18:36 New York (Handel von 09:30 - 16:00) 23:36 London (08:00 - 16:30) 00:36 Frankfurt (09:00 - 20:00) 08:36 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-0,59 |
+7,21 |
-2,94 |
+27,05 |
+90,23 |
+162,88 |
+565,04 |
| Volatilität (%) |
16,29 |
12,62 |
16,70 |
16,96 |
15,26 |
18,25 |
16,92 |
| Sharpe Ratio |
-23,99 |
23,78 |
-3,76 |
6,42 |
6,50 |
5,17 |
5,61 |
| Hoch |
1.763,08 |
1.763,08 |
1.802,75 |
1.920,86 |
1.920,86 |
1.920,86 |
1.444,60 |
| Tief |
1.709,97 |
1.604,72 |
1.522,48 |
1.348,09 |
831,00 |
72,45 |
72,45 |
| Ø-Preis |
1.734,94 |
1.687,20 |
1.676,91 |
1.604,76 |
1.284,34 |
1.091,41 |
685,26 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
6 |
6 |
87 |
156 |
195 |
540 |
540 |
| Max. Verlustperiode (Kalendertage) |
6 |
6 |
87 |
156 |
195 |
543 |
543 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,170 |
0,281 |
-0,083 |
0,049 |
0,048 |
0,041 |
0,037 |
| Alpha |
0,0046 |
0,0039 |
-0,0012 |
0,0011 |
0,0009 |
0,0008 |
0,0008 |
| Beta |
-1,532 |
0,0023 |
0,420 |
0,049 |
0,069 |
0,086 |
0,011 |
| Korrelation |
-0,886 |
0,0024 |
0,527 |
0,070 |
0,095 |
0,108 |
0,015 |
| Treynor Ratio |
0,019 |
27,862 |
-0,082 |
5,295 |
13,513 |
18,660 |
421,406 |
| Tracking Error |
0,027 |
0,014 |
0,014 |
0,022 |
0,019 |
0,021 |
0,020 |
| Relative Performance |
-2,407 |
-3,824 |
-17,318 |
35,677 |
50,052 |
164,314 |
433,074 |