256% 1.998% 70.715% 65.641% 5.074%
30.10.2015 330'669.53   -0.741% 0.535% -1.276% 65.335% 63.586% 1.748%
23.10.2015 333'139.04   3.102% 4.179% -1.076% 66.570% 62.716% 3.854%
16.10.2015 323'115.35   -0.955% 1.570% -2.526% 61.558% 56.189% 5.368%
09.10.2015 326'232.44   -0.564% 2.403% -2.967% 63.116% 53.775% 9.341%
02.10.2015 328'082.85   4.862% 1.011% 3.852% 64.041% 50.166% 13.875%
25.09.2015 312'869.65   2.382% -2.292% 4.675% 56.435% 48.663% 7.772%
18.09.2015 305'589.80   0.164% 0.015% 0.149% 52.795% 52.151% 0.644%
11.09.2015 305'090.78   -3.177% 3.310% -6.487% 52.545% 52.129% 0.416%
04.09.2015 315'100.57   3.331% -3.336% 6.666% 57.550% 47.255% 10.295%
28.08.2015 304'944.00   2.539% 3.141% -0.603% 52.472% 52.336% 0.136%
21.08.2015 297'394.11   7.691% -7.360% 15.052% 48.697% 47.697% 1.001%
14.08.2015 276'154.09   0.523% 0.236% 0.287% 38.077% 59.431% -21.354%
07.08.2015 274'716.87   1.588% -1.500% 3.088% 37.358% 59.056% -21.697%
31.07.2015 270'421.73   -1.057% 0.692% -1.749% 35.211% 61.478% -26.267%
24.07.2015 273'311.09   2.444% -2.236% 4.680% 36.656% 60.368% -23.712%
17.07.2015 266'789.80   -5.110% 5.462% -10.572% 33.395% 64.036% -30.641%
10.07.2015 281'156.92   0.279% -0.299% 0.578% 40.578% 55.539% -14.961%
03.07.2015 280'373.96   1.278% -1.135% 2.412% 40.187% 56.005% -15.818%
26.06.2015 276'837.35   0.588% -0.646% 1.234% 38.419% 57.796% -19.377%
19.06.2015 275'219.25   -1.069% 1.339% -2.408% 37.610% 58.821% -21.212%
12.06.2015 278'194.47   -2.047% -0.523% -1.524% 39.097% 56.723% -17.626%
05.06.2015 284'007.09   -0.628% -0.689% 0.061% 42.004% 57.547% -15.543%
29.05.2015 285'800.86   0.090% -0.418% 0.508% 42.900% 58.640% -15.739%
22.05.2015 285'543.95   1.704% 0.731% 0.972% 42.772% 59.305% -16.533%
15.05.2015 280'760.52   0.828% 0.799% 0.028% 40.380% 58.148% -17.768%
08.05.2015 278'455.48   1.730% -0.456% 2.186% 39.228% 56.894% -17.666%
01.05.2015 273'720.13   3.378% -1.272% 4.650% 36.860% 57.612% -20.752%
24.04.2015 264'775.99   4.045% 4.251% -0.206% 32.388% 59.643% -27.255%
17.04.2015 254'482.19   -1.551% -1.588% 0.037% 27.241% 53.134% -25.893%
10.04.2015 258'491.39   2.182% 2.456% -0.274% 29.246% 55.605% -26.360%
03.04.2015 252'972.11   -0.689% -0.389% -0.300% 26.486% 51.875% -25.389%
27.03.2015 254'727.77   -4.400% -2.819% -1.581% 27.364% 52.468% -25.104%
20.03.2015 266'452.44   2.545% 3.329% -0.784% 33.226% 56.890% -23.664%
13.03.2015 259'838.73   0.000% -1.917% 1.917% 29.919% 51.836% -21.916%
06.03.2015 259'839.28   0.000% -0.933% 0.933% 29.920% 54.803% -24.884%
27.02.2015 259'839.28   0.000% -0.054% 0.054% 29.920% 56.261% -26.342%
20.02.2015 259'839.28   0.000% 1.346% -1.346% 29.920% 56.345% -26.426%
