03:37 New York (Handel von 09:30 - 16:00) 08:37 London (08:00 - 16:30) 09:37 Frankfurt (09:00 - 20:00) 16:37 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,67 |
-4,75 |
-6,39 |
-10,54 |
+33,09 |
-17,95 |
+19,09 |
| Volatilität (%) |
23,94 |
17,79 |
21,55 |
28,96 |
23,02 |
26,97 |
25,10 |
| Sharpe Ratio |
-18,07 |
-33,58 |
-10,68 |
-2,05 |
3,03 |
-0,19 |
1,28 |
| Hoch |
3.310,95 |
3.520,59 |
3.653,78 |
3.835,04 |
3.859,83 |
4.206,26 |
4.206,26 |
| Tief |
3.200,47 |
3.200,47 |
3.200,47 |
2.555,61 |
2.268,00 |
1.789,30 |
1.111,78 |
| Ø-Preis |
3.250,00 |
3.343,12 |
3.448,31 |
3.259,71 |
3.156,29 |
3.182,34 |
2.665,26 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
748.493 |
2.831.604 |
4.540.271 |
450.732 |
| Max. Verlustperiode (Handelstage) |
2 |
18 |
46 |
226 |
274 |
1.238 |
1.208 |
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
69 |
322 |
388 |
1.774 |
1.734 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,548 |
0,233 |
0,203 |
0,018 |
0,046 |
-0,0035 |
0,013 |
| Alpha |
0,0004 |
0,0002 |
0,0001 |
6,8209 |
8,8587 |
-5,3986 |
6,5265 |
| Beta |
0,996 |
1,000 |
0,994 |
0,982 |
0,991 |
0,991 |
0,972 |
| Korrelation |
0,999 |
0,998 |
0,999 |
0,999 |
0,998 |
0,998 |
0,998 |
| Treynor Ratio |
-0,011 |
-0,075 |
-0,092 |
-0,135 |
0,303 |
-0,208 |
0,331 |
| Tracking Error |
0,0007 |
0,0007 |
0,0007 |
0,0010 |
0,0008 |
0,0011 |
0,0011 |
| Relative Performance |
0,155 |
0,294 |
0,854 |
0,669 |
3,618 |
-0,210 |
5,204 |