Mit unserer ETF-Boutique Ossiam haben wir einige Produkte auf dem Markt, die bewusst die Volatilität einschränken. Überzeugen Sie sich selbst, die Performance der vergangenen Wochen spricht für sich.
Wenn Sie jetzt vom einem aktiven Manager taktisch in eine passive Strategie wechseln möchten, könnte Ossiam die Lösung sein:
Minimum Variance Europe:
- Performance of the reference universe: STOXX® Europe 600 Index NR (Net Return) from 01/07/2011 to 14/09/2011: -18,13%
- Performance of OSSIAM ETF iSTOXX® EUROPE MINIMUM VARIANCE (based on the iSTOXX® Europe Minimum Variance Index NR) from 01/07/2011 to 14/09/2011: -9,87%
(calculation is based on the close price of the ETF)
- 30 day volatility of the STOXX® Europe 600 Index NR: 36,57%
- 30 day volatility of the iSTOXX® Europe Minimum Variance Index NR: 23,53%
- 1 year volatility of the STOXX® Europe 600 Index NR: 17,57%
- 1 year volatility of the iSTOXX® Europe Minimum Variance Index NR: 11,20%
Minimum Variance US :
- Performance of the reference universe: S&P 500® Total Return Index in EUR from 01/07/2011 to 14/09/2011: -5,82%
- Performance of the OSSIAM ETF US MINIMUM VARIANCE NR from 01/07/2011 to 14/09/2011 EUR share class: +1,05%
(calculation is based on the close price of the ETF)
- 30 day volatility of the S&P 500® Total Return Index: 42,72%
- 30 day volatility of the Ossiam US Minimum Variance Index NR: 31,32%
- 1 year volatility of the S&P 500® Total Return Index: 19,01%
- 1 year volatility of the Ossiam US Minimum Variance Index NR: 13,57%
Past performance is not a reliable indicator of future performance.
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Performance - Equal Weight strategy (31.08.2011)
Performance & Volatility - Minimum Variance strategy (31.08.2011)
Behind the performance of Equally Weighted Indices