05:24 New York (Handel von 09:30 - 16:00) 10:24 London (08:00 - 16:30) 11:24 Frankfurt (09:00 - 20:00) 19:24 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+4,23 |
+7,86 |
+18,15 |
+7,21 |
|
|
|
| Volatilität (%) |
12,57 |
13,52 |
19,95 |
24,07 |
|
|
|
| Sharpe Ratio |
75,36 |
32,82 |
19,03 |
2,11 |
|
|
|
| Hoch |
28,19 |
28,19 |
28,19 |
28,19 |
|
|
|
| Tief |
26,98 |
26,05 |
22,42 |
20,28 |
|
|
|
| Ø-Preis |
27,48 |
26,95 |
25,28 |
24,64 |
|
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
10 |
10 |
242 |
|
|
|
| Max. Verlustperiode (Kalendertage) |
|
14 |
14 |
347 |
|
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
1,008 |
0,232 |
0,132 |
0,023 |
|
|
|
| Alpha |
0,020 |
0,0028 |
0,0027 |
0,0004 |
|
|
|
| Beta |
-0,761 |
0,186 |
0,019 |
0,323 |
|
|
|
| Korrelation |
-0,902 |
0,216 |
0,025 |
0,388 |
|
|
|
| Treynor Ratio |
-0,033 |
0,331 |
8,471 |
0,170 |
|
|
|
| Tracking Error |
0,020 |
0,012 |
0,020 |
0,019 |
|
|
|
| Relative Performance |
-0,252 |
-3,537 |
4,342 |
14,595 |
|
|
|