11:59 New York (Handel von 09:30 - 16:00) 16:59 London (08:00 - 16:30) 17:59 Frankfurt (09:00 - 20:00) 00:59 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
-2,47 |
-3,98 |
+10,19 |
+10,39 |
+119,29 |
+28,72 |
+105,12 |
| Volatilität (%) |
30,79 |
20,50 |
18,51 |
23,74 |
23,07 |
27,89 |
26,05 |
| Sharpe Ratio |
-58,17 |
-23,10 |
11,30 |
2,78 |
7,53 |
1,91 |
1,93 |
| Hoch |
45,57 |
47,44 |
47,44 |
47,44 |
47,44 |
47,44 |
47,44 |
| Tief |
43,47 |
43,47 |
39,66 |
30,34 |
18,50 |
15,91 |
14,63 |
| Ø-Preis |
44,52 |
45,55 |
44,99 |
38,67 |
34,04 |
30,97 |
24,90 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
6.249 |
6.078 |
7.182 |
5.006 |
4.590 |
5.884 |
4.291 |
| Max. Verlustperiode (Handelstage) |
4 |
16 |
34 |
156 |
203 |
844 |
845 |
| Max. Verlustperiode (Kalendertage) |
6 |
22 |
51 |
221 |
284 |
1.216 |
1.216 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,667 |
-0,0092 |
0,203 |
0,051 |
0,067 |
0,023 |
0,017 |
| Alpha |
-0,0082 |
-0,0001 |
0,0023 |
0,0007 |
0,0009 |
0,0004 |
0,0003 |
| Beta |
1,063 |
0,642 |
0,524 |
0,571 |
0,604 |
0,599 |
0,485 |
| Korrelation |
0,834 |
0,556 |
0,610 |
0,708 |
0,606 |
0,583 |
0,495 |
| Treynor Ratio |
-0,043 |
-0,094 |
0,155 |
0,146 |
1,939 |
0,445 |
1,910 |
| Tracking Error |
0,012 |
0,012 |
0,011 |
0,013 |
0,013 |
0,016 |
0,016 |
| Relative Performance |
-3,245 |
1,747 |
18,111 |
22,237 |
90,733 |
47,025 |
65,794 |