13.02.2015 259'839.28   2.084% 3.674% -1.590% 29.920% 54.268% -24.349%
06.02.2015 254'534.70   -0.831% 1.934% -2.765% 27.267% 48.802% -21.534%
30.01.2015 256'666.88   1.347% -3.032% 4.379% 28.333% 45.978% -17.644%
23.01.2015 253'254.59   -0.419% 3.283% -3.702% 26.627% 50.542% -23.915%
16.01.2015 254'319.58   -0.348% -1.688% 1.340% 27.160% 45.757% -18.597%
09.01.2015 255'208.94   -0.287% -0.401% 0.114% 27.604% 48.260% -20.655%
02.01.2015 255'943.33   -0.552% -1.944% 1.392% 27.972% 48.857% -20.885%
26.12.2014 257'364.18   0.858% 0.755% 0.103% 28.682% 51.807% -23.125%
19.12.2014 255'175.63   4.322% 1.964% 2.358% 27.588% 50.670% -23.083%
12.12.2014 244'603.00   2.909% -2.604% 5.513% 22.301% 47.768% -25.466%
05.12.2014 237'688.64   0.291% -0.604% 0.895% 18.844% 51.719% -32.874%
28.11.2014 236'998.97   2.092% 2.034% 0.058% 18.499% 52.641% -34.142%
21.11.2014 232'141.66   -0.285% 0.623% -0.908% 16.071% 49.598% -33.528%
15.11.2014 232'805.09   0.850% 1.550% -0.700% 16.403% 48.672% -32.269%
07.11.2014 230'842.92   1.564% 0.055% 1.509% 15.421% 46.403% -30.981%
31.10.2014 227'288.05   2.432% 2.875% -0.442% 13.644% 46.322% -32.678%
24.10.2014 221'891.48   5.886% 5.938% -0.052% 10.946% 42.233% -31.288%
17.10.2014 209'557.57   -0.661% -1.431% 0.769% 4.779% 34.261% -29.483%
10.10.2014 210'953.00   -1.390% -3.885% 2.495% 5.477% 36.211% -30.734%
03.10.2014 213'926.32   -2.293% -0.652% -1.642% 6.963% 41.716% -34.753%
26.09.2014 218'946.83   1.160% -1.131% 2.291% 9.473% 42.645% -33.172%
19.09.2014 216'436.59   0.000% 0.758% -0.758% 8.218% 44.277% -36.059%
12.09.2014 216'436.59   0.000% -0.506% 0.506% 8.218% 43.191% -34.973%
05.09.2014 216'436.59   0.000% 0.180% -0.180% 8.218% 43.919% -35.701%
29.08.2014 216'436.59   0.000% 0.736% -0.736% 8.218% 43.660% -35.442%
22.08.2014 216'436.59   -2.609% 2.622% -5.231% 8.218% 42.611% -34.393%
15.08.2014 222'234.76   -2.558% 2.366% -4.924% 11.117% 38.967% -27.850%
08.08.2014 228'069.16   0.524% -0.560% 1.084% 14.035% 35.756% -21.721%
01.08.2014 226'881.16   2.444% -2.156% 4.600% 13.441% 36.521% -23.080%
25.07.2014 221'469.16   0.000% 0.000% 0.000% 10.735% 39.529% -28.795%
18.07.2014 221'469.16   -1.699% 1.552% -3.251% 10.735% 39.529% -28.795%
11.07.2014 225'297.17   0.506% -0.470% 0.976% 12.649% 37.397% -24.749%
03.07.2014 224'161.97   -2.245% 2.044% -4.289% 12.081% 38.046% -25.965%
27.06.2014 229'309.96   -1.116% 1.099% -2.215% 14.655% 35.281% -20.626%
20.06.2014 231'897.17   -0.510% 0.717% -1.227% 15.949% 33.810% -17.861%
13.06.2014 233'085.16   0.570% -0.501% 1.071% 16.543% 32.857% -16.315%
06.06.2014 231'765.16   -1.691% 1.545% -3.236% 15.883% 33.526% -17.643%
30.05.2014 235'751.57   -0.757% 1.618% -2.374% 17.876% 31.494% -13.618%
