00:21 New York (Handel von 09:30 - 16:00) 05:21 London (08:00 - 16:30) 06:21 Frankfurt (09:00 - 20:00) 14:21 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-1,17 |
+4,28 |
+13,33 |
+10,54 |
+26,41 |
-9,09 |
+20,20 |
| Volatilität (%) |
14,18 |
17,68 |
16,45 |
17,44 |
20,75 |
24,91 |
27,43 |
| Sharpe Ratio |
-88,06 |
9,43 |
16,24 |
3,38 |
2,80 |
0,21 |
0,99 |
| Hoch |
47,26 |
47,26 |
47,26 |
47,26 |
49,36 |
56,89 |
56,89 |
| Tief |
45,96 |
42,51 |
39,75 |
38,26 |
28,70 |
28,70 |
23,32 |
| Ø-Preis |
46,51 |
44,84 |
43,23 |
42,95 |
41,43 |
44,22 |
39,27 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
22.975 |
28.519 |
24.202 |
25.806 |
26.418 |
29.230 |
17.431 |
| Max. Verlustperiode (Handelstage) |
3 |
10 |
15 |
172 |
332 |
1.099 |
1.287 |
| Max. Verlustperiode (Kalendertage) |
5 |
14 |
21 |
241 |
471 |
1.580 |
1.774 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-1,453 |
0,029 |
0,082 |
0,036 |
0,0095 |
-0,0008 |
0,0031 |
| Alpha |
-0,0066 |
0,0004 |
0,0011 |
0,0005 |
0,0001 |
-6,2716 |
0,0001 |
| Beta |
1,058 |
0,302 |
0,398 |
0,389 |
0,417 |
0,486 |
0,388 |
| Korrelation |
0,900 |
0,259 |
0,601 |
0,642 |
0,503 |
0,528 |
0,390 |
| Treynor Ratio |
-0,030 |
0,075 |
0,285 |
0,220 |
0,585 |
-0,228 |
0,112 |
| Tracking Error |
0,0045 |
0,013 |
0,013 |
0,014 |
0,015 |
0,016 |
0,018 |
| Relative Performance |
-2,568 |
-7,880 |
-2,437 |
18,360 |
-18,205 |
-6,737 |
-33,194 |