Skip to content

Instantly share code, notes, and snippets.

@ibrahimgunduz34

ibrahimgunduz34/fund-analysis-tool.txt

Created October 10, 2025 13:24
Show Gist options

  • Select an option

    Learn more about clone URLs
  • Save ibrahimgunduz34/ae7943057f14af9552b5835463d66646 to your computer and use it in GitHub Desktop.

Select an option

Learn more about clone URLs
Save ibrahimgunduz34/ae7943057f14af9552b5835463d66646 to your computer and use it in GitHub Desktop.
Download ZIP
Raw
fund-analysis-tool.txt
Start date: 2025-07-10
End date: 2025-10-10
Report time: 2025-10-10
Fon Positive Days Positive Days (%) Negative Days Negative Days (%) Average Gain (%) Average Loss (%) Stdev (%) Price Change (%) Max Drawdown (%) Sortino Ratio Sharpe Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
BIH 44 67.69% 21 32.31% 0.74 0.46 0.79 25.42 -1.72 0.58 0.44
BDS 38 59.38% 26 40.63% 0.66 0.39 0.64 15.99 -5.21 0.43 0.35
KHC 39 60.00% 26 40.00% 0.98 0.70 1.15 21.47 -4.85 0.34 0.26
PPH 43 66.15% 22 33.85% 0.92 0.90 1.16 21.49 -7.08 0.27 0.26
THF 39 60.94% 25 39.06% 1.07 0.86 1.29 21.49 -6.43 0.27 0.24
KHA 38 58.46% 27 41.54% 1.17 0.80 1.44 25.07 -8.13 0.32 0.24
DTL 39 60.00% 26 40.00% 0.95 0.79 1.17 17.65 -6.13 0.24 0.22
HRZ 40 61.54% 25 38.46% 0.89 0.74 1.16 17.88 -6.42 0.25 0.22
MHF 37 56.92% 28 43.08% 0.94 0.72 1.12 15.18 -6.57 0.23 0.20
ICZ 39 60.00% 26 40.00% 1.07 0.94 1.36 18.31 -7.41 0.23 0.19
Fon Performans & Risk Karşılaştırması
--------------------------------------------------
BIH | ████████████████████ (Sharpe: 0.44, MDD: -1.72%, Return: 25.42%)
BDS | █████████░░░░░░░░░░░ (Sharpe: 0.35, MDD: -5.21%, Return: 15.99%)
KHC | █████████░░░░░░░░░░░ (Sharpe: 0.26, MDD: -4.85%, Return: 21.47%)
THF | ██████░░░░░░░░░░░░░░ (Sharpe: 0.24, MDD: -6.43%, Return: 21.49%)
PPH | ██████░░░░░░░░░░░░░░ (Sharpe: 0.26, MDD: -7.08%, Return: 21.49%)
KHA | █████░░░░░░░░░░░░░░░ (Sharpe: 0.24, MDD: -8.13%, Return: 25.07%)
DTL | ████░░░░░░░░░░░░░░░░ (Sharpe: 0.22, MDD: -6.13%, Return: 17.65%)
HRZ | ████░░░░░░░░░░░░░░░░ (Sharpe: 0.22, MDD: -6.42%, Return: 17.88%)
ICZ | ██░░░░░░░░░░░░░░░░░░ (Sharpe: 0.19, MDD: -7.41%, Return: 18.31%)
MHF | ██░░░░░░░░░░░░░░░░░░ (Sharpe: 0.20, MDD: -6.57%, Return: 15.18%)
Ozet:
--------------------------------------------------
Tüm fonların ortalama volatilitesi: 1.13%
En iyi genel performans skoruna sahip ilk 3 fon:
- BIH (Skor: 0.97, Sharpe: 0.44, MDD: -1.72%, Return: 25.42%, Volatilite: 0.79%)
- BDS (Skor: 0.51, Sharpe: 0.35, MDD: -5.21%, Return: 15.99%, Volatilite: 0.64%)
- KHC (Skor: 0.43, Sharpe: 0.26, MDD: -4.85%, Return: 21.47%, Volatilite: 1.15%)
Start date: 2025-04-10
End date: 2025-10-10
Report time: 2025-10-10
Fon Positive Days Positive Days (%) Negative Days Negative Days (%) Average Gain (%) Average Loss (%) Stdev (%) Price Change (%) Max Drawdown (%) Sortino Ratio Sharpe Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
BIH 83 66.40% 42 33.60% 0.74 0.46 0.76 51.37 -2.25 0.59 0.44
BDS 80 64.52% 44 35.48% 0.70 0.49 0.72 41.02 -5.21 0.43 0.38
KHC 70 56.00% 55 44.00% 1.04 0.84 1.23 29.20 -11.66 0.19 0.17
PPH 80 64.00% 45 36.00% 0.94 0.89 1.16 40.92 -7.08 0.25 0.24
THF 70 56.91% 53 43.09% 1.12 0.92 1.31 32.42 -7.83 0.20 0.18
KHA 67 53.60% 58 46.40% 1.24 0.81 1.40 41.84 -8.13 0.28 0.20
DTL 70 56.00% 55 44.00% 1.01 0.88 1.26 24.15 -7.27 0.16 0.14