23.05.2014 237'549.04   -0.578% 2.513% -3.091% 18.775% 29.401% -10.626%
16.05.2014 238'930.84   0.511% 0.886% -0.375% 19.465% 26.229% -6.764%
09.05.2014 237'715.32   2.759% -0.890% 3.650% 18.858% 25.121% -6.263%
02.05.2014 231'332.08   -0.264% 1.544% -1.807% 15.666% 26.244% -10.578%
25.04.2014 231'943.90   -1.267% -0.040% -1.227% 15.972% 24.325% -8.353%
17.04.2014 234'921.21   1.776% 2.544% -0.768% 17.461% 24.376% -6.915%
11.04.2014 230'822.24   -3.069% -2.614% -0.455% 15.411% 21.290% -5.879%
04.04.2014 238'131.68   -1.220% -0.899% -0.321% 19.066% 24.546% -5.480%
28.03.2014 241'071.78   -4.053% -2.233% -1.819% 20.536% 25.676% -5.140%
21.03.2014 251'254.91   0.724% 0.695% 0.030% 25.627% 28.547% -2.919%
14.03.2014 249'448.38   -2.589% -2.039% -0.550% 24.724% 27.660% -2.936%
07.03.2014 256'079.36   -0.171% 0.198% -0.368% 28.040% 30.318% -2.278%
28.02.2014 256'517.24   -1.353% 0.915% -2.267% 28.259% 30.061% -1.802%
21.02.2014 260'034.50   1.972% -0.035% 2.007% 30.017% 28.882% 1.135%
14.02.2014 255'005.78   4.824% 2.863% 1.961% 27.503% 28.927% -1.424%
07.02.2014 243'270.78   -2.196% 1.135% -3.331% 21.635% 25.339% -3.704%
31.01.2014 248'732.39   2.064% -0.552% 2.617% 24.366% 23.932% 0.434%
24.01.2014 243'701.50   1.936% -1.386% 3.322% 21.851% 24.620% -2.769%
17.01.2014 239'072.95   -0.795% 0.734% -1.529% 19.536% 26.371% -6.835%
10.01.2014 240'989.73   -1.148% 0.745% -1.893% 20.495% 25.451% -4.956%
03.01.2014 243'788.47   1.179% -0.987% 2.166% 21.894% 24.523% -2.629%
27.12.2013 240'948.23   0.190% 1.213% -1.023% 20.474% 25.765% -5.291%
20.12.2013 240'490.33   2.577% 2.164% 0.413% 20.245% 24.258% -4.013%
13.12.2013 234'448.13   -0.418% -1.366% 0.948% 17.224% 21.626% -4.402%
29.11.2013 238'608.56   -2.005% 1.923% -3.928% 19.304% 22.732% -3.428%
22.11.2013 243'490.20   0.473% -0.016% 0.489% 21.745% 20.416% 1.329%
15.11.2013 242'344.02   -1.225% 1.656% -2.881% 21.172% 20.436% 0.736%
08.11.2013 245'349.71   0.375% -0.382% 0.758% 22.675% 18.475% 4.200%
01.11.2013 244'431.92   0.090% -0.120% 0.210% 22.216% 18.929% 3.287%
25.10.2013 244'212.65   -0.966% 0.893% -1.859% 22.106% 19.073% 3.034%
18.10.2013 246'594.92   1.888% 3.712% -1.825% 23.297% 18.019% 5.279%
11.10.2013 242'026.22   -1.494% -0.270% -1.224% 21.013% 13.794% 7.219%
04.10.2013 245'696.77   1.531% 0.380% 1.151% 22.848% 14.102% 8.747%
27.09.2013 241'991.71   0.600% 0.173% 0.428% 20.996% 13.670% 7.326%
20.09.2013 240'547.70   2.129% 1.462% 0.667% 20.274% 13.474% 6.800%
13.09.2013 235'533.07   0.704% 1.433% -0.728% 17.767% 11.839% 5.927%
06.09.2013 233'885.39   0.339% 1.938% -1.599% 16.943% 10.260% 6.683%
30.08.2013 233'094.87   2.867% -1.615% 4.483% 16.547% 8.163% 8.384%
23.08.2013 226'597.30   -1.622% 1.638% -3.261% 13.299% 9.939% 3.360%
