Ergebnisse

Kapitalkurve

Tradeverteilung

Getestete Titel:
3Com                  US$
Amazon.com            US$
Amgen                 US$
Apple Computer        US$
Applied Materials     US$
Ariba                 US$
Atmel                 US$
Ballard Power Systems US$
BEA Systems           US$
Biogen                US$
Broadcom              US$
BroadVision           US$
Cephalon              US$
Check Point Software  US$
Chinadotcom           US$
Chiron                US$
Cisco Systems         US$
Citrix Systems        US$
CMGI                  US$
Commerce One          US$
Conexant Systems      US$
Dell Computer         US$
DoubleClick           US$
E*TRADE Group         US$
E.piphany             US$
Earthlink             US$
eBay                  US$
Gemstar-TV Guide Int. US$
Genzyme General       US$
Hemispherx Biopharma  US$
Human Genome Science  US$
i2 Technologies       US$
IDEC Pharmaceuticals  US$
IFCO Systems          US$
Immunex               US$
InfoSpace.com         US$
Inktomi               US$
Internet Capital Grou US$
Intuit                US$
iVillage              US$
JDS Uniphase          US$
Juniper Networks      US$
Level 3               US$
Medarex, Inc.         US$
MedImmune, Inc.       US$
MicroStrategy         US$
Millennium Pharma     US$
NetBank               US$
Network Appliance, I  US$
Nextel Communication  US$
Novell, Inc.          US$
Openwave Systems      US$
Oracle Corporation    US$
Palm                  US$
PeopleSoft, Incorpor  US$
PMC-Sierra            US$
priceline.com         US$
Protein Design Labs,  US$
Puma Technology Inc   US$
Qualcomm              US$
Rambus                US$
Razorfish             US$
RealNetworks          US$
Red Hat               US$
Siebel Systems, Inc.  US$
Starbucks             US$
Sun Microsystems      US$
Sycamore Networks     US$
Tellabs, Inc.         US$
VA Linux Systems      US$
Verisign              US$
Veritas Software Cor  US$
Vertex Pharmaceutica  US$
VerticalNet           US$
Wind River Systems,   US$
Xilinx, Incorporated  US$
Yahoo! Inc.           US$
Adobe Systems     TP    US$
Akamai Technologies TP   US$
Altera       TP         US$

Ergebnis im Optimierungszeitraum
System Start                                     01.01.88
System Ende                                    29.12.00
Anzahl aller Trades                           27,1
Anzahl Trades/Jahr                           5,6
Getestete Perioden                           1549,4
Perioden mit Trades                          2,2%
Netto-Profit                                      639,02
Buy/Hold-Profit                                28.119,82
Profit-Ratio zu Buy/Hold-                 2.748,08%
Profit/Periode-Ratio zu Buy/Hold     1,31%
Profitable Trades (%)                       68,90%
Durchschn. Return                            2,06%
Std.-Abw. aller Returns                    5,26%
Portfolio-Faktor                               36,84
Sharpe Ratio                                    0,39
Max. realisiertes Kapitalrisiko           -10,90%

Ergebnis im Kontrollzeitraum
System Start                                    02.01.01
System Ende                                    01.07.02
Anzahl aller Trades                          10,0
Anzahl Trades/Jahr                           6,7
Getestete Perioden                           372,1
Perioden mit Trades                         2,7%
Netto-Profit                                     24,07
Buy/Hold-Profit                               -566,53
Profit-Ratio zu Buy/Hold                  59,06%
Profit/Periode-Ratio zu Buy/Hold     0,46%
Profitable Trades (%)                       55,78%
Durchschn. Return                            0,27%
Std.-Abw. aller Returns                    5,50%
Portfolio-Faktor                               20,05
Sharpe Ratio                                    -0,32
Max. realisiertes Kapitalrisiko           -13,71%

Kapitalkurve

Tradeverteilung