03:52 New York (Handel von 09:30 - 16:00) 08:52 London (08:00 - 16:30) 09:52 Frankfurt (09:00 - 20:00) 17:52 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+4,85 |
+19,01 |
+15,97 |
+17,42 |
+270,87 |
+151,78 |
+342,44 |
| Volatilität (%) |
23,54 |
25,26 |
35,77 |
42,80 |
45,53 |
48,70 |
40,92 |
| Sharpe Ratio |
8,03 |
38,04 |
8,36 |
3,04 |
7,18 |
3,81 |
3,08 |
| Hoch |
144,90 |
144,90 |
144,90 |
152,20 |
152,20 |
152,20 |
152,20 |
| Tief |
137,10 |
121,45 |
109,75 |
86,40 |
29,55 |
28,25 |
20,60 |
| Ø-Preis |
141,44 |
134,50 |
125,83 |
122,25 |
89,16 |
86,82 |
51,37 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
147.953 |
165.218 |
154.072 |
173.507 |
107.359 |
95.786 |
40.432 |
| Max. Verlustperiode (Handelstage) |
2 |
5 |
45 |
147 |
204 |
782 |
984 |
| Max. Verlustperiode (Kalendertage) |
2 |
7 |
66 |
208 |
295 |
1.128 |
1.421 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
-0,0030 |
0,019 |
-0,070 |
0,071 |
0,062 |
0,040 |
0,031 |
| Alpha |
-8,0023 |
0,0002 |
-0,0008 |
0,0011 |
0,0015 |
0,0011 |
0,0007 |
| Beta |
1,777 |
1,291 |
1,261 |
1,256 |
1,063 |
0,903 |
0,902 |
| Korrelation |
0,902 |
0,774 |
0,876 |
0,844 |
0,582 |
0,504 |
0,574 |
| Treynor Ratio |
0,0026 |
0,111 |
0,090 |
0,102 |
2,449 |
1,595 |
3,461 |
| Tracking Error |
0,010 |
0,011 |
0,012 |
0,015 |
0,023 |
0,027 |
0,021 |
| Relative Performance |
1,061 |
4,147 |
-2,443 |
22,564 |
217,815 |
148,396 |
274,481 |