14:08 New York (Handel von 09:30 - 16:00) 19:08 London (08:00 - 16:30) 20:08 Frankfurt (09:00 - 20:00) 04:08 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+0,48 |
+14,03 |
+17,80 |
-0,44 |
+86,66 |
|
|
| Volatilität (%) |
15,26 |
18,60 |
25,64 |
27,76 |
30,95 |
|
|
| Sharpe Ratio |
-10,29 |
47,61 |
15,72 |
0,58 |
5,09 |
|
|
| Hoch |
27,60 |
27,60 |
27,60 |
29,81 |
31,89 |
|
|
| Tief |
26,79 |
23,45 |
20,53 |
18,84 |
11,45 |
|
|
| Ø-Preis |
27,33 |
25,93 |
23,72 |
24,90 |
24,63 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
2.354 |
2.422 |
1.253 |
1.134 |
1.325 |
|
|
| Max. Verlustperiode (Handelstage) |
2 |
3 |
17 |
217 |
276 |
|
|
| Max. Verlustperiode (Kalendertage) |
2 |
5 |
26 |
309 |
392 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,053 |
0,150 |
0,087 |
0,020 |
0,035 |
|
|
| Alpha |
0,0003 |
0,0009 |
0,0009 |
0,0003 |
0,0005 |
|
|
| Beta |
1,044 |
1,073 |
0,796 |
0,678 |
0,896 |
|
|
| Korrelation |
0,821 |
0,871 |
0,773 |
0,706 |
0,723 |
|
|
| Treynor Ratio |
-0,0039 |
0,124 |
0,215 |
-0,020 |
0,968 |
|
|
| Tracking Error |
0,0064 |
0,0060 |
0,011 |
0,014 |
0,014 |
|
|
| Relative Performance |
0,193 |
3,137 |
3,329 |
8,475 |
44,109 |
|
|