05:11 New York (Handel von 09:30 - 16:00) 10:11 London (08:00 - 16:30) 11:11 Frankfurt (09:00 - 20:00) 19:11 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,43 |
+2,00 |
+13,28 |
+6,30 |
|
|
|
| Volatilität (%) |
10,10 |
10,13 |
14,33 |
17,71 |
|
|
|
| Sharpe Ratio |
16,03 |
0,18 |
18,52 |
2,08 |
|
|
|
| Hoch |
24,51 |
24,51 |
24,51 |
24,51 |
|
|
|
| Tief |
23,89 |
23,84 |
20,66 |
18,63 |
|
|
|
| Ø-Preis |
24,20 |
24,14 |
22,86 |
21,85 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
1.427 |
337 |
469 |
557 |
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
13 |
13 |
211 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
17 |
17 |
319 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,160 |
-0,043 |
0,097 |
0,026 |
|
|
|
| Alpha |
0,0014 |
-0,0004 |
0,0013 |
0,0004 |
|
|
|
| Beta |
0,393 |
0,259 |
0,325 |
0,405 |
|
|
|
| Korrelation |
0,581 |
0,403 |
0,576 |
0,693 |
|
|
|
| Treynor Ratio |
0,011 |
5,0000 |
0,347 |
0,106 |
|
|
|
| Tracking Error |
0,0090 |
0,0097 |
0,013 |
0,014 |
|
|
|
| Relative Performance |
-2,310 |
-9,669 |
-0,823 |
13,419 |
|
|
|