13:01 New York (Handel von 09:30 - 16:00) 18:01 London (08:00 - 16:30) 19:01 Frankfurt (09:00 - 20:00) 02:01 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+4,64 |
-6,03 |
-9,37 |
-10,67 |
+28,11 |
|
|
| Volatilität (%) |
18,84 |
26,61 |
26,25 |
25,72 |
46,05 |
|
|
| Sharpe Ratio |
106,88 |
-29,61 |
-11,90 |
-2,61 |
2,52 |
|
|
| Hoch |
141,76 |
150,86 |
162,80 |
179,10 |
179,10 |
|
|
| Tief |
135,47 |
135,47 |
135,47 |
133,19 |
47,86 |
|
|
| Ø-Preis |
139,16 |
141,60 |
148,79 |
153,68 |
121,72 |
|
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
|
| Max. Verlustperiode (Handelstage) |
|
16 |
48 |
128 |
250 |
|
|
| Max. Verlustperiode (Kalendertage) |
|
26 |
75 |
198 |
416 |
|
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
|
|
|
-0,246 |
0,020 |
0,018 |
|
| Alpha |
|
|
|
-0,0036 |
0,0004 |
0,0005 |
|
| Beta |
|
|
|
0,739 |
0,479 |
0,560 |
|
| Korrelation |
|
|
|
0,499 |
0,322 |
0,342 |
|
| Treynor Ratio |
|
|
|
-0,100 |
0,710 |
0,407 |
|
| Tracking Error |
|
|
|
0,015 |
0,019 |
0,029 |
|
| Relative Performance |
|
|
|
-6,917 |
-11,972 |
10,966 |
|
