02:30 New York (Handel von 09:30 - 16:00) 07:30 London (08:00 - 16:30) 08:30 Frankfurt (09:00 - 20:00) 16:30 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+4,01 |
+17,25 |
+22,26 |
-11,75 |
-2,05 |
-11,80 |
-65,80 |
| Volatilität (%) |
23,42 |
22,54 |
28,44 |
31,30 |
28,51 |
31,32 |
35,44 |
| Sharpe Ratio |
33,31 |
44,82 |
16,55 |
-1,86 |
0,61 |
0,41 |
-0,74 |
| Hoch |
109,00 |
109,00 |
109,00 |
126,00 |
126,00 |
142,75 |
347,20 |
| Tief |
101,15 |
91,39 |
82,93 |
77,80 |
77,80 |
76,17 |
50,37 |
| Ø-Preis |
106,16 |
99,62 |
94,40 |
100,80 |
104,18 |
110,36 |
131,50 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
111.667 |
98.581 |
94.588 |
116.043 |
116.259 |
175.634 |
193.082 |
| Max. Verlustperiode (Handelstage) |
1 |
4 |
18 |
251 |
251 |
1.193 |
2.513 |
| Max. Verlustperiode (Kalendertage) |
3 |
6 |
25 |
356 |
356 |
1.710 |
3.538 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,416 |
0,184 |
0,100 |
-0,015 |
-0,032 |
-0,0002 |
-0,026 |
| Alpha |
0,0056 |
0,0020 |
0,0009 |
-0,0002 |
-0,0004 |
-5,3682 |
-0,0004 |
| Beta |
1,238 |
1,021 |
1,005 |
0,932 |
0,862 |
0,798 |
1,026 |
| Korrelation |
0,631 |
0,683 |
0,876 |
0,857 |
0,756 |
0,686 |
0,757 |
| Treynor Ratio |
0,016 |
0,149 |
0,202 |
-0,148 |
-0,047 |
-0,173 |
-0,606 |
| Tracking Error |
0,014 |
0,011 |
0,0088 |
0,010 |
0,012 |
0,015 |
0,015 |
| Relative Performance |
2,607 |
5,090 |
6,494 |
-3,938 |
-46,657 |
-9,447 |
-99,720 |