Wissenschaft
Portfolio Description
Das Portfolio beruht auf den Erkentnissen der Modernen Portfolio Theorie nach Fama-French. Es beruht auf dem 3 Faktoren Modell. Demnach outperformed ein passives Portfolio wenn es verstärkt auf die Komponenten Small Cap und Value Aktien setzt. Das Portfolio investiert Global und ist mit 50% Aktien und 50% Anleihen, ausgewogen eingestellt
0.29%
Fund fees
p.a.
p.a.
0.38%
5 years p.a.
1.97%
Volatility 1 year
EUR
Currency
9
No. of funds
Risk category
Allocation in detail
| Asset class / Fund name | Chart 4 weeks | TER in % p.a. | Weight in % | |
|---|---|---|---|---|
| Equity, United States, Small Cap Show fund selection |  | 0.40% | 10.03% | |
| Equity, Europe, Value Show fund selection |  | 0.40% | 9.95% | |
| Equity, Europe, Small Cap Show fund selection |  | 0.35% | 10.01% | |
| Equity, United States, Value Show fund selection |  | 0.40% | 9.96% | |
| Equity, Europe, Value Show fund selection |  | 0.15% | 9.97% | |
| Bonds, EUR, World, Corporate, All maturities Show fund selection |  | 0.20% | 14.96% | |
| Bonds, World, Inflation-Linked, All maturities Show fund selection |  | 0.25% | 4.99% | |
| Bonds, World, Government, All maturities Show fund selection |  | 0.25% | 19.90% | |
| Bonds, Europe, Corporate, 3-5, Credit derivatives Show fund selection |  | 0.24% | 9.98% | |
| Portfolio | 0.29% | 99.75% | ||
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