00:57 New York (Handel von 09:30 - 16:00) 05:57 London (08:00 - 16:30) 06:57 Frankfurt (09:00 - 20:00) 13:57 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,72 |
-2,46 |
+7,20 |
+55,50 |
+160,03 |
+184,02 |
+1.725,43 |
| Volatilität (%) |
27,05 |
26,67 |
25,99 |
23,78 |
30,17 |
41,18 |
36,91 |
| Sharpe Ratio |
19,99 |
-12,47 |
5,74 |
11,90 |
7,44 |
4,42 |
6,04 |
| Hoch |
63,27 |
65,48 |
68,62 |
68,62 |
68,62 |
68,62 |
68,62 |
| Tief |
58,29 |
58,29 |
56,38 |
38,46 |
20,87 |
7,38 |
3,26 |
| Ø-Preis |
60,84 |
62,76 |
62,50 |
52,64 |
39,80 |
30,27 |
21,29 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
18.985 |
13.880 |
9.960 |
6.197 |
4.800 |
3.885 |
2.552 |
| Max. Verlustperiode (Handelstage) |
2 |
15 |
25 |
31 |
164 |
399 |
682 |
| Max. Verlustperiode (Kalendertage) |
4 |
22 |
36 |
43 |
231 |
578 |
986 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,070 |
-0,056 |
0,016 |
0,037 |
0,050 |
0,039 |
0,041 |
| Alpha |
0,0012 |
-0,0010 |
0,0002 |
0,0004 |
0,0007 |
0,0007 |
0,0008 |
| Beta |
2,449 |
0,246 |
0,852 |
1,054 |
0,994 |
1,000 |
0,947 |
| Korrelation |
0,479 |
0,072 |
0,395 |
0,694 |
0,727 |
0,678 |
0,594 |
| Treynor Ratio |
0,0070 |
-0,089 |
0,056 |
0,507 |
1,672 |
1,804 |
18,405 |
| Tracking Error |
0,018 |
0,017 |
0,015 |
0,011 |
0,013 |
0,019 |
0,019 |
| Relative Performance |
2,444 |
-8,269 |
-0,184 |
15,405 |
92,774 |
142,637 |
1.416,231 |