12:52 New York (Handel von 09:30 - 16:00) 17:52 London (08:00 - 16:30) 18:52 Frankfurt (09:00 - 20:00) 01:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+4,32 |
-3,38 |
-26,46 |
+20,09 |
+32,41 |
+275,98 |
|
| Volatilität (%) |
38,04 |
45,54 |
46,85 |
43,11 |
38,75 |
52,00 |
|
| Sharpe Ratio |
18,01 |
-9,73 |
-17,66 |
3,72 |
2,62 |
4,83 |
|
| Hoch |
64,62 |
69,90 |
88,49 |
92,23 |
92,23 |
92,23 |
|
| Tief |
59,01 |
57,66 |
57,66 |
52,27 |
39,05 |
15,15 |
|
| Ø-Preis |
61,70 |
62,27 |
70,29 |
73,28 |
63,66 |
49,33 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
8 |
11 |
19 |
19 |
14 |
10 |
|
| Max. Verlustperiode (Handelstage) |
1 |
17 |
57 |
74 |
293 |
293 |
|
| Max. Verlustperiode (Kalendertage) |
1 |
27 |
85 |
108 |
436 |
436 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,335 |
0,042 |
-0,143 |
0,033 |
0,021 |
0,045 |
|
| Alpha |
0,0076 |
0,0011 |
-0,0042 |
0,0011 |
0,0006 |
0,0016 |
|
| Beta |
0,960 |
0,933 |
0,419 |
0,0048 |
0,212 |
0,195 |
|
| Korrelation |
0,596 |
0,385 |
0,200 |
0,0035 |
0,131 |
0,099 |
|
| Treynor Ratio |
0,018 |
-0,064 |
-0,690 |
36,076 |
1,397 |
13,969 |
|
| Tracking Error |
0,023 |
0,027 |
0,030 |
0,033 |
0,027 |
0,036 |
|
| Relative Performance |
2,975 |
1,831 |
-18,910 |
31,039 |
3,197 |
292,111 |
|