HRZ 73 58.40% 52 41.60% 0.93 0.81 1.14 28.65 -6.75 0.20 0.18
MHF 65 58.04% 47 41.96% 1.01 0.75 1.13 34.55 -6.57 0.29 0.24
ICZ 68 54.40% 57 45.60% 1.12 0.91 1.33 26.37 -8.60 0.18 0.15
Fon Performans & Risk Karşılaştırması
--------------------------------------------------
BIH | ████████████████████ (Sharpe: 0.44, MDD: -2.25%, Return: 51.37%)
BDS | ██████████████░░░░░░ (Sharpe: 0.38, MDD: -5.21%, Return: 41.02%)
PPH | █████████░░░░░░░░░░░ (Sharpe: 0.24, MDD: -7.08%, Return: 40.92%)
MHF | ████████░░░░░░░░░░░░ (Sharpe: 0.24, MDD: -6.57%, Return: 34.55%)
KHA | ███████░░░░░░░░░░░░░ (Sharpe: 0.20, MDD: -8.13%, Return: 41.84%)
HRZ | ██████░░░░░░░░░░░░░░ (Sharpe: 0.18, MDD: -6.75%, Return: 28.65%)
THF | █████░░░░░░░░░░░░░░░ (Sharpe: 0.18, MDD: -7.83%, Return: 32.42%)
DTL | ████░░░░░░░░░░░░░░░░ (Sharpe: 0.14, MDD: -7.27%, Return: 24.15%)
ICZ | ███░░░░░░░░░░░░░░░░░ (Sharpe: 0.15, MDD: -8.60%, Return: 26.37%)
KHC | ██░░░░░░░░░░░░░░░░░░ (Sharpe: 0.17, MDD: -11.66%, Return: 29.20%)
Ozet:
--------------------------------------------------
Tüm fonların ortalama volatilitesi: 1.14%
En iyi genel performans skoruna sahip ilk 3 fon:
- BIH (Skor: 0.99, Sharpe: 0.44, MDD: -2.25%, Return: 51.37%, Volatilite: 0.76%)
- BDS (Skor: 0.76, Sharpe: 0.38, MDD: -5.21%, Return: 41.02%, Volatilite: 0.72%)
- PPH (Skor: 0.45, Sharpe: 0.24, MDD: -7.08%, Return: 40.92%, Volatilite: 1.16%)
Start date: 2024-10-10
End date: 2025-10-10
Report time: 2025-10-10
Fon Positive Days Positive Days (%) Negative Days Negative Days (%) Average Gain (%) Average Loss (%) Stdev (%) Price Change (%) Max Drawdown (%) Sortino Ratio Sharpe Ratio
------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
BIH 164 66.67% 82 33.33% 0.70 0.48 0.80 112.32 -4.91 0.46 0.38
BDS 159 64.90% 86 35.10% 0.87 0.71 1.03 111.97 -9.92 0.28 0.30
KHC 143 57.89% 104 42.11% 1.00 0.95 1.35 52.45 -14.29 0.12 0.13
KHA 140 56.91% 106 43.09% 1.05 0.95 1.45 55.05 -15.70 0.13 0.13
DTL 141 57.09% 106 42.91% 0.98 0.97 1.36 38.80 -14.51 0.10 0.10
HRZ 146 59.35% 100 40.65% 0.95 0.95 1.31 0.00 -13.22 0.12 0.14
ICZ 140 56.68% 107 43.32% 1.11 1.09 1.48 43.63 -12.55 0.10 0.11
Fon Performans & Risk Karşılaştırması
--------------------------------------------------
BIH | ████████████████████ (Sharpe: 0.38, MDD: -4.91%, Return: 112.32%)
BDS | ██████████████░░░░░░ (Sharpe: 0.30, MDD: -9.92%, Return: 111.97%)
ICZ | ████░░░░░░░░░░░░░░░░ (Sharpe: 0.11, MDD: -12.55%, Return: 43.63%)
KHC | ████░░░░░░░░░░░░░░░░ (Sharpe: 0.13, MDD: -14.29%, Return: 52.45%)
HRZ | ███░░░░░░░░░░░░░░░░░ (Sharpe: 0.14, MDD: -13.22%, Return: 0.00%)
KHA | ███░░░░░░░░░░░░░░░░░ (Sharpe: 0.13, MDD: -15.70%, Return: 55.05%)
DTL | ██░░░░░░░░░░░░░░░░░░ (Sharpe: 0.10, MDD: -14.51%, Return: 38.80%)
Ozet:
--------------------------------------------------
Tüm fonların ortalama volatilitesi: 1.25%
En iyi genel performans skoruna sahip ilk 3 fon:
- BIH (Skor: 1.00, Sharpe: 0.38, MDD: -4.91%, Return: 112.32%, Volatilite: 0.80%)
- BDS (Skor: 0.73, Sharpe: 0.30, MDD: -9.92%, Return: 111.97%, Volatilite: 1.03%)
- KHC (Skor: 0.21, Sharpe: 0.13, MDD: -14.29%, Return: 52.45%, Volatilite: 1.35%)
Gracefully shutting down Redisson client on ContextClosedEvent...
Process finished with exit code 0
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment