19:58 New York (Handel von 09:30 - 16:00) 00:58 London (08:00 - 16:30) 01:58 Frankfurt (09:00 - 20:00) 09:58 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,76 |
+22,35 |
+30,20 |
-19,28 |
+81,20 |
-7,04 |
-11,84 |
| Volatilität (%) |
27,60 |
28,73 |
38,59 |
39,47 |
40,21 |
43,91 |
38,33 |
| Sharpe Ratio |
-2,28 |
46,07 |
16,72 |
-2,40 |
4,21 |
1,12 |
1,02 |
| Hoch |
45,92 |
45,92 |
45,92 |
57,22 |
59,09 |
78,85 |
78,85 |
| Tief |
42,35 |
36,12 |
29,02 |
29,02 |
17,20 |
17,20 |
17,20 |
| Ø-Preis |
44,70 |
41,30 |
35,98 |
42,80 |
38,66 |
43,62 |
41,44 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
243.469 |
244.193 |
213.911 |
275.209 |
237.472 |
349.221 |
280.744 |
| Max. Verlustperiode (Handelstage) |
1 |
3 |
18 |
253 |
272 |
1.089 |
1.444 |
| Max. Verlustperiode (Kalendertage) |
1 |
5 |
25 |
358 |
385 |
1.566 |
2.070 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,462 |
0,011 |
0,109 |
-0,027 |
0,015 |
0,0078 |
-0,0007 |
| Alpha |
-0,0072 |
0,0001 |
0,0014 |
-0,0003 |
0,0002 |
0,0001 |
-6,0056 |
| Beta |
2,313 |
1,684 |
1,382 |
1,216 |
1,356 |
1,296 |
1,188 |
| Korrelation |
0,949 |
0,873 |
0,891 |
0,889 |
0,839 |
0,793 |
0,806 |
| Treynor Ratio |
-0,0034 |
0,116 |
0,223 |
-0,172 |
0,526 |
-0,092 |
0,012 |
| Tracking Error |
0,016 |
0,012 |
0,013 |
0,012 |
0,015 |
0,018 |
0,015 |
| Relative Performance |
-0,256 |
9,274 |
16,961 |
-11,149 |
28,645 |
-7,649 |
-36,201 |