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  • Idee Trading

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    fogdar
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    The document compares the performance of Idee Trading strategy to two benchmarks, the Euro Stoxx 50 and SMI, over multiple time periods. It shows that Idee Trading outperformed both benchmarks with returns of +2.87% for 1 month and +10.35% since July 2011, compared to the benchmarks' returns of +2.81% and -11.18% respectively. A chart further compares the daily and monthly returns of Idee Trading and the two benchmarks from 2011 to 2012.

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    The document compares the performance of Idee Trading strategy to two benchmarks, the Euro Stoxx 50 and SMI, over multiple time periods. It shows that Idee Trading outperformed both benchmarks with returns of +2.87% for 1 month and +10.35% since July 2011, compared to the benchmarks' returns of +2.81% and -11.18% respectively. A chart further compares the daily and monthly returns of Idee Trading and the two benchmarks from 2011 to 2012.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    6 views1 page

    Idee Trading

    Uploaded by

    fogdar
    The document compares the performance of Idee Trading strategy to two benchmarks, the Euro Stoxx 50 and SMI, over multiple time periods. It shows that Idee Trading outperformed both benchmarks with returns of +2.87% for 1 month and +10.35% since July 2011, compared to the benchmarks' returns of +2.81% and -11.18% respectively. A chart further compares the daily and monthly returns of Idee Trading and the two benchmarks from 2011 to 2012.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    IDEE TRADING

    STRATEGIA

    1 mese

    2012

    da 1.7.2011

    Volatilit

    IDEE TRADING

    +2.87%

    +2.87%

    +10.35%

    +11.22%

    BENCHMARK

    1 mese

    2012

    da 31.12.2009

    Volatilit

    EURO STOXX 50
    SMI

    +2.81%
    +8.76%

    +2.81%
    +8.76%

    -11.18%
    +12.73%

    +21.30%
    +14.12%

    20.00%
    15.00%
    10.00%
    5.00%
    0.00%
    -5.00%
    -10.00%
    -15.00%
    -20.00%
    -25.00%
    -30.00%

    02
    .1
    1
    11 .10
    .1
    2
    14 .10
    .0
    1
    25 .11
    .0
    2
    09 .11
    .0
    4
    21 .11
    .0
    5
    02 .11
    .0
    7
    13 .11
    .0
    8
    23 .11
    .0
    9
    05 .11
    .1
    1
    17 .11
    .1
    2
    20 .11
    .0
    1
    02 .12
    .0
    3
    13 .12
    .0
    4
    25 .12
    .0
    5
    06 .12
    .0
    7
    17 .12
    .0
    8
    28 .12
    .0
    9
    09 .12
    .1
    1
    21 .12
    .1
    2
    25 .12
    .0
    1.
    13

    -35.00%

    Idee Trading

    Euro Stoxx 50

    SMI

    6.2011-2012
    15.00%
    10.00%
    5.00%

    yield

    0.00%
    -5.00%

    4.50%
    1.27%
    -0.17%

    5.46%
    3.08% 3.25%
    1.48%

    -0.87%
    -1.03%
    -1.00%
    -4.88%

    2.14%
    1.92%
    0.66%

    -0.97%
    -2.53%

    -10.00%
    -15.00%
    -20.00%
    months
    Euro Stoxx 50

    Idee Trading

    2.68%
    2.55%

    -0.90%
    -2.38%
    -3.22%

    -0.45%

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