16.08.2013 230'334.25   1.363% -1.432% 2.795% 15.167% 8.167% 7.000%
09.08.2013 227'237.93   0.567% -0.794% 1.361% 13.619% 9.738% 3.880%
02.08.2013 225'956.68   -2.173% 2.187% -4.360% 12.978% 10.616% 2.362%
26.07.2013 230'974.86   -0.961% 1.028% -1.989% 15.487% 8.249% 7.239%
19.07.2013 233'217.04   0.924% -1.109% 2.033% 16.609% 7.147% 9.461%
12.07.2013 231'081.64   1.765% 3.910% -2.144% 15.541% 8.349% 7.192%
05.07.2013 227'073.35   0.951% 1.843% -0.892% 13.537% 4.272% 9.265%
28.06.2013 224'934.91   1.539% 1.100% 0.439% 12.467% 2.385% 10.082%
21.06.2013 221'525.67   -1.054% -2.239% 1.185% 10.763% 1.271% 9.492%
14.06.2013 223'886.19   0.016% -1.572% 1.588% 11.943% 3.591% 8.352%
07.06.2013 223'850.17   1.651% 0.306% 1.346% 11.925% 5.245% 6.680%
31.05.2013 220'213.75   -0.031% -0.310% 0.279% 10.107% 4.924% 5.183%
24.05.2013 220'281.47   -0.912% -1.253% 0.341% 10.141% 5.250% 4.891%
17.05.2013 222'308.73   2.157% 1.608% 0.549% 11.154% 6.585% 4.569%
10.05.2013 217'614.05   0.916% 1.237% -0.322% 8.807% 4.898% 3.909%
03.05.2013 215'639.74   3.935% 3.663% 0.272% 7.820% 3.616% 4.204%
26.04.2013 207'475.51   0.063% 2.161% -2.098% 3.738% -0.045% 3.782%
19.04.2013 207'344.06   0.000% -2.661% 2.661% 3.672% -2.159% 5.831%
12.04.2013 207'344.06   3.241% 3.057% 0.184% 3.672% 0.516% 3.156%
05.04.2013 200'835.74   -1.378% -1.665% 0.288% 0.418% -2.466% 2.884%
28.03.2013 203'641.29   3.058% 0.638% 2.420% 1.821% -0.814% 2.635%
22.03.2013 197'597.77   1.443% 0.050% 1.393% -1.201% -1.443% 0.242%
15.03.2013 194'787.23   -0.149% -0.168% 0.018% -2.606% -1.492% -1.114%
08.03.2013 195'078.75   0.773% 2.051% -1.278% -2.461% -1.327% -1.134%
01.03.2013 193'581.73   -1.371% 0.382% -1.753% -3.209% -3.310% 0.101%
22.02.2013 196'272.53   -1.271% -0.991% -0.281% -1.864% -3.679% 1.815%
15.02.2013 198'799.98   0.597% -0.392% 0.989% -0.600% -2.715% 2.115%
08.02.2013 197'620.28   -1.987% 0.420% -2.407% -1.190% -2.332% 1.142%
01.02.2013 201'627.62   -0.840% 0.995% -1.834% 0.814% -2.740% 3.554%
25.01.2013 203'334.63   1.745% -0.237% 1.982% 1.667% -3.698% 5.365%
18.01.2013 199'847.94   2.822% -0.183% 3.004% -0.076% -3.469% 3.393%
11.01.2013 194'363.70   1.302% 0.872% 0.430% -2.818% -3.292% 0.474%
04.01.2013 191'865.09   -0.028% 4.532% -4.561% -4.067% -4.129% 0.061%
28.12.2012 191'919.72   -1.851% -2.188% 0.337% -4.040% -8.286% 4.245%
21.12.2012 195'539.32   -2.383% 1.392% -3.775% -2.230% -6.234% 4.003%
14.12.2012 200'312.34   3.277% -0.471% 3.748% 0.156% -7.521% 7.677%
07.12.2012 193'957.07   0.569% -1.473% 2.042% -3.021% -7.083% 4.061%
30.11.2012 192'859.84   0.000% 0.000% 0.000% 0.000% 0.000% 0.000%
13.09.2012 200'000.00   0.000% 0.000% 0.000% 0.000% 0.000% 0.000%