10:31 New York (Handel von 09:30 - 16:00) 15:31 London (08:00 - 16:30) 16:31 Frankfurt (09:00 - 20:00) 00:31 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,84 |
+14,89 |
+12,72 |
-2,40 |
+118,96 |
+65,13 |
|
| Volatilität (%) |
4,60 |
15,52 |
25,97 |
28,59 |
29,62 |
37,77 |
|
| Sharpe Ratio |
-36,45 |
57,16 |
10,27 |
-0,11 |
6,37 |
2,88 |
|
| Hoch |
1.770,27 |
1.770,27 |
1.770,27 |
2.010,27 |
2.010,27 |
2.010,27 |
|
| Tief |
1.740,89 |
1.543,20 |
1.415,57 |
1.338,85 |
656,51 |
613,66 |
|
| Ø-Preis |
1.758,22 |
1.667,02 |
1.571,05 |
1.711,43 |
1.564,36 |
1.477,30 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
3 |
45 |
209 |
209 |
578 |
|
| Max. Verlustperiode (Kalendertage) |
|
5 |
66 |
305 |
305 |
872 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,584 |
0,328 |
-0,015 |
0,013 |
0,051 |
|
|
| Alpha |
0,0039 |
0,0019 |
-0,0001 |
0,0002 |
0,0007 |
|
|
| Beta |
0,351 |
0,842 |
0,873 |
0,728 |
0,789 |
|
|
| Korrelation |
0,996 |
0,831 |
0,841 |
0,741 |
0,663 |
|
|
| Treynor Ratio |
-0,0089 |
0,151 |
0,121 |
-0,062 |
1,479 |
|
|
| Tracking Error |
0,0066 |
0,0059 |
0,0092 |
0,013 |
0,014 |
|
|
| Relative Performance |
0,207 |
2,467 |
-3,318 |
5,190 |
73,902 |
|
|