12:27 New York (Handel von 09:30 - 16:00) 17:27 London (08:00 - 16:30) 18:27 Frankfurt (09:00 - 20:00) 01:27 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,27 |
-10,35 |
+25,54 |
+16,13 |
+89,98 |
-16,15 |
+244,57 |
| Volatilität (%) |
18,09 |
26,41 |
36,05 |
38,95 |
33,57 |
42,53 |
40,78 |
| Sharpe Ratio |
25,66 |
-38,28 |
15,71 |
3,26 |
4,90 |
0,76 |
2,61 |
| Hoch |
76,20 |
86,72 |
86,88 |
86,88 |
86,88 |
120,95 |
120,95 |
| Tief |
72,02 |
72,02 |
59,10 |
36,00 |
35,41 |
31,10 |
7,95 |
| Ø-Preis |
74,31 |
78,25 |
72,13 |
55,90 |
50,03 |
60,68 |
42,79 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
1.752 |
1.686 |
2.110 |
1.250 |
951 |
750 |
589 |
| Max. Verlustperiode (Handelstage) |
1 |
19 |
19 |
206 |
235 |
1.155 |
853 |
| Max. Verlustperiode (Kalendertage) |
1 |
28 |
28 |
289 |
332 |
1.679 |
1.246 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
1,044 |
-0,210 |
0,190 |
0,059 |
0,040 |
0,0100 |
0,028 |
| Alpha |
0,0066 |
-0,0031 |
0,0046 |
0,0012 |
0,0008 |
0,0002 |
0,0006 |
| Beta |
0,723 |
0,764 |
0,445 |
0,833 |
0,724 |
0,816 |
0,831 |
| Korrelation |
0,953 |
0,515 |
0,261 |
0,626 |
0,502 |
0,522 |
0,538 |
| Treynor Ratio |
0,016 |
-0,163 |
0,527 |
0,169 |
1,213 |
-0,223 |
2,924 |
| Tracking Error |
0,0063 |
0,015 |
0,024 |
0,020 |
0,019 |
0,023 |
0,022 |
| Relative Performance |
2,476 |
-4,623 |
33,428 |
27,960 |
61,417 |
2,178 |
216,161 |