12:35 New York (Handel von 09:30 - 16:00) 17:35 London (08:00 - 16:30) 18:35 Frankfurt (09:00 - 20:00) 01:35 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+5,91 |
-4,25 |
-23,59 |
-20,80 |
+43,21 |
+10,29 |
|
| Volatilität (%) |
28,17 |
41,88 |
32,33 |
33,32 |
31,37 |
39,93 |
|
| Sharpe Ratio |
52,81 |
-11,32 |
-22,60 |
-3,85 |
3,30 |
1,51 |
|
| Hoch |
181,25 |
199,61 |
237,83 |
260,44 |
266,93 |
266,93 |
|
| Tief |
170,75 |
164,52 |
164,52 |
164,52 |
113,43 |
53,63 |
|
| Ø-Preis |
173,67 |
184,21 |
203,41 |
220,05 |
203,40 |
178,84 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
1 |
16 |
57 |
176 |
362 |
612 |
|
| Max. Verlustperiode (Kalendertage) |
3 |
24 |
85 |
255 |
534 |
916 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,533 |
-0,017 |
-0,173 |
-0,026 |
0,026 |
0,017 |
|
| Alpha |
0,015 |
-0,0005 |
-0,0040 |
-0,0007 |
0,0006 |
0,0005 |
|
| Beta |
-0,014 |
0,481 |
0,223 |
0,050 |
0,178 |
0,210 |
|
| Korrelation |
-0,012 |
0,215 |
0,151 |
0,046 |
0,135 |
0,143 |
|
| Treynor Ratio |
-2,803 |
-0,130 |
-1,148 |
-4,527 |
2,317 |
0,976 |
|
| Tracking Error |
0,028 |
0,027 |
0,023 |
0,028 |
0,023 |
0,030 |
|
| Relative Performance |
5,201 |
1,549 |
-15,603 |
-8,872 |
14,801 |
23,660 |
|