10:56 New York (Handel von 09:30 - 16:00) 15:56 London (08:00 - 16:30) 16:56 Frankfurt (09:00 - 20:00) 23:56 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,0047 |
-9,76 |
-13,20 |
-21,90 |
+25,86 |
+19,90 |
|
| Volatilität (%) |
48,44 |
34,00 |
33,63 |
38,64 |
37,21 |
50,93 |
|
| Sharpe Ratio |
4,03 |
-22,22 |
-9,65 |
-2,67 |
2,46 |
2,06 |
|
| Hoch |
22,01 |
25,19 |
25,36 |
28,50 |
30,95 |
30,95 |
|
| Tief |
20,98 |
20,98 |
20,98 |
18,96 |
14,79 |
8,82 |
|
| Ø-Preis |
21,54 |
22,92 |
23,43 |
23,85 |
23,55 |
21,84 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
283 |
257 |
295 |
275 |
291 |
284 |
|
| Max. Verlustperiode (Handelstage) |
2 |
16 |
60 |
226 |
350 |
776 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
22 |
87 |
322 |
498 |
1.120 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,135 |
0,039 |
-0,029 |
-0,016 |
0,0078 |
0,028 |
|
| Alpha |
0,0029 |
0,0006 |
-0,0005 |
-0,0003 |
0,0001 |
0,0007 |
|
| Beta |
1,775 |
1,486 |
0,974 |
0,958 |
1,087 |
1,215 |
|
| Korrelation |
0,884 |
0,777 |
0,627 |
0,729 |
0,678 |
0,651 |
|
| Treynor Ratio |
0,0018 |
-0,065 |
-0,135 |
-0,231 |
0,246 |
0,170 |
|
| Tracking Error |
0,021 |
0,015 |
0,017 |
0,017 |
0,017 |
0,025 |
|
| Relative Performance |
1,610 |
-1,874 |
-3,198 |
-8,164 |
0,369 |
41,074 |
|