Institut für angewandteRenditeverbesserung
Das optimale Ergebnis - gerechnet mit der Komplexmethode eine Verbesserung der Rendite um 10.04 % oder CHF 103'433.23
|
Lfd Nr |
|
Obligationen u. ä. |
Marktwert*0.8 |
Ergebnis |
Marktwerte |
Veränderungen |
Marktwert*1.2 |
Direkte Rendite % |
|
1 |
S CHF |
Eidgen. Anleihe |
0.00 |
0.00 |
1'041'000.00 |
-1'041'000.00 |
1'249'200.00 |
3.84 |
|
2 |
S CHF |
SBG |
0.00 |
0.00 |
1'007'000.00 |
-1'007'000.00 |
1'208'400.00 |
3.10 |
|
3 |
A CHF |
Oesterr. Kontrollbank |
0.00 |
1'727'849.00 |
2'156'000.00 |
-428'151.00 |
3'587'200.00 |
4.97 |
|
4 |
S CHF |
Eurofima |
0.00 |
0.00 |
2'070'000.00 |
-2'070'000.00 |
2'484'000.00 |
3.62 |
|
5 |
S CHF |
SBG |
0.00 |
0.00 |
2'026'000.00 |
-2'026'000.00 |
2'431'200.00 |
3.58 |
|
6 |
S CHF |
Emiss. Bern |
840'000.00 |
1'260'000.00 |
1'050'000.00 |
210'000.00 |
1'260'000.00 |
4.52 |
|
7 |
S CHF |
Eidgen. Anleihe |
0.00 |
2'543'280.00 |
2'119'400.00 |
423'880.00 |
2'543'280.00 |
4.25 |
|
8 |
S CHF |
Stadt Zürich |
0.00 |
532'522.00 |
1'034'000.00 |
-501'478.00 |
1'240'800.00 |
4.10 |
|
9 |
S CHF |
Aare-Tessin AG |
830'800.00 |
1'246'200.00 |
1'038'500.00 |
207'700.00 |
1'246'200.00 |
4.31 |
|
10 |
S CHF |
Pfandbriefz. . K.-Banken |
0.00 |
1'218'000.00 |
1'015'000.00 |
203'000.00 |
1'218'000.00 |
4.19 |
|
11 |
S CHF |
Eidgen. Anleihe |
0.00 |
2'513'520.00 |
2'094'600.00 |
418'920.00 |
2'513'520.00 |
4.30 |
|
12 |
A CHF |
Oest. PSK |
872'000.00 |
872'000.00 |
1'090'000.00 |
-218'000.00 |
2'308'000.00 |
4.93 |
|
13 |
S CHF |
Eurofima |
830'400.00 |
2'245'600.00 |
1'038'000.00 |
1'207'600.00 |
2'245'600.00 |
4.56 |
|
14 |
S CHF |
SBG |
838'400.00 |
2'257'600.00 |
1'048'000.00 |
1'209'600.00 |
2'257'600.00 |
4.73 |
|
15 |
S CHF |
Eidgen. Anleihe |
824'000.00 |
2'236'000.00 |
1'030'000.00 |
1'206'000.00 |
2'236'000.00 |
4.37 |
|
16 |
A FW |
Nestle |
249'859.20 |
249'859.20 |
312'324.00 |
-62'464.80 |
1'374'788.80 |
5.02 |
|
17 |
A FW |
Deutsche Bank Finanz NV |
253'620.80 |
1'380'431.20 |
317'026.00 |
1'063'405.20 |
1'380'431.20 |
6.44 |
|
18 |
A FW |
Grossbritannien |
252'680.80 |
1'379'021.20 |
315'851.00 |
1'063'170.20 |
1'379'021.20 |
6.68 |
|
19 |
A FW |
Bundesobligationen Deutschl. |
667'589.60 |
667'589.60 |
834'487.00 |
-166'897.40 |
2'001'384.40 |
5.17 |
|
20 |
A FW |
Bundesobligationen Deutschl. |
664'960.00 |
1'138'915.80 |
831'200.00 |
307'715.80 |
1'997'440.00 |
6.16 |
|
|
|
Summe |
7'124'310.40 |
23'468'388.00 |
23'468'388.00 |
0.00 |
38'162'065.60 |
|
|
|
|
|
|
|
|
|
Rendite Gesamttotal |
4.830733283 |
|
|
|
|
|
|
|
Benchmarkgrenzen |
CHF |
1'133'695.23 |
|
|
|
Summe S CHF |
4'163'600.00 |
16'052'722.00 |
|
"=>16'052'722" |
24'133'800.00 |
4.40 |
|
|
|
Summe A CHF |
872'000.00 |
2'599'849.00 |
|
"<=6'421'089" |
5'895'200.00 |
4.96 |
|
|
|
Summe A FW |
2'088'710.40 |
4'815'817.00 |
|
"<=4'815'817" |
8'133'065.60 |
6.19 |
|
|
|
|
7'124'310.40 |
23'468'388.00 |
|
|
38'162'065.60 |
|
|
|
|
Ziel=Rendite Gesamttotal/STDW => Max |
|
6.276237524 |
|
|
|
|
|
|
|
|
|
|
|
|
SFR |
|
|
|
Risiko |
Summe S CHF |
0.46505683 |
|
|
Optimale Rendite |
1'133'695.23 |
|
|
|
Risiko |
Summe A CHF |
0.12725964 |
|
|
Ausgangssituation |
1'030'262.00 |
|
|
|
Risiko |
Summe A FW |
1.46877167 |
|
|
Verbesserung |
103'433.23 |
|
|
|
Total |
Standardabweichung = Risiko |
0.76968618 |
|
|
in Prozent |
10.04 |
|