14:38 New York (Handel von 09:30 - 16:00) 19:38 London (08:00 - 16:30) 20:38 Frankfurt (09:00 - 20:00) 04:38 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,08 |
+3,73 |
+3,44 |
+5,65 |
+31,25 |
+66,81 |
|
| Volatilität (%) |
|
11,90 |
20,00 |
21,01 |
21,54 |
30,94 |
|
| Sharpe Ratio |
|
110,93 |
18,83 |
15,29 |
36,16 |
26,01 |
|
| Hoch |
399,21 |
399,21 |
399,21 |
399,21 |
399,21 |
399,21 |
|
| Tief |
394,93 |
384,86 |
378,70 |
370,04 |
304,15 |
228,14 |
|
| Ø-Preis |
397,07 |
393,00 |
386,45 |
384,01 |
359,97 |
309,24 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
|
4 |
9 |
9 |
15 |
|
| Max. Verlustperiode (Kalendertage) |
|
|
62 |
334 |
426 |
426 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
0,574 |
0,086 |
0,045 |
0,087 |
0,100 |
|
| Alpha |
|
0,029 |
0,0040 |
0,0037 |
0,0056 |
0,0069 |
|
| Beta |
|
-0,278 |
0,092 |
-0,018 |
-0,0026 |
0,0015 |
|
| Korrelation |
|
-1,000 |
0,327 |
-0,117 |
-0,012 |
0,0044 |
|
| Treynor Ratio |
|
-0,062 |
0,156 |
-2,018 |
-112,185 |
407,100 |
|
| Tracking Error |
|
0,050 |
0,047 |
0,082 |
0,064 |
0,070 |
|
| Relative Performance |
|
-3,570 |
-7,474 |
-7,762 |
-19,985 |
57,883 |
|