13:35 New York (Handel von 09:30 - 16:00) 18:35 London (08:00 - 16:30) 19:35 Frankfurt (09:00 - 20:00) 03:35 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,61 |
+9,45 |
+21,58 |
-21,97 |
+69,85 |
-43,07 |
|
| Volatilität (%) |
23,54 |
21,07 |
25,83 |
29,88 |
33,35 |
48,75 |
|
| Sharpe Ratio |
40,74 |
27,41 |
18,58 |
-4,59 |
4,43 |
-0,37 |
|
| Hoch |
18,81 |
18,81 |
18,81 |
24,89 |
24,89 |
47,48 |
|
| Tief |
18,00 |
16,87 |
14,42 |
14,42 |
8,68 |
8,05 |
|
| Ø-Preis |
18,55 |
18,03 |
16,48 |
18,43 |
17,38 |
19,14 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
35 |
15 |
8 |
30 |
56 |
49 |
|
| Max. Verlustperiode (Handelstage) |
2 |
7 |
17 |
240 |
240 |
934 |
|
| Max. Verlustperiode (Kalendertage) |
4 |
11 |
23 |
352 |
352 |
1.737 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,477 |
0,163 |
0,132 |
-0,034 |
0,032 |
-0,0061 |
|
| Alpha |
0,0044 |
0,0023 |
0,0024 |
-0,0007 |
0,0007 |
-0,0002 |
|
| Beta |
1,926 |
0,429 |
0,407 |
0,346 |
0,418 |
0,551 |
|
| Korrelation |
0,968 |
0,308 |
0,392 |
0,337 |
0,315 |
0,342 |
|
| Treynor Ratio |
0,013 |
0,195 |
0,507 |
-0,673 |
1,656 |
-0,809 |
|
| Tracking Error |
0,0093 |
0,014 |
0,018 |
0,021 |
0,022 |
0,031 |
|
| Relative Performance |
3,101 |
-1,770 |
6,852 |
-13,482 |
26,700 |
-40,170 |
|