11:19 New York (Handel von 09:30 - 16:00) 16:19 London (08:00 - 16:30) 17:19 Frankfurt (09:00 - 20:00) 00:19 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,52 |
-3,81 |
-4,98 |
-15,31 |
+59,32 |
|
|
| Volatilität (%) |
26,16 |
21,16 |
19,67 |
27,56 |
24,78 |
|
|
| Sharpe Ratio |
17,90 |
-22,54 |
-9,20 |
-3,38 |
4,56 |
|
|
| Hoch |
21,21 |
22,57 |
23,41 |
25,35 |
25,89 |
|
|
| Tief |
20,39 |
20,39 |
20,39 |
16,79 |
12,48 |
|
|
| Ø-Preis |
20,85 |
21,59 |
22,20 |
21,28 |
20,46 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
24 |
88 |
97 |
353 |
438 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
46 |
253 |
324 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
69 |
359 |
462 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,763 |
0,091 |
0,018 |
-0,026 |
0,036 |
|
|
| Alpha |
0,0061 |
0,0008 |
0,0001 |
-0,0003 |
0,0004 |
|
|
| Beta |
1,003 |
0,952 |
0,751 |
0,792 |
0,787 |
|
|
| Korrelation |
0,910 |
0,795 |
0,825 |
0,850 |
0,750 |
|
|
| Treynor Ratio |
0,012 |
-0,064 |
-0,097 |
-0,222 |
0,722 |
|
|
| Tracking Error |
0,0080 |
0,0083 |
0,0079 |
0,0099 |
0,011 |
|
|
| Relative Performance |
2,463 |
1,666 |
2,700 |
-3,664 |
30,385 |
|
|