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IVX:DAX - Portfolio Performance Analysis
| Name |
Returns |
Performance |
Sharpe Ratio |
| ADIDAS-SALOMON (XET) |
6.29 |
32.11 |
3.37 |
| ALLIANZ (XET) |
10.37 |
29.50 |
3.40 |
| BASF (XET) |
-6.45 |
15.87 |
-3.23 |
| BAYER (XET) |
11.31 |
27.54 |
7.01 |
| BMW (XET) |
-4.04 |
21.91 |
-1.41 |
| COMMERZBANK (XET) |
-2.38 |
25.46 |
-1.42 |
| DEUTSCHE BANK (XET) |
11.15 |
35.96 |
4.03 |
| DAIMLERCHRYSLER (XET) |
23.91 |
48.69 |
9.22 |
| DRESDNER BANK (XET) |
-9.98 |
2.59 |
-10.66 |
| DEUTSCHE TELEKOM (XET) |
3.30 |
3.11 |
2.11 |
| FRESENIUS MED.CARE (XET) |
8.61 |
20.96 |
5.21 |
| HENKEL PREF (XET) |
4.25 |
12.02 |
2.36 |
| BAYER.HYPO U VBK. (XET) |
12.95 |
42.09 |
5.09 |
| KARSTADT QUELLE (XET) |
-6.26 |
3.62 |
-5.89 |
| LUFTHANSA (XET) |
26.66 |
64.62 |
8.03 |
| LINDE (XET) |
4.84 |
13.95 |
4.07 |
| MAN (XET) |
0.96 |
18.18 |
0.82 |
| METRO (XET) |
14.39 |
31.23 |
8.54 |
| MARSCHOLLEK |
29.53 |
52.32 |
13.55 |
| MUNCH.RUCK. (XET) |
18.27 |
30.05 |
5.65 |
| PREUSSAG (XET) |
30.94 |
56.55 |
11.12 |
| RWE (XET) |
6.54 |
16.54 |
3.56 |
| SAP (XET) |
-20.60 |
1.64 |
-13.33 |
| SCHERING (XET) |
-1.87 |
6.83 |
-1.35 |
| SIEMENS (XET) |
-13.47 |
5.31 |
-8.53 |
| THYSSEN KRUPP (XET) |
7.07 |
26.13 |
4.86 |
| VOLKSWAGEN (XET) |
21.02 |
45.51 |
9.43 |
IVX:JAPAN - Portfolio Performance Analysis
| Name |
Returns |
Performance |
Sharpe Ratio |
| JAPAN TOBACCO |
0.59 |
-8.56 |
0.49 |
| ASAHI BANK |
-1.62 |
34.66 |
0.53 |
| SATO KOGYO |
4.07 |
18.66 |
1.83 |
| CITIZEN WATCH |
3.55 |
12.80 |
1.88 |
| FUJI PHOTO FILM |
38.01 |
52.62 |
28.42 |
| HEIWA REAL ESTATE |
3.31 |
13.61 |
1.67 |
| ISHIKAWAJIMA-HARIMA HVY. |
10.29 |
11.58 |
4.04 |
| JAPAN ENERGY |
-5.49 |
3.03 |
-4.74 |
| TOKYU |
-0.99 |
9.07 |
-0.75 |
| MITSUBISHI LOGISTICS |
-3.34 |
8.82 |
-1.71 |
| MITSUBISHI SHINDOH |
-16.77 |
5.51 |
-5.69 |
| NISSAN SHATAI |
-14.86 |
4.58 |
-6.45 |
| NPN.TELG. & TEL. |
-15.49 |
-13.79 |
-10.57 |
| NIPPON KAYAKU |
-1.32 |
8.89 |
-0.60 |
| RICOH CO.LTD |
-15.13 |
-5.68 |
-8.43 |
| TOBU RAILWAY |
10.64 |
14.23 |
13.41 |
| SUMITOMO CHEMICAL |
-4.46 |
15.00 |
-4.86 |
| SHISEIDO |
5.36 |
10.90 |
3.84 |
| TOKYO ELECTRIC POWER |
8.80 |
9.43 |
5.01 |
| TOYOTA MOTOR |
15.54 |
30.29 |
10.67 |
IVX:NEMAX - Portfolio Performance Analysis
| Name |
Returns |
Performance |
Sharpe Ratio |
| ACG CHIPKARTEN INFO NMBC |
5.00 |
14.09 |
2.46 |
| ADVA OPTC.NETWORK NMBC |
-7.47 |
-2.43 |
-9.84 |
