01:19 New York (Handel von 09:30 - 16:00) 06:19 London (08:00 - 16:30) 07:19 Frankfurt (09:00 - 20:00) 15:19 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,02 |
+24,86 |
+18,73 |
+12,62 |
+217,22 |
+55,38 |
+97,89 |
| Volatilität (%) |
27,91 |
25,61 |
34,70 |
39,56 |
38,48 |
40,22 |
34,24 |
| Sharpe Ratio |
0,88 |
57,23 |
11,88 |
2,79 |
7,28 |
2,57 |
1,86 |
| Hoch |
71,48 |
71,48 |
71,48 |
73,85 |
73,85 |
73,85 |
73,85 |
| Tief |
65,13 |
55,05 |
48,52 |
43,49 |
18,29 |
16,00 |
16,00 |
| Ø-Preis |
69,22 |
63,29 |
57,08 |
59,03 |
44,40 |
41,23 |
36,91 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
197.030 |
165.620 |
149.120 |
187.861 |
131.361 |
140.839 |
105.534 |
| Max. Verlustperiode (Handelstage) |
1 |
3 |
41 |
140 |
140 |
843 |
1.312 |
| Max. Verlustperiode (Kalendertage) |
1 |
5 |
60 |
197 |
197 |
1.215 |
1.812 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,340 |
0,345 |
0,042 |
0,067 |
0,067 |
0,031 |
0,013 |
| Alpha |
-0,0050 |
0,0037 |
0,0005 |
0,0009 |
0,0011 |
0,0005 |
0,0002 |
| Beta |
1,959 |
1,320 |
1,166 |
1,140 |
1,177 |
1,109 |
0,990 |
| Korrelation |
0,797 |
0,797 |
0,851 |
0,833 |
0,760 |
0,744 |
0,739 |
| Treynor Ratio |
0,0001 |
0,173 |
0,143 |
0,093 |
1,829 |
0,481 |
0,684 |
| Tracking Error |
0,015 |
0,011 |
0,012 |
0,014 |
0,016 |
0,017 |
0,015 |
| Relative Performance |
-0,064 |
13,367 |
5,428 |
20,386 |
171,800 |
57,158 |
30,084 |