Benchmarks
Custom blended benchmarks and risk-adjusted comparisons.
Alpha
+3,4%
Beta
0,76
Tracking error
4,1%
Information ratio
0,68
Sharpe
1,24
Sortino
1,82
Defined benchmarks
| Name | Composition |
|---|---|
| Custom Blended Benchmark | 40% MSCI World / 20% Bloomberg Agg / 20% EURIBOR / 20% MSCI Real Estate |
| MSCI World (EUR) | 100% MSCI World |
| AEX Index | 100% AEX |