21:35 New York (Handel von 09:30 - 16:00) 02:35 London (08:00 - 16:30) 03:35 Frankfurt (09:00 - 20:00) 10:35 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Performance (%) |
+2,11 |
-6,34 |
-4,26 |
+2,76 |
+67,70 |
+10,96 |
+45,43 |
| Volatilität (%) |
17,90 |
15,59 |
15,45 |
25,16 |
20,89 |
27,59 |
25,60 |
| Sharpe Ratio |
4,12 |
-40,49 |
-9,71 |
0,99 |
5,65 |
1,26 |
1,49 |
| Hoch |
2.867,34 |
3.085,40 |
3.134,17 |
3.134,17 |
3.134,17 |
3.134,17 |
3.134,17 |
| Tief |
2.774,45 |
2.774,45 |
2.774,45 |
2.298,89 |
1.677,72 |
1.265,62 |
1.108,49 |
| Ø-Preis |
2.830,92 |
2.937,80 |
2.997,06 |
2.745,03 |
2.469,67 |
2.358,38 |
2.053,43 |
| Ø-Volumen (in Tsd EUR/Handelstag) |
|
|
|
|
|
|
14.042.492 |
| Max. Verlustperiode (Handelstage) |
1 |
19 |
42 |
144 |
191 |
876 |
1.205 |
| Max. Verlustperiode (Kalendertage) |
1 |
27 |
59 |
210 |
279 |
1.273 |
1.690 |
| |
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
| Information Ratio |
0,253 |
-0,204 |
0,0032 |
0,028 |
0,043 |
0,017 |
0,014 |
| Alpha |
0,0054 |
-0,0023 |
8,1038 |
0,0004 |
0,0005 |
0,0002 |
0,0002 |
| Beta |
0,041 |
0,415 |
0,536 |
0,589 |
0,619 |
0,643 |
0,569 |
| Korrelation |
0,054 |
0,466 |
0,712 |
0,706 |
0,700 |
0,640 |
0,620 |
| Treynor Ratio |
0,044 |
-0,215 |
-0,116 |
0,0005 |
0,973 |
0,141 |
1,211 |
| Tracking Error |
0,021 |
0,011 |
0,0097 |
0,014 |
0,011 |
0,015 |
0,014 |
| Relative Performance |
1,468 |
-0,633 |
3,795 |
13,249 |
35,528 |
29,426 |
41,975 |