05:18 New York (Handel von 09:30 - 16:00) 10:18 London (08:00 - 16:30) 11:18 Frankfurt (09:00 - 20:00) 19:18 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,62 |
+3,55 |
+12,29 |
-0,33 |
|
|
|
| Volatilität (%) |
9,96 |
9,77 |
15,04 |
19,13 |
|
|
|
| Sharpe Ratio |
23,57 |
11,75 |
16,23 |
-0,20 |
|
|
|
| Hoch |
23,96 |
23,96 |
23,96 |
24,26 |
|
|
|
| Tief |
23,31 |
23,00 |
20,26 |
19,10 |
|
|
|
| Ø-Preis |
23,66 |
23,44 |
22,27 |
22,10 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
62 |
604 |
959 |
848 |
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
10 |
11 |
231 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
3 |
14 |
15 |
353 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,075 |
-0,078 |
0,080 |
0,0088 |
|
|
|
| Alpha |
0,0005 |
-0,0006 |
0,0009 |
0,0001 |
|
|
|
| Beta |
0,510 |
0,426 |
0,458 |
0,481 |
|
|
|
| Korrelation |
0,766 |
0,688 |
0,772 |
0,793 |
|
|
|
| Treynor Ratio |
0,012 |
0,036 |
0,225 |
-0,049 |
|
|
|
| Tracking Error |
0,0072 |
0,0075 |
0,011 |
0,013 |
|
|
|
| Relative Performance |
-2,121 |
-8,121 |
-1,809 |
6,789 |
|
|
|