18:17 New York (Handel von 09:30 - 16:00) 23:17 London (08:00 - 16:30) 00:17 Frankfurt (09:00 - 20:00) 08:17 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+3,56 |
+14,36 |
+27,53 |
-1,54 |
+63,77 |
-20,45 |
+23,98 |
| Volatilität (%) |
23,75 |
31,08 |
35,58 |
43,38 |
45,16 |
47,55 |
38,15 |
| Sharpe Ratio |
10,59 |
25,06 |
15,87 |
0,74 |
3,53 |
0,83 |
1,31 |
| Hoch |
17,84 |
17,84 |
17,84 |
22,35 |
22,35 |
31,79 |
31,79 |
| Tief |
16,35 |
15,10 |
12,81 |
12,10 |
8,70 |
8,70 |
8,60 |
| Ø-Preis |
17,33 |
16,17 |
14,87 |
16,01 |
13,33 |
16,54 |
16,41 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
2.894 |
2.191 |
1.643 |
2.077 |
1.569 |
2.890 |
1.963 |
| Max. Verlustperiode (Handelstage) |
1 |
3 |
36 |
191 |
191 |
1.126 |
898 |
| Max. Verlustperiode (Kalendertage) |
1 |
4 |
53 |
270 |
270 |
1.617 |
1.291 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,273 |
-0,084 |
0,024 |
0,015 |
0,0007 |
0,0020 |
-0,0023 |
| Alpha |
0,0052 |
-0,0013 |
0,0003 |
0,0002 |
6,6865 |
9,7625 |
-9,7668 |
| Beta |
0,720 |
1,304 |
1,214 |
1,247 |
1,043 |
1,001 |
0,950 |
| Korrelation |
0,491 |
0,681 |
0,831 |
0,809 |
0,618 |
0,612 |
0,562 |
| Treynor Ratio |
0,0027 |
0,085 |
0,161 |
-0,023 |
0,565 |
-0,255 |
0,184 |
| Tracking Error |
0,019 |
0,016 |
0,013 |
0,017 |
0,023 |
0,024 |
0,020 |
| Relative Performance |
1,273 |
0,623 |
5,349 |
1,170 |
-27,373 |
-26,567 |
-117,667 |