14:04 New York (Handel von 09:30 - 16:00) 19:04 London (08:00 - 16:30) 20:04 Frankfurt (09:00 - 20:00) 03:04 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+1,61 |
-3,90 |
-2,59 |
-4,12 |
+75,69 |
-6,75 |
|
| Volatilität (%) |
24,02 |
19,19 |
22,51 |
29,87 |
24,90 |
29,34 |
|
| Sharpe Ratio |
-2,86 |
-23,30 |
-4,43 |
-0,30 |
5,32 |
0,55 |
|
| Hoch |
10.404,27 |
10.945,93 |
10.945,93 |
11.201,38 |
11.201,38 |
11.383,34 |
|
| Tief |
10.011,84 |
10.011,84 |
9.916,12 |
7.783,39 |
5.453,11 |
4.165,70 |
|
| Ø-Preis |
10.206,71 |
10.484,35 |
10.527,55 |
9.730,85 |
8.771,64 |
8.524,94 |
|
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
60 |
|
| Max. Verlustperiode (Handelstage) |
2 |
18 |
18 |
226 |
226 |
1.237 |
|
| Max. Verlustperiode (Kalendertage) |
2 |
27 |
27 |
322 |
322 |
1.781 |
|
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,369 |
0,162 |
0,145 |
0,036 |
0,062 |
0,014 |
|
| Alpha |
0,0028 |
0,0010 |
0,0009 |
0,0003 |
0,0004 |
0,0001 |
|
| Beta |
0,910 |
0,954 |
0,939 |
0,906 |
0,952 |
0,929 |
|
| Korrelation |
0,903 |
0,880 |
0,904 |
0,896 |
0,889 |
0,866 |
|
| Treynor Ratio |
-0,0023 |
-0,060 |
-0,047 |
-0,066 |
0,778 |
-0,092 |
|
| Tracking Error |
0,0077 |
0,0059 |
0,0062 |
0,0086 |
0,0072 |
0,0094 |
|
| Relative Performance |
1,079 |
2,067 |
5,576 |
7,972 |
47,591 |
11,813 |
|