| AIXTRON NMBC |
-1.95 |
12.97 |
-1.55 |
| BROADVISION NMBC (FRA) |
-5.16 |
7.05 |
-6.54 |
| BROKAT TECHNOLOGIES NMBC |
-13.11 |
5.97 |
-5.19 |
| CE CONSUMER ELECTRO NMBC |
-13.19 |
-2.83 |
-7.30 |
| CONSTANTIN FILM NMBC |
20.31 |
30.21 |
9.87 |
| CONSORS DISC-BROKER NMBC |
20.46 |
50.01 |
13.83 |
| STEAG HAMATECH NMBC |
30.29 |
55.67 |
10.46 |
| UNITED INTERNET NMBC |
6.44 |
24.05 |
3.16 |
| EM TV & MRCHNDSG.NMBC |
-14.10 |
10.90 |
-4.97 |
| HEYDE NMBC |
16.14 |
38.36 |
7.52 |
| HIGHLIGHT COMMS.NMBC |
0.85 |
8.85 |
0.61 |
| IDS SCHEER NMBC |
-4.74 |
22.97 |
-5.12 |
| INTERSHOP COMMS.NMBC |
-7.54 |
19.39 |
-6.77 |
| KINOWELT MEDIEN NMBC |
22.71 |
20.93 |
5.31 |
| D LOGISTICS NMBC |
4.70 |
19.70 |
2.71 |
| MEDION NMBC |
-12.01 |
7.18 |
-7.37 |
| MOBILCOM NMBC |
0.18 |
12.25 |
0.12 |
| MORPHOSYS NMBC |
2.04 |
30.22 |
1.10 |
| PFEIFFER VACUUM NMBC |
2.11 |
25.50 |
1.19 |
| PRIMACOM NMBC |
20.84 |
63.19 |
5.28 |
| QIAGEN NMBC (FRA) |
-6.12 |
13.55 |
-2.72 |
| SENATOR ENTM.NMBC |
-3.06 |
7.20 |
-1.45 |
| SCM MICROSYS.NMBC (FRA) |
1.51 |
14.84 |
2.28 |
| SINGULUS TECHS.NMBC |
4.91 |
32.26 |
4.57 |
| TELEGATE NMBC |
35.41 |
-16.02 |
5.42 |
| TELEPLAN INTL.NMBC |
-6.99 |
1.29 |
-6.42 |
| IXOS SOFTWARE NMBC |
13.59 |
21.09 |
6.14 |
IVX:SMI - Portfolio Performance Analysis
| Name |
Returns |
Performance |
Sharpe Ratio |
| ABB LTD. R |
22.29 |
47.37 |
7.20 |
| ABBOTT LABS. (ZRH) |
-7.01 |
0.57 |
-3.91 |
| ADECCO R |
-1.35 |
24.85 |
-0.57 |
| JB.'B' |
-4.35 |
15.50 |
-4.13 |
| BALOISE R |
5.33 |
21.47 |
2.57 |
| CIBA SPECIALTY CHEMS. R |
0.43 |
10.80 |
0.33 |
| CLARIANT |
-12.08 |
5.01 |
-6.17 |
| CROSSAIR GENUSS |
6.88 |
22.72 |
1.94 |
| CROSSAIR R |
5.77 |
38.67 |
2.13 |
| EMS-CHEMIE 'B' |
-2.77 |
0.29 |
-5.91 |
| KUDELSKI B |
-12.43 |
27.06 |
-3.30 |
| NESTLE R |
-5.83 |
-2.14 |
-5.21 |
| NOVARTIS R |
4.23 |
7.28 |
8.67 |
| SWISS LIFE R |
4.99 |
20.93 |
2.81 |
| ROCHE HOLDING 'B' |
-8.12 |
2.44 |
-8.19 |
| SWISS RE R |
-2.30 |
6.92 |
-1.24 |
| SWISSCOM R |
-7.24 |
-4.85 |
-9.89 |
| SERONO 'B' |
4.43 |
17.34 |
3.03 |
| SWISSLOG HDG. R |
17.50 |
49.56 |
5.24 |
| SAIRGROUP R |
50.05 |
98.09 |
12.12 |
| SWISS STEEL R |
-7.19 |
3.44 |
-5.13 |
| UBS R |
-14.53 |
-0.18 |
-8.77 |
| THE SWATCH GROUP 'B' |
-3.39 |
16.73 |
-0.99 |
| THE SWATCH GROUP R |
-3.15 |
17.73 |
-0.91 |
| UNAXIS HOLDING AG |
4.50 |
20.55 |
9.47 |
| FLUGHAFEN ZURICH |
35.71 |
57.84 |
13.65 |
| ZURICH FINANCIAL SVS. |
10.70 |
39.12 |
4.58 |
