12:10 New York (Handel von 09:30 - 16:00) 17:10 London (08:00 - 16:30) 18:10 Frankfurt (09:00 - 20:00) 01:10 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,10 |
-6,19 |
-11,77 |
-13,84 |
+38,80 |
-21,87 |
|
| Volatilität (%) |
31,89 |
29,42 |
31,87 |
40,01 |
34,17 |
45,38 |
|
| Sharpe Ratio |
1,60 |
-21,75 |
-10,88 |
-1,41 |
3,00 |
0,66 |
|
| Hoch |
30,39 |
33,00 |
35,05 |
38,76 |
38,76 |
43,12 |
|
| Tief |
29,08 |
29,08 |
29,08 |
22,23 |
19,86 |
14,81 |
|
| Ø-Preis |
29,66 |
30,90 |
32,05 |
30,38 |
28,20 |
28,85 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
8 |
496 |
454 |
559 |
419 |
432 |
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
48 |
212 |
212 |
1.079 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
71 |
304 |
318 |
1.669 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,387 |
0,138 |
-0,015 |
0,0090 |
0,011 |
0,0098 |
|
| Alpha |
0,0029 |
0,0014 |
-0,0001 |
0,0001 |
0,0001 |
0,0002 |
|
| Beta |
1,302 |
1,507 |
1,352 |
1,204 |
1,191 |
1,071 |
|
| Korrelation |
0,975 |
0,908 |
0,919 |
0,900 |
0,826 |
0,632 |
|
| Treynor Ratio |
0,0005 |
-0,055 |
-0,102 |
-0,132 |
0,309 |
-0,223 |
|
| Tracking Error |
0,0074 |
0,0099 |
0,0093 |
0,012 |
0,013 |
0,023 |
|
| Relative Performance |
1,351 |
-0,428 |
-3,807 |
-2,197 |
10,352 |
-3,504 |
|