Bei dieser Präsentation handelt es sich um eine erweiterte Analyse für Wikifolios der Seite www.wikifolio.com. Diese wurde automatisiert erstellt und kann für jedes beliebige Wikifolio innerhalb von wenigen Minuten repliziert werden. Kontaktieren Sie mich gerne: info@helm-nagel.com

1. C A
D T I
Christopher Helm
Helm & Nagel GmbH
Ponkratzstr. 11
80995 Munich
INFO@HELM-NAGEL.COM
© Helm & Nagel GmbH 1/14

2. E S
Alpha Generation Strategy
Please provide us your return strategy.
Trading
Please provide us your trading methodology.
Asset Universe
Please provide us your asset universe description.
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3. D T I - D
S
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4. T P
Performance in active trading period 15.02.2013 - 01.08.2016
2013−03−01 2014−03−01 2015−03−01 2016−03−01
Time
0.00.20.40.60.8
Wikifolio.Close
GDAXI.Close
GSPC.Close
STOXX50E.Close
PerformancesinceWikifoliolaunch
Drawdowns
Summary
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• Please provide two to three bullet points to summarize
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5. D T I
Performance for Active Trading Period 15.02.2013 - 01.08.2016
2013−03−01 2013−09−01 2014−03−01 2014−09−01 2015−03−01 2015−09−01 2016−03−01
Time
−0.30−0.20−0.100.00
Wikifolio.Close
GDAXI.Close
GSPC.Close
STOXX50E.Close
Reductionofvaluecomparedtolastpeak
Drawdowns
Summary
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6. P S
Visual Summary
2013−03−01 2013−09−01 2014−03−01 2014−09−01 2015−03−01 2015−09−01 2016−03−01 2016−08−01
−0.08−0.06−0.04−0.020.000.020.04
Wikifolio.Close
GDAXI.Close
GSPC.Close
STOXX50E.Close
Value
Trading Returns per Day
Summary
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7. D T R
Retrurn Distribution
Return Distribution Comparison
Return
STOXX50E.Close
GDAXI.Close
GSPC.Close
Wikifolio.Close
−0.08 −0.06 −0.04 −0.02 0.00 0.02 0.04
Summary
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• Please provide two to three bullet points to summarize
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8. C M
Correlation with German DAX
−0.06 −0.04 −0.02 0.00 0.02 0.04
−0.03−0.02−0.010.000.010.020.03
Scatter Plot of Trading Returns of Dax (x) vs. Wikifolio (y)
x
y
Summary
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9. C M
Correlation Analysis
x
Density
Wikifolio.Close
−0.06 −0.04 −0.02 0.00 0.02 0.04
0.52*** 0.46***
−0.08 −0.04 0.00 0.02 0.04
−0.03−0.010.010.03
0.50***
−0.06−0.020.02
x
Density
GDAXI.Close
0.55*** 0.93***
x
Density
GSPC.Close
−0.020.02
0.56***
−0.03 −0.02 −0.01 0.00 0.01 0.02 0.03
−0.08−0.020.04
−0.02 0.00 0.02 0.04
x
Density
STOXX50E.Close
Summary
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• Please provide two to three bullet points to summarize
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10. P S
Tabulated Summary
Wikifolio.Close GDAXI.Close GSPC.Close STOXX50E.Close
Observations 1206 1206 1206 1206
NAs 0 0 0 0
Minimum -0.03 -0.07 -0.04 -0.09
Quartile 1 0 0 0 0
Median 0 0 0 0
Arithmetic Mean 0 0 0 0
Geometric Mean 0 0 0 0
Quartile 3 0 0 0 0
Maximum 0.03 0.05 0.04 0.05
SE Mean 0 0 0 0
LCL Mean (0.95) 0 0 0 0
UCL Mean (0.95) 0 0 0 0
Variance 0 0 0 0
Stdev 0 0.01 0.01 0.01
Skewness 0.11 -0.38 -0.24 -0.57
Kurtosis 8.77 4.01 4 7.37
Summary
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11. R M
Tabulated
Table 2: We can provide up to 50 Measures. Please contact us to customize this report.
Wikifolio.Close GDAXI.Close GSPC.Close STOXX50E.Close
Active Premium/Return NA 0.07989 0.05669 0.1163
Appraisal ratio NA 2.15 1.898 2.264
Average Drawdown 0.007571 0.02807 0.01564 0.02682
Average Length 12.23 34.27 18.93 28.29
Information Ratio NA 0.5862 0.5968 0.8455
Jensen’s alpha NA 0.1185 0.1087 0.1263
Calmar Ratio 1.579 0.1583 0.4809 0.03942
VaR 0.95 -0.005252 -0.01688 -0.0113 -0.01606
SkewnessKurtosisRatio 0.009084 -0.0543 -0.03374 -0.05501
Adjusted Sharpe ratio (Risk free = 0) -0.5909 0.3629 0.6345 0.1537
Sortino Ratio (MAR = 0%) 0.1896 0.03346 0.06419 0.01377
Summary
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• Please provide two to three bullet points to summarize
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12. INFO
© Helm & Nagel GmbH 12/14

13. H & N G H
About
To help our clients and the market get to the As-a-Service Economy, we serve the analytics needs of
business operations and IT leaders across finance, supply chain, human resources, marketing, and core
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Helm & Nagel applies customer adopted methodology to evaluate the performance of service and
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See how we’re revolutionizing the research business. Learn more about our services.
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14. H & N G H
INFO
This presentation is a draft!
© Helm & Nagel GmbH 14/14